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Derivatives Analytics with Python
video

Derivatives Analytics with Python

by Yves Hilpisch
January 2015
Beginner to intermediate
1h 4m
English
O'Reilly Media, Inc.
Closed Captioning available in German, English, Spanish, French, Japanese, Korean, Portuguese (Portugal, Brazil), Chinese (Simplified), Chinese (Traditional)

Overview

In this webcast you will learn how Python can be used for Derivatives Analytics and Financial Engineering. Dr. Yves J. Hilpisch will begin by covering the necessary background information, theoretical foundations and numerical tools to implement a market-based valuation of stock index options. The approach is a practical one in that all-important aspects are illustrated by a set of self-contained Python scripts.This webcast talk will cover:Financial Algorithm ImplementationMonte Carlo ValuationBinomial Option PricingPerformance LibrariesDynamic CompilingParallel Code ExecutionDX AnalyticsOverview and PhilosophyMulti-Risk Derivatives PricingGlobal ValuationWeb Technologies for Derivative Analytics

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Publisher Resources

ISBN: 9781491925393Errata Page