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Название: Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging
Автор: Yves Hilpisch
Издательство: John Wiley & Sons Ltd
Год: 2015
Формат: PDF
Страниц: 377
Размер: 11,47 MB
Язык: English
Supercharge options analytics and hedging using the power of Python
Derivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques, and the powerful capabilities of the Python programming language. This unique guide offers detailed explanations of all theory, methods, and processes, giving you the background and tools necessary to value stock index options from a sound foundation.