Financial modelling in Python /

"This book is directed at both industry practitioners and students interested in designing a pricing and risk management framework for financial derivatives using the Python programming language. It is a practical book complete with working, tested code that guides the reader through the proces...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Fletcher, S. (Shayne)
Otros Autores: Gardner, Christopher
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, West Sussex : John Wiley & Sons, 2009.
Temas:
Finance > Mathematical models > Computer programs.
Python (Computer program language)
Finances > Modèles mathématiques > Logiciels.
Python (Langage de programmation)
BUSINESS & ECONOMICS > Finance.
Finance > Mathematical models > Computer programs
C++
Finanzierung
Mathematisches Modell
Programm
Python 2.0
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • Financial Modelling in Python; Contents; 1 Welcome to Python; 2 The PPF Package; 3 Extending Python from C++; 4 Basic Mathematical Tools; 5 Market: Curves and Surfaces; 6 Data Model; 7 Timeline: Events and Controller; 8 The Hull-White Model; 9 Pricing using Numerical Methods; 10 Pricing Financial Structures in Hull-White; 11 Hybrid Python/C++ Pricing Systems; 12 Python Excel Integration; Appendices; Bibliography; Index.

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