Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging

Note moyenne 4,09
( 11 avis fournis par Goodreads )
 
9781119037996: Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging
Afficher les exemplaires de cette édition ISBN
 
 
Présentation de l'éditeur :

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 yourself
  • Apply Fourier transform techniques and advanced Monte Carlo pricing
  • Calibrate advanced option pricing models to market data
  • Integrate 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.

Quatrième de couverture :

Praise for Derivatives Analytics with Python

"Another excellent offering from Dr Hilpisch. This book has a very good coverage of derivatives analytics and their implementations in Python."
Alain Ledon, Adjunct Professor, Baruch Master in Financial Engineering

"A thorough overview of the state of the art in equity derivatives pricing and how to apply it using Python, with an implementer′s eye to detail."
Dr Mark Higgins, CEO, Washington Square Technologies,former co–head of Quantitative Research for JPMorgan′s Investment Bank

"There is currently much excitement about the application of Python to Quant Finance in both academia and the financial markets. Yves′ monumental undertaking guides the reader through the mathematical and numerical aspects of derivative valuation with programming in Python, in an expert and pedagogical manner. I will be making his publication the standard text for all my Computational Finance courses."
Dr Riaz Ahmad, Fitch Learning and Department of Mathematics,University College London

"A must read for any practitioner who is serious about implementing Python across their derivatives platform. Dr Hilpisch excels at simplifying complex state–of–the–art techniques for both the pricing and hedging of derivatives in Python that both operators and academics will appreciate."
Bryan Wisk, Founder and CIO, Asymmetric Return Capital, LLC

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Meilleurs résultats de recherche sur AbeBooks

Image de l'éditeur

1.

Hilpisch, Yves
ISBN 10 : 1119037999 ISBN 13 : 9781119037996
Neuf Quantité disponible : 5
Vendeur
GreatBookPrices
(Columbia, MD, Etats-Unis)
Evaluation vendeur

Description du livre Etat : New. N° de réf. du vendeur 21758489-n

Plus d'informations sur ce vendeur | Contacter le vendeur

Acheter neuf
EUR 48,57
Autre devise

Ajouter au panier

Frais de port : EUR 2,27
Vers Etats-Unis
Destinations, frais et délais
Image de l'éditeur

2.

Hilpisch, Yves
Edité par Wiley (2015)
ISBN 10 : 1119037999 ISBN 13 : 9781119037996
Neuf Couverture rigide Quantité disponible : 20
Vendeur
booksXpress
(Freehold, NJ, Etats-Unis)
Evaluation vendeur

Description du livre Wiley, 2015. Hardcover. Etat : new. N° de réf. du vendeur 9781119037996

Plus d'informations sur ce vendeur | Contacter le vendeur

Acheter neuf
EUR 59,67
Autre devise

Ajouter au panier

Frais de port : Gratuit
Vers Etats-Unis
Destinations, frais et délais
Image de l'éditeur

3.

Yves Hilpisch
Edité par John Wiley and#38; Sons (2015)
ISBN 10 : 1119037999 ISBN 13 : 9781119037996
Neuf Quantité disponible : 11
Vendeur
Paperbackshop-US
(Wood Dale, IL, Etats-Unis)
Evaluation vendeur

Description du livre John Wiley and#38; Sons, 2015. HRD. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur FW-9781119037996

Plus d'informations sur ce vendeur | Contacter le vendeur

Acheter neuf
EUR 61,07
Autre devise

Ajouter au panier

Frais de port : Gratuit
Vers Etats-Unis
Destinations, frais et délais
Image de l'éditeur

4.

Yves Hilpisch
Edité par John Wiley & Sons Inc, United States (2015)
ISBN 10 : 1119037999 ISBN 13 : 9781119037996
Neuf Couverture rigide Edition originale Quantité disponible : 10
Vendeur
The Book Depository
(London, Royaume-Uni)
Evaluation vendeur

Description du livre John Wiley & Sons Inc, United States, 2015. Hardback. Etat : New. 1. Auflage. Language: English. Brand new Book. 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 yourself * Apply Fourier transform techniques and advanced Monte Carlo pricing * Calibrate advanced option pricing models to market data * Integrate 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. N° de réf. du vendeur AAH9781119037996

Plus d'informations sur ce vendeur | Contacter le vendeur

Acheter neuf
EUR 61,75
Autre devise

Ajouter au panier

Frais de port : Gratuit
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais
Image de l'éditeur

5.

