Derivatives Analytics with Python
Data Analysis, Models, Simulation, Calibration and Hedging
| Price | $65.85 - $105.50
|
| Rating |   |
| Author | Yves Hilpisch |
| Publisher | Wiley |
| Published | 2015 |
| Pages | 376 |
| Language | English |
| Format | Paper book / ebook (PDF) |
| ISBN-10 | 1119037999 |
| ISBN-13 | 9781119037996 |
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. You'll find and use self-contained Python scripts and modules and learn how to apply Python to advanced data and derivatives analytics as you benefit from the 5,000+ lines of code that are provided to help you reproduce the results and graphics presented. Coverage includes market data analysis, risk-neutral valuation, Monte Carlo simulation, model calibration, valuation, and dynamic hedging, with models that exhibit stochastic volatility, jump components, stochastic short rates, and more. The companion website features all code and IPython Notebooks for immediate execution and automation.
Python is gaining ground in the derivatives analytics space, allowing institutions to quickly and efficiently deliver portfolio, trading, and risk management results. This book is the finance professional's guide to exploiting Python's capabilities for efficient and performing derivatives analytics.
- Yves Hilpisch (2 books)
4 5 23
Similar Books
by Dipanjan Sarkar
Derive useful insights from your data using Python. You will learn both basic and advanced concepts, including text and language syntax, structure, and semantics. You will focus on algorithms and techniques, such as text classification, clustering, topic modeling, and text summarization.Text Analytics with Python teaches you the technique...
Price: $32.94 | Publisher: Apress | Release: 2016
Mastering Machine Learning with Python in Six Steps
by Manohar Swamynathan
Master machine learning with Python in six steps and explore fundamental to advanced topics, all designed to make you a worthy practitioner. This book's approach is based on the "Six degrees of separation" theory, which states that everyone and everything is a maximum of six steps away. Mastering Machine Learning with Py...
Price: $37.64 | Publisher: Apress | Release: 2017
OpenCV Computer Vision with Python
by Joseph Howse
Computer Vision can reach consumers in various contexts via webcams, camera phones and gaming sensors like Kinect. OpenCV's Python bindings can help developers meet these consumer demands for applications that capture images, change their appearance and extract information from them, in a high-level language and in a standardized data for...
Price: $17.99 | Publisher: Packt Publishing | Release: 2013
Hands-On Bitcoin Programming with Python
by Harish Kumar Garg
Bitcoin is a cryptocurrency that's changing the face of online payments. Hands-On Bitcoin Programming with Python teaches you to build software applications for mining and creating Bitcoins using Python.This book starts with the basics of both Bitcoin and blockchain and gives you an overview of these inherent concepts by showing you how t...
Price: $23.99 | Publisher: Packt Publishing | Release: 2018
Learn Web Development with Python
by Fabrizio Romano, Gaston C. Hillar, Arun Ravindran
If you want to develop complete Python web apps with Django, this Learning Path is for you. It will walk you through Python programming techniques and guide you in implementing them when creating 4 professional Django projects, teaching you how to solve common problems and develop RESTful web services with Django and Python. You will lear...
Price: $49.99 | Publisher: Packt Publishing | Release: 2018
Advanced Data Analytics Using Python
by Sayan Mukhopadhyay
Gain a broad foundation of advanced data analytics concepts and discover the recent revolution in databases such as Neo4j, Elasticsearch, and MongoDB. This book discusses how to implement ETL techniques including topical crawling, which is applied in domains such as high-frequency algorithmic trading and goal-oriented dialog systems. You'...
Price: $29.01 | Publisher: Apress | Release: 2018
Text Analytics with Python, 2nd Edition
by Dipanjan Sarkar
Leverage Natural Language Processing (NLP) in Python and learn how to set up your own robust environment for performing text analytics. This second edition has gone through a major revamp and introduces several significant changes and new topics based on the recent trends in NLP. You'll see how to use the latest state-of-the-art framework...
Price: $20.87 | Publisher: Apress | Release: 2019
Applied Text Analysis with Python
by Benjamin Bengfort, Tony Ojeda, Rebecca Bilbro
From news and speeches to informal chatter on social media, natural language is one of the richest and most underutilized sources of data. Not only does it come in a constant stream, always changing and adapting in context; it also contains information that is not conveyed by traditional data sources. The key to unlocking natural language...
Price: $40.44 | Publisher: O'Reilly Media | Release: 2018