Home | Amazing | Today | Tags | Publishers | Years | Account | Search 
Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging (The Wiley Finance Series)

Buy

Supercharge options analytics and hedging using the power ofPython

Derivatives Analytics with Python shows you how toimplement market-consistent valuation and hedging approaches usingadvanced financial models, efficient numerical techniques, and thepowerful capabilities of the Python programming language. Thisunique guide offers detailed explanations of all theory, methods,and processes, giving you the background and tools necessary tovalue stock index options from a sound foundation. You'll find anduse self-contained Python scripts and modules and learn how toapply Python to advanced data and derivatives analytics as youbenefit from the 5,000+ lines of code that are provided to help youreproduce the results and graphics presented. Coverage includesmarket data analysis, risk-neutral valuation, Monte Carlosimulation, model calibration, valuation, and dynamic hedging, withmodels that exhibit stochastic volatility, jump components,stochastic short rates, and more. The companion website featuresall code and IPython Notebooks for immediate execution andautomation.

Python is gaining ground in the derivatives analytics space,allowing institutions to quickly and efficiently deliver portfolio,trading, and risk management results. This book is the financeprofessional's guide to exploiting Python's capabilities forefficient and performing derivatives analytics.

  • Reproduce major stylized facts of equity and options marketsyourself
  • Apply Fourier transform techniques and advanced Monte Carlopricing
  • Calibrate advanced option pricing models to market data
  • Integrate advanced models and numeric methods to dynamicallyhedge options

Recent developments in the Python ecosystem enable analysts toimplement analytics tasks as performing as with C or C++, but usingonly about one-tenth of the code or even less. DerivativesAnalytics with Python — Data Analysis, Models, Simulation,Calibration and Hedging shows you what you need to know tosupercharge your derivatives and risk analytics efforts.

(HTML tags aren't allowed.)

Amazon Web Services for Mobile Developers: Building Apps with AWS
Amazon Web Services for Mobile Developers: Building Apps with AWS

A practical, real-world introduction to AWS tools and concepts

Amazon Web Services for Mobile Developers: Building Apps with AWS presents a professional view of cloud computing and AWS for experienced iOS/Android developers and technical/solution architects. Cloud computing is a rapidly expanding ecosystem, and...

TensorFlow for Deep Learning: From Linear Regression to Reinforcement Learning
TensorFlow for Deep Learning: From Linear Regression to Reinforcement Learning

Learn how to solve challenging machine learning problems with TensorFlow, Google’s revolutionary new software library for deep learning. If you have some background in basic linear algebra and calculus, this practical book introduces machine-learning fundamentals by showing you how to design systems capable of detecting objects...

Simplifying JavaScript: Writing Modern JavaScript with ES5, ES6, and Beyond
Simplifying JavaScript: Writing Modern JavaScript with ES5, ES6, and Beyond

The best modern JavaScript is simple, readable, and predictable. Learn to write modern JavaScript not by memorizing a list of new syntax, but with practical examples of how syntax changes can make code more expressive. Starting from variable declarations that communicate intention clearly, see how modern principles can improve all...


Python: Data Analytics and Visualization
Python: Data Analytics and Visualization

Understand, evaluate, and visualize data About This Book - Learn basic steps of data analysis and how to use Python and its packages - A step-by-step guide to predictive modeling including tips, tricks, and best practices - Effectively visualize a broad set of analyzed data and generate effective results Who This Book Is For This book is for...

Black & Decker The Complete Guide to Sheds, 3rd Edition: Design & Build a Shed: - Complete Plans - Step-by-Step How-To (Black & Decker Complete Guide)
Black & Decker The Complete Guide to Sheds, 3rd Edition: Design & Build a Shed: - Complete Plans - Step-by-Step How-To (Black & Decker Complete Guide)

Black & Decker The Complete Guide to Sheds has the perfect plan for anyone who is building his or her own tool shed, habitable shed, and many more.

The most popular plans from previous editions are preserved, from small garage-style sheds with overhead doors, to kit sheds, to...

Professional Python
Professional Python

Master the secret tools every Python programmer needs to know

Professional Python goes beyond the basics to teach beginner- and intermediate-level Python programmers the little-known tools and constructs that build concise, maintainable code. Design better architecture and write easy-to-understand code using highly...

©2018 LearnIT (support@pdfchm.net) - Privacy Policy