Yves J Hilpisch (author)
Edité par Wiley 2015-07-10, Chichester, West Sussex (2015)
ISBN 10 : 1119037999 ISBN 13 : 9781119037996
Neuf Couverture rigide Quantité disponible : 5
Vendeur
Blackwell's
(Oxford, OX, Royaume-Uni)
Evaluation vendeur

Description du livre Wiley 2015-07-10, Chichester, West Sussex, 2015. hardback. Etat : New. N° de réf. du vendeur 9781119037996

Plus d'informations sur ce vendeur | Contacter le vendeur

Acheter neuf
EUR 58,75
Autre devise

Ajouter au panier

Frais de port : EUR 4,11
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais
Image de l'éditeur

6.

Yves Hilpisch
Edité par John Wiley & Sons Inc, United States (2015)
ISBN 10 : 1119037999 ISBN 13 : 9781119037996
Neuf Couverture rigide Edition originale Quantité disponible : 10
Vendeur
Book Depository hard to find
(London, Royaume-Uni)
Evaluation vendeur

Description du livre John Wiley & Sons Inc, United States, 2015. Hardback. Etat : New. 1. Auflage. Language: English. Brand new Book. 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 yourself * Apply Fourier transform techniques and advanced Monte Carlo pricing * Calibrate advanced option pricing models to market data * Integrate 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. N° de réf. du vendeur BTA9781119037996

Plus d'informations sur ce vendeur | Contacter le vendeur

Acheter neuf
EUR 67,33
Autre devise

Ajouter au panier

Frais de port : Gratuit
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais
Image de l'éditeur

7.

Hilpisch, Yves
ISBN 10 : 1119037999 ISBN 13 : 9781119037996
Neuf Quantité disponible : 5
Vendeur
GreatBookPricesUK
(Castle Donington, DERBY, Royaume-Uni)
Evaluation vendeur

Description du livre Etat : New. N° de réf. du vendeur 21758489-n

Plus d'informations sur ce vendeur | Contacter le vendeur

Acheter neuf
EUR 51,02
Autre devise

Ajouter au panier

Frais de port : EUR 16,46
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais
Image de l'éditeur

8.

Hilpisch, Yves
Edité par Wiley
ISBN 10 : 1119037999 ISBN 13 : 9781119037996
Neuf Quantité disponible : 11
Vendeur
Brook Bookstore
(Milano, MI, Italie)
Evaluation vendeur

Description du livre Wiley. Etat : new. N° de réf. du vendeur fe77dddbdde085fa407a494b65023763

Plus d'informations sur ce vendeur | Contacter le vendeur

Acheter neuf
EUR 65,46
Autre devise

Ajouter au panier

Frais de port : EUR 5,85
De Italie vers Etats-Unis
Destinations, frais et délais
Image de l'éditeur

9.

Hilpisch, Yves
Edité par Wiley (2015)
ISBN 10 : 1119037999 ISBN 13 : 9781119037996
Neuf Couverture rigide Quantité disponible : 1
Vendeur
The Monster Bookshop
(Fleckney, Royaume-Uni)
Evaluation vendeur

Description du livre Wiley, 2015. Hardcover. Etat : New. BRAND NEW ** SUPER FAST SHIPPING FROM UK WAREHOUSE ** 30 DAY MONEY BACK GUARANTEE. N° de réf. du vendeur mon0005689301

Plus d'informations sur ce vendeur | Contacter le vendeur

Acheter neuf
EUR 72,57
Autre devise

Ajouter au panier

Frais de port : EUR 8,77
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais
Image de l'éditeur

10.

Yves Hilpisch
Edité par John Wiley and#38; Sons (2015)
ISBN 10 : 1119037999 ISBN 13 : 9781119037996
Neuf Quantité disponible : 11
Vendeur
Books2Anywhere
(Fairford, GLOS, Royaume-Uni)
Evaluation vendeur

Description du livre John Wiley and#38; Sons, 2015. HRD. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur FW-9781119037996

Plus d'informations sur ce vendeur | Contacter le vendeur

Acheter neuf
EUR 54,01
Autre devise

Ajouter au panier

Frais de port : EUR 27,43
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais

autres exemplaires de ce livre sont disponibles

Afficher tous les résultats pour ce livre