Listed Volatility and Variance Derivatives - A Python-Based Guide(Wiley Finance)

上市波动与变化的衍生产品:基于 Python 指南

政治经济学

售   价:
588.00
作      者
出  版 社
出版时间
2016年11月25日
装      帧
精装
ISBN
9781119167914
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页      码
368
开      本
152.4x228.6mm
语      种
英文
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图书简介
Listed Volatility and Variance Derivatives comprehensively covers all aspects related to these now so popular financial products. It is the first to cover European products provided by Eurex and to provide Python codes for implementing all quantitative aspects related to them. Benefits of Reading the Book: Data Analysis: Learn how to use Python for data and financial analysis. Reproduce major stylized facts of volatility and variance markets by yourself. Models: Learn the fundamental techniques of modelling volatility (indices) and variance and the model-free replication of variance. Trading: Learn the micro structure elements of the markets for listed volatility and variance derivatives. Python: All results, graphics, etc. presented are in general reproducible with the IPython Notebooks and Python codes accompanying the book.
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