Skip to Content
Mastering Python for Finance - Second Edition
book

Mastering Python for Finance - Second Edition

by James Ma Weiming
April 2019
Intermediate to advanced
426 pages
11h 13m
English
Packt Publishing
Content preview from Mastering Python for Finance - Second Edition

Volatility derivatives

The two most popular volatility indexes worldwide are the VIX and VSTOXX, which are available in the United States and Europe respectively. The VIX is based on the S&P 500 Index that is disseminated on the CBOE. While the VIX is not traded directly, derivative products of the VIX such as options, futures, exchange-traded funds, and a host of volatility-based securities are available to investors. The CBOE website provides comprehensive information on many options and market indices such as the S&P 500 standard and weekly options, and the VIX, which we can analyze. We begin by understanding the background of these products before performing financial analytics on them in the later sections of this chapter.

Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.

Read now

Unlock full access

More than 5,000 organizations count on O’Reilly

AirBnbBlueOriginElectronic ArtsHomeDepotNasdaqRakutenTata Consultancy Services

QuotationMarkO’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.
Julian F.
Head of Cybersecurity
QuotationMarkI wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.
Addison B.
Field Engineer
QuotationMarkI’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.
Amir M.
Data Platform Tech Lead
QuotationMarkI'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.
Mark W.
Embedded Software Engineer

You might also like

Python for Finance - Second Edition

Python for Finance - Second Edition

Yuxing Yan
Python for Finance

Python for Finance

Yves Hilpisch

Publisher Resources

ISBN: 9781789346466