Derivatives analytics with Python
"In this webcast you will learn how Python can be used for Derivatives Analytics and Financial Engineering. Dr. Yves J. Hilpisch will begin by covering the necessary background information, theoretical foundations and numerical tools to implement a market-based valuation of stock index options....
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
[Place of publication not identified]
O'Reilly Media
2015
|
| Subjects: | |
| Online Access: | |
| Collection: | O'Reilly - Collection details see MPG.ReNa |
| Summary: | "In this webcast you will learn how Python can be used for Derivatives Analytics and Financial Engineering. Dr. Yves J. Hilpisch will begin by covering the necessary background information, theoretical foundations and numerical tools to implement a market-based valuation of stock index options. The approach is a practical one in that all-important aspects are illustrated by a set of self-contained Python scripts.This webcast talk will cover: Financial Algorithm Implementation, Monte Carlo Valuation, Binomial Option Pricing, Performance Libraries, Dynamic Compiling, Parallel Code Execution, DX Analytics, Overview and Philosophy, Multi-Risk Derivatives Pricing, Global Valuation, Web Technologies for Derivative Analytics."--Resource description page |
|---|---|
| Item Description: | Title from title screen (viewed July 22, 2015). - Date of publication taken from resource description page |
| Physical Description: | 1 streaming video file (1 hr., 4 min., 17 sec.) digital, sound, color |