January 2020
Beginner to intermediate
432 pages
11h 24m
English
Content preview from Python for Finance Cookbook
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See also
Additional resources are available here:
- Longstaff, F. A., & Schwartz, E. S. (2001). Valuing American options by simulation: a simple least-squares approach. The review of financial studies, 14(1), 113-147. - https://escholarship.org/content/qt43n1k4jb/qt43n1k4jb.pdf.
- Broadie, M., Glasserman, P., & Jain, G. (1997). An alternative approach to the valuation of American options using the stochastic tree method. Enhanced Monte Carlo estimates for American option prices. Journal of Derivatives, 5, 25-44.
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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.