Description: About this Item The item is a book Hardback The Author Name is Yves Hilpisch The Title is Derivatives Analytics with Python : Data Analysis, Models, Simulation, Calibration and Hedging Condition New Other Comments Pages Count - 376. Binding type - Hardcover. Content Language - English Category - BUSINESS & ECONOMICS / Investments & Securities / Derivative Product Description - 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. 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. Reproduce major stylized facts of equity and options markets yourselfApply Fourier transform techniques and advanced Monte Carlo pricingCalibrate advanced option pricing models to market dataIntegrate advanced models and numeric methods to dynamically hedge options Recent developments in the Python ecosystem enable analysts to implement analytics tasks as performing as with C or C, but using only about one-tenth of the code or even less. Derivatives Analytics with Python - Data Analysis, Models, Simulation, Calibration and Hedging shows you what you need to know to supercharge your derivatives and risk analytics efforts. We Use Stock Images Because we have over 2 million items for sale we have to use stock images, this listing does not include the actual image of the item for sale. The purchase of this specific item is made with the understanding that the image shown in this listing is a stock image and not the actual item for sale. For example: some of our stock images include stickers, labels, price tags, hyper stickers, obi's, promotional messages, signatures and or writing which may not be available in the actual item. When possible we will add details of the items we are selling to help buyers know what is included in the item for sale. The details are provided automatically from our central master database and can sometimes be wrong. Books are released in many editions and variations, such as standard edition, re-issue, not for sale, promotional, special edition, limited edition, and many other editions and versions. The Book you receive could be any of these editions or variations. If you are looking for a specific edition or version please contact us to verify what we are selling. Gift IdeasThis is a great Christmas gift idea. Hours of ServiceWe have many warehouses, some of the warehouses process orders seven days a week, but the Administration Support Staff are located at a head office location, outside of the warehouses, and typically work only Monday to Friday. Location ID 9000z iHaveit SKU ID 166003043
Price: 113.62 USD
Location: US
End Time: 2024-11-10T17:53:36.000Z
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Restocking Fee: No
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 30 Days
Refund will be given as: Money Back
Fiction/Non-Fiction: Non-Fiction
Genre/Subject: BUSINESS ECONOMICS / Investments Securities / Derivative
Brand: The Wiley Finance Series
Weight: 0.8
Style: NA
Title: Derivatives Analytics with Python Data Analysis Models Simula
Release Title: Derivatives Analytics with Python Data Analysis Models Simula
Record Grading: New
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Film/TV Title: Derivatives Analytics with Python Data Analysis Models Simul
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Movie/TV Title: Derivatives Analytics with Python Data Analysis Models Simul
UPC: 9781119037996
EAN: 9781119037996
ISBN: 9781119037996
Binding Type: Hardcover
Main Stone: NA
Metal Purity: NA
Metal: NA
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Number of Pages: 384 Pages
Publication Name: Derivatives Analytics with Python : Data Analysis, Models, Simulation, Calibration and Hedging
Language: English
Publisher: Wiley & Sons, Incorporated, John
Subject: Investments & Securities / Derivatives, Programming Languages / Python, Investments & Securities / General
Item Height: 1.1 in
Publication Year: 2015
Item Weight: 28 Oz
Type: Textbook
Author: Yves Hilpisch
Subject Area: Computers, Business & Economics
Item Length: 9.7 in
Series: The Wiley Finance Ser.
Item Width: 6.9 in
Format: Hardcover
