Yves Hilpisch

Derivatives Analytics with Python

Date: This event took place live on June 24 2014

Presented by: Yves Hilpisch

Duration: Approximately 60 minutes.

Cost: Free

Watch the webcast in its original format

In this webcast you will learn how Python can be used for Derivatives Analytics and Financial Engineering. Dr. Yves J. Hilpisch will begin by covering the necessary background information, theoretical foundations and numerical tools to implement a market-based valuation of stock index options. The approach is a practical one in that all-important aspects are illustrated by a set of self-contained Python scripts.

This webcast talk will cover:

  • Financial Algorithm Implementation
    • Monte Carlo Valuation
    • Binomial Option Pricing
  • Performance Libraries
    • Dynamic Compiling
    • Parallel Code Execution
  • DX Analytics
    • Overview and Philosophy
    • Multi-Risk Derivatives Pricing
    • Global Valuation
  • Web Technologies for Derivative Analytics

About Yves Hilpisch

Yves Hilpisch has 10 years of experience with Python, particularly in the finance space. He founded The Python Quants GmbH - an independent, privately-owned analytics software provider and financial engineering boutique. He lectures on Mathematical Finance at Saarland University in Germany and is a regular speaker at Python and Finance conferences.

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