Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging (The Wiley Finance Series)
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Derivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques, and the powerful capabilities of the Python programming language. This unique guide offers detailed explanations of all theory, methods, and processes, giving you the background and tools necessary to value stock index options from a sound foundation. You'll find and use self-contained Python scripts and modules and learn how to apply Python to advanced data and derivatives analytics as you benefit from the 5,000+ lines of code that are provided to help you reproduce the results and graphics presented. Coverage includes market data analysis, risk-neutral valuation, Monte Carlo simulation, model calibration, valuation, and dynamic hedging, with models that exhibit stochastic volatility, jump components, stochastic short rates, and more. The companion website features all code and IPython Notebooks for immediate execution and automation.
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 finance professional's guide to exploiting Python's capabilities for efficient and performing derivatives analytics.
- Reproduce major stylized facts of equity and options markets yourself
- Apply Fourier transform techniques and advanced Monte Carlo pricing
- Calibrate advanced option pricing models to market data
- Integrate advanced models and numeric methods to dynamically hedge options
Recent developments in the Python ecosystem enable analysts to implement analytics tasks as performing as with C or C++, but using only about one-tenth of the code or even less. Derivatives Analytics with Python — Data Analysis, Models, Simulation, Calibration and Hedging shows you what you need to know to supercharge your derivatives and risk analytics efforts.
The book, Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging (The Wiley Finance Series) [Bulk, Wholesale, Quantity] ISBN#9781119037996 in Hardcover by Yves Hilpisch may be ordered in bulk quantities. Minimum starts at 25 copies. Availability based on publisher status and quantity being ordered.
Details
- Publisher
- Wiley
- Author
- Yves Hilpisch
- Format
- Hardcover
- Published
- Aug 10, 2015
- ISBN-13
- 9781119037996
- Pages
- 384
- Carton quantity
- 16 copies
- Printing
- Printed on demand
Derivatives Analytics with Python in bulk: pricing
Volume pricing applies automatically in your cart. No codes, no account needed.
| Copies | Price per copy | You save |
|---|---|---|
| 25 – 99 | $93.50 | 15% off list |
| 100 – 249 | $92.40 | 16% off list |
| 250 – 499 | $91.30 | 17% off list |
| 500 – 999 | $90.20 | 18% off list |
| 1,000+ | $88.00 | 20% off list |
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Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging (The Wiley Finance Series)
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