August 2009
Intermediate to advanced
244 pages
9h 5m
English
Content preview from Financial Modelling in Python
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P1: JYS
c01 JWBK378-Fletcher April 24, 2009 8:7 Printer: Yet to come
Welcome to Python 3
Here N is the dimension of an
N
×
N
linear system, a, b, c are the subdiagonal, diagonal,
and superdiagonal of the system respectively, and r the right hand side. The point to be made
is that the function will work with any types that are consistent with being Indexable (i.e.
satisfy an Indexable concept in the C++0x
6
sense of the word). This admits the use of the
function with Python lists, NumPy
7
arrays or some other user-defined array type ... generic
programming!
1.3 ROADMAP FOR THIS BOOK
Chapter-by-chapter this book gradually presents a practical body of working code referred to
as PPF or the ppf package, that implements a minimal but extensible Python-based financial
engineering system.
Chapter 2 looks at the overall topology of the ppf package, its dependencies and how to
build, install and test it (newcomers to Python may be served by looking ahead to Appendix
A where a quick tutorial on Python basics is offered).
Chapter 3 considers the topic of implementing Python extension modules in C++ with an
emphasis on fostering interoperability with existing C++ financial engineering systems and, in
particular, how certain functionality present in ppf in fact is underlied by C++ in this fashion.
Chapter 4 lays the groundwork for later chapters (concerned with pricing using techniques
from numerical analysis) in that it ...
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.