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Synopsis
Leverage Python for expert-level volatility and variance derivative trading
Listed Volatility and Variance Derivatives is a comprehensive treatment of all aspects of these increasingly popular derivatives products, and has the distinction of being both the first to cover European volatility and variance products provided by Eurex and the first to offer Python code for implementing comprehensive quantitative analyses of these financial products. For those who want to get started right away, the book is accompanied by a dedicated Web page and a Github repository that includes all the code from the book for easy replication and use, as well as a hosted version of all the code for immediate execution.
Python is fast making inroads into financial modelling and derivatives analytics, and recent developments allow Python to be as fast as pure C++ or C while consisting generally of only 10% of the code lines associated with the compiled languages. This complete guide offers rare insight into the use of Python to undertake complex quantitative analyses of listed volatility and variance derivatives.
- Learn how to use Python for data and financial analysis, and reproduce stylised facts on volatility and variance markets
- Gain an understanding of the fundamental techniques of modelling volatility and variance and the model-free replication of variance
- Familiarise yourself with micro structure elements of the markets for listed volatility and variance derivatives
- Reproduce all results and graphics with IPython/Jupyter Notebooks and Python codes that accompany the book
Listed Volatility and Variance Derivatives is the complete guide to Python-based quantitative analysis of these Eurex derivatives products.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
DR. YVES HILPISCH is founder and managing partner of The Python Quants (http: //tpq.io), a group focusing on the use of open source technologies for financial data science, algorithmic trading and computational finance. He is the author of Python for Finance, and Derivatives Analytics with Python. Yves lectures on computational finance on the CQF Program as well as on data science at htw saar University of Applied Sciences. He has written the financial analytics library DX Analytics (http: //dx-analytics.com) and organizes meetup groups and conferences about Python for quantitative finance in Frankfurt, London and New York.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Listed Volatility and Variance Derivatives: A Python-based Guide (Wiley Finance)
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Listed Volatility and Variance Derivatives: A Python-Based Guide
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ISBN 10 : 1119167914
ISBN 13 : 9781119167914
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Listed Volatility and Variance Derivatives
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ISBN 13 : 9781119167914
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Listed Volatility and Variance Derivatives: A Python-based Guide
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John Wiley & Sons Inc, 2016
ISBN 10 : 1119167914
ISBN 13 : 9781119167914
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Listed Volatility and Variance Derivatives : A Python-based Guide
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Listed Volatility and Variance Derivatives : A Python-based Guide
Edité par
Wiley, 2016
ISBN 10 : 1119167914
ISBN 13 : 9781119167914
Ancien ou d'occasion
Couverture rigide
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Listed Volatility and Variance Derivatives
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John Wiley and Sons Inc, US, 2016
ISBN 10 : 1119167914
ISBN 13 : 9781119167914
Neuf
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Hardback. Etat : New. Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance Derivatives is a comprehensive treatment of all aspects of these increasingly popular derivatives products, and has the distinction of being both the first to cover European volatility and variance products provided by Eurex and the first to offer Python code for implementing comprehensive quantitative analyses of these financial products. For those who want to get started right away, the book is accompanied by a dedicated Web page and a Github repository that includes all the code from the book for easy replication and use, as well as a hosted version of all the code for immediate execution. Python is fast making inroads into financial modelling and derivatives analytics, and recent developments allow Python to be as fast as pure C++ or C while consisting generally of only 10% of the code lines associated with the compiled languages. This complete guide offers rare insight into the use of Python to undertake complex quantitative analyses of listed volatility and variance derivatives. Learn how to use Python for data and financial analysis, and reproduce stylised facts on volatility and variance marketsGain an understanding of the fundamental techniques of modelling volatility and variance and the model-free replication of varianceFamiliarise yourself with micro structure elements of the markets for listed volatility and variance derivativesReproduce all results and graphics with IPython/Jupyter Notebooks and Python codes that accompany the book Listed Volatility and Variance Derivatives is the complete guide to Python-based quantitative analysis of these Eurex derivatives products. N° de réf. du vendeur LU-9781119167914
Quantité disponible : Plus de 20 disponibles
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Listed Volatility and Variance Derivatives : A Python-based Guide
Edité par
Wiley, 2016
ISBN 10 : 1119167914
ISBN 13 : 9781119167914
Ancien ou d'occasion
Couverture rigide
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 23791381
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Listed Volatility and Variance Derivatives: A Python-based Guide
Edité par
John Wiley & Sons Inc, 2016
ISBN 10 : 1119167914
ISBN 13 : 9781119167914
Neuf
Couverture rigide
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
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Hardback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 794. N° de réf. du vendeur C9781119167914
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Listed Volatility and Variance Derivatives: A Python-based Guide
Edité par
John Wiley & Sons Inc, 2016
ISBN 10 : 1119167914
ISBN 13 : 9781119167914
Neuf
Couverture rigide
Edition originale
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Etat : New. Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance Derivatives is a comprehensive treatment of all aspects of these increasingly popular derivatives products. Series: Wiley Finance. Num Pages: 352 pages. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 244 x 170. . . 2016. 1st Edition. Hardcover. . . . . N° de réf. du vendeur V9781119167914
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