Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging (Wiley Finance)
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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 modeling techniques provide practical experience with modern financial modeling
Model calibration and dynamic hedging with stochastic volatility, jump, and short rates models deepen understanding of derivatives strategies
Comprehensive companion website with all code and IPython notebooks ensures immediate access and automation
Efficient Python codebase offers performance comparable to traditional languages with less 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 detai
Format
Print Book
Language
English
Length
5,000+ lines of code
Coverage
Market data analysis, risk-neutral valuation, Monte Carlo simulation, model calibration, dynamic hedging
Includes
Interactive IPython notebooks and code repository on companion website