Derivatives analytics with python: data analysis, models, simulation, calibration and hedging
Hilpisch, Yves
Derivatives analytics with python: data analysis, models, simulation, calibration and hedging - Chichester ; John Wiley ; 2015 - 356 p.
Contiene: 1. A quick tour.- 2. What is market based valuation?.- 3. Market stylized facts.- 4. Risk neutral valuation.- 5. Complete market models.- 6. Fourier based option pricing.- 7. Valuation of American options by simulation.- 8. A first example of market based valuation.- 9. General model framework.- 10. Monte Carlo Simulation.- 11. Model calibration.- 12. Simulation and valuation in the general model framework.- 13. Dynamic hedging.- 14. Executive summary.
978-1-119-03799-6
Valores derivados
Coberturas Finanzas
HG/6024.A3/H55/2015
Derivatives analytics with python: data analysis, models, simulation, calibration and hedging - Chichester ; John Wiley ; 2015 - 356 p.
Contiene: 1. A quick tour.- 2. What is market based valuation?.- 3. Market stylized facts.- 4. Risk neutral valuation.- 5. Complete market models.- 6. Fourier based option pricing.- 7. Valuation of American options by simulation.- 8. A first example of market based valuation.- 9. General model framework.- 10. Monte Carlo Simulation.- 11. Model calibration.- 12. Simulation and valuation in the general model framework.- 13. Dynamic hedging.- 14. Executive summary.
978-1-119-03799-6
Valores derivados
Coberturas Finanzas
HG/6024.A3/H55/2015