Listed Volatility And Variance Derivatives - A Python-Based Guide
商品資訊
系列名：Wiley Finance
ISBN13：9781119167914
出版社：John Wiley & Sons Inc
作者：Hilpisch
出版日：2016/11/25
裝訂／頁數：精裝／368頁
規格：24.4cm*17cm (高/寬)
商品簡介
Listed Volatility and Variance Derivatives is a comprehensive treatment of all aspects of these increasingly popular derivatives products. It is the first book to cover European products provided by Eurex and to provide Python codes for implementing complete quantitative analysis of these financial products. The book is accompanied by a dedicated website hosting a Github repository that includes all the code from the book for easy replication and 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 of only 10% of the code lines associated with the older languages. This complete guide offers rare insight into the use of Python to undertake complex quantitative analysis.
- 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 the micro structure elements of the markets for listed volatility and variance derivatives
- Reproduce results and graphics with IPython 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.
作者簡介
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.
購物須知
外文書商品之書封，為出版社提供之樣本。實際出貨商品，以出版社所提供之現有版本為主。部份書籍，因出版社供應狀況特殊，匯率將依實際狀況做調整。
無庫存之商品，在您完成訂單程序之後，將以空運的方式為你下單調貨。為了縮短等待的時間，建議您將外文書與其他商品分開下單，以獲得最快的取貨速度，平均調貨時間為1~2個月。
為了保護您的權益，「三民網路書店」提供會員七日商品鑑賞期(收到商品為起始日)。
若要辦理退貨，請在商品鑑賞期內寄回，且商品必須是全新狀態與完整包裝(商品、附件、發票、隨貨贈品等)否則恕不接受退貨。