Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.

THE PYTHON QUANTS & WILEY - This Wiley Finance book covers all you need to know to do modern and efficient Derivatives Analytics with Python. More than 5,000 lines of Python code, Github repository and more.

FinancePy is a python-based library that is currently in beta version. It covers the following functionality: Valuation and risk models for a wide range of equity, FX, interest rate and credit derivatives. Although it is written entirely in Python, it can achieve speeds comparable to …

DX Analytics is a Python-based financial analytics library which allows the modeling of rather complex derivatives instruments and portfolios. Make sure to fully understand what you are using this Python package for and how to apply it.

You'll find and use self-contained Python scripts and modules and learn how to apply Python to advanced data and derivatives analytics as you benefit from the 5,000+ lines of code that are provided to help you reproduce the results and graphics presented.

You'll find and use self-contained Python scripts and modules and learn how to apply Python to advanced data and derivatives analytics as you benefit from the 5,000+ lines of code that are provided to help you reproduce the results and graphics presented.

Dec 23, 2024 · Explore a comprehensive overview of advanced derivatives analytics with Python, with a focus on market-based valuation, theoretical valuation models, stochastic volatility, and delta hedging strategies.

Why Python for Derivatives Analytics? What does the financial market say about Python? GBP to 475 GBP1 obviously, Python is catching up at a rapid pace in the financial services industry ... 2Notably, this library was developed by a hedge fund. Reading data from Excel file ...

Derivatives analytics with Python : data analysis, models, simulation, calibration and hedging / Yves Hilpisch.—1 pages cm.—( The Wiley finance series) Includes bibliographical references and index. ISBN 978-1-119-03799-6 (hardback) 1. Derivative securities. 2. Hedging (Finance) 3. Python (Computer program language) I. Title.

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.