Step-by-step implementation of market data analysis and risk-neutral valuation for stock and index options enables hands-on learning
Monte Carlo simulation and advanced model calibration techniques provide practical experience with modern financial modeling
Dynamic hedging strategies with stochastic volatility, jump components, and stochastic short rates demonstrate real-world application
Comprehensive companion website with all code and IPython notebooks ensures immediate access and automation
Efficient Python codebase offers performance comparable to C or C++ with less development effort
Summarized by Shop
Supercharge options analytics and hedging using the power of PythonDerivatives 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 det
Format
E-Book
Language
English
Content
Data analysis, models, simulation, calibration, hedging
Codebase
5,000+ lines of Python code
Includes
Interactive IPython notebooks and companion website