LISTED VOLATILITY AND VARIANCE DERIVATIVES A PYTHON BASED GUIDE WILEY FINANCE

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Listed Volatility And Variance Derivatives

Author : Yves Hilpisch
ISBN : 9781119167914
Genre : Business & Economics
File Size : 38.75 MB
Format : PDF, ePub, Mobi
Download : 995
Read : 221

"Listed Volatility and Variance Derivatives comprehensively covers all aspects related to these now so popular financial products. It is the first to cover European products provided by Eurex and to provide Python codes for implementing all quantitative aspects related to them. Benefits of Reading the Book: - Data Analysis: Learn how to use Python for data and financial analysis. Reproduce major stylized facts of volatility and variance markets by yourself. - Models: Learn the fundamental techniques of modelling volatility (indices) and variance and the model-free replication of variance. - Trading: Learn the micro structure elements of the markets for listed volatility and variance derivatives. - Python: All results, graphics, etc. presented are in general reproducible with the IPython Notebooks and Python codes accompanying the book"--
Category: Business & Economics

Python For Finance

Author : Yves Hilpisch
ISBN : 1492024333
Genre : Business & Economics
File Size : 85.40 MB
Format : PDF, Mobi
Download : 187
Read : 414

The financial industry has recently adopted Python at a tremendous rate, with some of the largest investment banks and hedge funds using it to build core trading and risk management systems. Updated for Python 3, the second edition of this hands-on book helps you get started with the language, guiding developers and quantitative analysts through Python libraries and tools for building financial applications and interactive financial analytics. Using practical examples throughout the book, author Yves Hilpisch also shows you how to develop a full-fledged framework for Monte Carlo simulation-based derivatives and risk analytics, based on a large, realistic case study. Much of the book uses interactive IPython Notebooks.
Category: Business & Economics