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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655
17
장
가치 평가 프레임워크
복리는 시대를 통틀어 가장 위대한 수학적 발견이다.
- 알버트 아인슈타인
Albert
Einstein
이번 장에서는
DX
패키지 개발에 필요한 프레임워크를 제공하고 기본적인 개념들을 소개한
다. 우선 자산 가치 평가 및 시뮬레이션에 필수적인 이론인 자산 가격결정 기본 정리를 간단하
게 살펴본다. 다음으로
날짜 조작
date
handling
과
위험 중립 할인
risk
-
neutral
discounting
의 기본 개념을 소개
한다. 가장 간단한 고정 단기 이자율의 경우를 다루지만 더 복잡하고 현실적인 모형도 쉽게 라
이브러리에 추가할 수 있다. 또한
시장 환경
market
environment
개념도 소개한다. 이는 가치 평가에
필요한 각종 상수, 리스트 그리고 커브
curve
들을 모아놓은 것으로 이후의 장에서 개발할 다른 클
래스 생성 시 필요한 것들이다.
다음은 이번 장에서 설명할 것들이다.
자산 가격결정 기본 정리
라이브러리 개발의 이론적 배경이 되는 자산 가격결정 기본 정리를 소개한다.
위험 중립 할인
옵션이나 기타 파생상품에서 미래 페이오프의 위험 중립 할인을 위한 클래스를 개발한다.
가치 평가 프레임워크
CHAPTER
17
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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.