March 2022
Beginner to intermediate
796 pages
18h 14m
Korean
Content preview from 파이썬을 활용한 금융 분석(2판) : 파이썬의 기초부터 금융공학, 머신러닝, 퀀트 분석, 매매 시스템 구현까지
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383
11
장
수학용 도구
수학자들은 현대의 수도자들이다.
- 빌 가에데
Bill
Gaede
80
년대와
90
년대, 월스트리트에 이른바 ‘로켓 과학자’라는 사람들이 등장하면서 금융은 응용
수학의 한 분야로 진화했다. 초기의 금융 분야 연구 논문들은 수식이나 방정식이 거의 없었지
만, 현재는 주로 수식과 방정식이 대부분이고 이를 설명하기 위한 약간의 문장이 있을 뿐이다.
이 장에서는 금융 분야에 유용한 수학적 도구를 소개한다. 이 주제에 대한 수많은 참고 서적이
있기 때문에 여기서 세세한 배경지식까지는 설명하지 않겠다. 이 장은 파이썬에서 어떻게 이러
한 도구와 테크닉을 사용할 수 있는가에 초점을 맞춘다. 이 장의 주제는 다음과 같다.
근사법
금융 분야에서 가장 흔히 사용되는 수치 방법 중의 하나인 회귀법과 보간법이 있다.
최적화
많은 금융 분야(옵션 가격 계산 시 모형 캘리브레이션과 관련하여)에서 최적화 도구를 필요로
한다.
적분
금융 파생상품의 가치 평가는 대부분 적분 계산으로 귀결된다.
수학용 도구
CHAPTER
11
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O’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.
I 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.
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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.