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Listed Volatility and Variance Derivatives: A Python-based - download pdf or read online

By Yves Hilpisch

ISBN-10: 1119167914

ISBN-13: 9781119167914

Leverage Python for expert-level volatility and variance spinoff trading

Listed Volatility and Variance Derivatives is a entire therapy of all facets of those more and more well known derivatives items, and has the excellence of being either the 1st to hide eu volatility and variance items supplied by way of Eurex and the 1st to supply Python code for imposing finished quantitative analyses of those monetary items. if you are looking to start instantly, the booklet is followed by way of a devoted website and a Github repository that incorporates all of the code from the e-book for simple replication and use, in addition to a hosted model of all of the code for fast execution.

Python is speedy making inroads into monetary modelling and derivatives analytics, and up to date advancements enable Python to be as quick as natural C++ or C whereas consisting regularly of simply 10% of the code strains linked to the compiled languages. this whole advisor bargains infrequent perception into using Python to adopt complicated quantitative analyses of indexed volatility and variance derivatives.

  • Learn the best way to use Python for facts and monetary research, and reproduce stylised proof on volatility and variance markets
  • Gain an realizing of the elemental options of modelling volatility and variance and the model-free replication of variance
  • Familiarise your self with micro constitution parts of the markets for indexed volatility and variance derivatives
  • Reproduce all effects and pix with IPython/Jupyter Notebooks and Python codes that accompany the book

Listed Volatility and Variance Derivatives is the whole consultant to Python-based quantitative research of those Eurex derivatives products.

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Listed Volatility and Variance Derivatives: A Python-based Guide (Wiley Finance) by Yves Hilpisch

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