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 pricing techniques provide practical experience with modern financial modeling
Model calibration and dynamic hedging with stochastic volatility, jump, and short rate models prepare readers for real-world applications
Comprehensive companion website with all code and IPython notebooks ensures accessibility and automation
Efficient Python codebase leverages advanced numerical methods for high-performance analytics
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