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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729
20
장
포트폴리오 가치 평가
파생상품 포지션을 정의하려면 다음과 같은 정보가 필요한데 대부분 가치 평가 객체에 있는 것
들이다.
name
포지션 이름을 나타내는 문자열
quantity
옵션/파생상품의 수량
underlying
위험 요인의 시뮬레이션 객체
mar
_
env
dx
.
market
_
environment
객체
otype
European
또는
American
문자열
payoff
_
func
파이썬 문자열
str
로 표시한 페이오프
20.1.2
사용 예
다음 세션에서는 이 클래스의 사용 방법을 설명한다. 그전에 중요한 정보 중 하나인 시뮬레이
션 객체를 완전하지는 않더라도 정의해야 한다. 여기에서는 앞 장에서 사용한 수치 예를 그대
로 사용하기로 한다.
In [99]: from dx_valuation import *
In [100]: me_gbm = market_environment('me_gbm', dt.datetime(2020, 1, 1))
➊
730
5
부
파생상품 분석
In [101]: me_gbm.add_constant('initial_value', 36.)
➊
me_gbm.add_constant('volatility', ...
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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.
I’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.
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.