August 2015
Beginner to intermediate
376 pages
8h 27m
English
book
Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging
by Yves Hilpisch
Content preview from Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging
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Bibliography
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- Bates, David (1996) Jumps and Stochastic Volatility: Exchange Rates Processes Implicit in Deutsche Mark Options, Review of Financial Studies, 9(1), 69–107.
- Baxter, Martin and Andrew Rennie (1996) Financial Calculus—An Introduction to Derivative Pricing, Cambridge University Press, Cambridge.
- Bhattacharya, Rabi and Edward Waymire (2007) A Basic Course in Probability Theory, Springer Verlag, New York.
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