Derivatives Analytics with Python

Derivatives Analytics with Python

by
Released January 2015
Publisher(s): O'Reilly Media, Inc.
ISBN: 9781491925393

Read it now on the O’Reilly learning platform with a 10-day free trial.

O’Reilly members get unlimited access to live online training experiences, plus books, videos, and digital content from O’Reilly and nearly 200 trusted publishing partners.

Start your free trial

Video description

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 ImplementationMonte Carlo ValuationBinomial Option PricingPerformance LibrariesDynamic CompilingParallel Code ExecutionDX AnalyticsOverview and PhilosophyMulti-Risk Derivatives PricingGlobal ValuationWeb Technologies for Derivative Analytics

Publisher resources

View/Submit Errata

Table of contents

  1. Derivatives Analytics with Python

Product information

  • Title: Derivatives Analytics with Python
  • Author(s):
  • Release date: January 2015
  • Publisher(s): O'Reilly Media, Inc.
  • ISBN: 9781491925393