Derivatives analytics with python: data analysis, models, simulation, calibration and hedging
Auteur :
Hilpisch, Yves
Éditeur :
John Wiley & Sons Inc
ISBN :
9781119037996
Date de publication :
10 juil. 2015
Dimensions :
24,6 x 17,5 x 2,8 cm
Poids :
794 g
Langue :
Anglais
Pays d'origine :
USA
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.