December 2014
Intermediate to advanced
606 pages
13h 46m
English
Content preview from Python for FinanceBecome 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,
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.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.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.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.
Index
A note on the digital index
A link in an index entry is displayed as the section title in which that entry appears. Because some sections have multiple index markers, it is not unusual for an entry to have several links to the same section. Clicking on any link will take you directly to the place in the text in which the marker appears.
Symbols
- 64-bit double precision standard, Floats
A
- absolute minimum variance portfolio, Portfolio Optimizations
- actual continuation value, The Valuation Class
- adaptive quadrature, Numerical Integration
- American exercise
- definition of, Derivatives Valuation, American Exercise
- Least-Squares Monte Carlo (LSM) algorithm, Least-Squares Monte Carlo
- use case, A Use Case–A Use Case
- valuation class, The Valuation Class
- American options
- definition of, Valuation
- on the VSTOXX, American Options on the VSTOXX–The Options Portfolio
- valuation of contingent claims, American Options
- Anaconda, Anaconda–Anaconda
- analytics
- basic, Basic Analytics
- derivatives analytics library
- derivatives valuation, Derivatives Valuation–A Use Case
- extensions to, Conclusions
- modularization offered by, Portfolio Valuation
- portfolio valuation, Portfolio Valuation–A Use Case
- simulation of financial models, Simulation of Financial Models–A Use Case
- valuation framework, Valuation Framework–Market Environments
- volatility options, Volatility Options ...
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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.