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.)

Graphing Data with R: An Introduction
Graphing Data with R: An Introduction

It’s much easier to grasp complex data relationships with a graph than by scanning numbers in a spreadsheet. This introductory guide shows you how to use the R language to create a variety of useful graphs for visualizing and analyzing complex data for science, business, media, and many other fields. You’ll learn methods...

Think Python: How to Think Like a Computer Scientist
Think Python: How to Think Like a Computer Scientist

If you want to learn how to program, working with Python is an excellent way to start. This hands-on guide takes you through the language a step at a time, beginning with basic programming concepts before moving on to functions, recursion, data structures, and object-oriented design. This second edition and its supporting code have...

Testing Python: Applying Unit Testing, TDD, BDD and Acceptance Testing
Testing Python: Applying Unit Testing, TDD, BDD and Acceptance Testing

Fundamental testing methodologies applied to the popular Pythonlanguage

Testing Python; Applying Unit Testing, TDD, BDD andAcceptance Testing is the most comprehensive book available ontesting for one of the top software programming languages in theworld. Python is a natural choice for new and experienceddevelopers,...


Beginning Python Games Development, Second Edition: With PyGame
Beginning Python Games Development, Second Edition: With PyGame

Beginning Python Games Development, Second Edition teaches you how to create compelling games using Python and the PyGame games development library. It will teach you how to create visuals, do event handling, create 3D games, add media elements, and integrate OpenGL into your Python game.

In this update to the first ever...

Python High Performance Programming
Python High Performance Programming

If you have at least a basic knowledge of Python, this book will help you maximize the performance of your code and applications. Easy to follow tutorials will make you a hard act to follow in Python programming.

Overview

  • Identify the bottlenecks in your applications and solve them using the best...
Big Data, Data Mining, and Machine Learning: Value Creation for Business Leaders and Practitioners (Wiley and SAS Business Series)
Big Data, Data Mining, and Machine Learning: Value Creation for Business Leaders and Practitioners (Wiley and SAS Business Series)

With big data analytics comes big insights intoprofitability

Big data is big business. But having the data and thecomputational power to process it isn't nearly enough to producemeaningful results. Big Data, Data Mining, and Machine Learning:Value Creation for Business Leaders and Practitioners is acomplete...

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