The financial industry has adopted Python at a tremendous rate recently, with some of the largest investment python for finance yves hilpisch pdf and hedge funds using it to build core trading and risk management systems. This hands-on guide helps both developers and quantitative analysts get started with Python, and guides you through the most important aspects of using Python for quantitative finance. Monte Carlo simulation-based derivatives and risk analytics, based on a large, realistic case study. Reproduction of site books is authorized only for informative purposes and strictly for personal, private use.
This unique guide offers detailed explanations of all theory, methods, and processes, giving you the background and tools necessary to value stock index options from a sound foundation. The companion website features all code and IPython Notebooks for immediate execution and automation. This book is the finance professional’s guide to exploiting Python’s capabilities for efficient and performing derivatives analytics. Derivatives Analytics with Python Data Analysis, Models, Simulation, Calibration and Hedging shows you what you need to know to supercharge your derivatives and risk analytics efforts.