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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697
18
장
금융 모형 시뮬레이션
from jump_diffusion import jump_diffusion
from square_root_diffusion import square_root_diffusion
18.7
참고 문헌
이 장에서 다룬 주제들에 대한 참고 문헌은 다음과 같다.
●
Glasserman
,
Paul
(
2004
).
Monte Carlo Methods in Financial Engineering
.
New
York
:
Springer
.
●
Hilpisch
,
Yves
(
2015
).
Derivatives Analytics with Python
.
Chichester
,
England
:
Wiley
Finance
.
이 장에서 언급된 모형에 대한 연구 논문은 다음과 같다.
●
Black
,
Fischer
,
and
Myron
Scholes
(
1973
). “
The
Pricing
of
Options
and
Corporate
Liabilities
.”
Journal of Political Economy
,
Vol
.
81
,
No
.
3
,
pp
.
638
–
659
.
●
Cox
,
John
,
Jonathan
Ingersoll
,
and
Stephen
Ross
(
1985
). “
A
Theory
of
the
Term
Structure
of
Interest
Rates
.”
Econometrica ...
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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.