Listed Volatility And Variance Derivatives: A Python-based Guide (wiley Finance)
by Yves Hilpisch /
2016 / English / PDF
9.5 MB Download
Leverage Python for expert-level volatility and variance
derivative trading
Leverage Python for expert-level volatility and variance
derivative tradingListed Volatility and Variance Derivatives
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.
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.
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
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 variance
Gain 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 derivatives
Familiarise 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
Reproduce all results and graphics with IPython/Jupyter
Notebooks and Python codes that accompany the bookListed Volatility and Variance Derivatives
Listed Volatility and Variance Derivatives is the complete
guide to Python-based quantitative analysis of these Eurex
derivatives products.
is the complete
guide to Python-based quantitative analysis of these Eurex
derivatives products.
