Derivatives Analytics with Python 4.风险中性定价 简介 一个市场模型是对真实金融市场的简化数学描述。市场模型都需要满足一些最基本的要求。其中,最重要的是没有套利空间(Absence of Arbitrage Opportunitie,NA)以及没有无风险的免费午餐(No Free Lunches with Vanishing Risk, NFLVR
Derivatives Analytics with Python 13. 动态对冲 概述 在无摩擦的市场中,当期权标的物是风险唯一来源,且其价格路径是连续的,波动率是恒定时,动态delta对冲是一个完美对冲衍生工具价格变化的方法。 delta的计算与所用的模型无关。看涨期权P的delta为期权价值对标的物S价值的一阶导数 ...
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.
Supercharge Options Analytics And Hedging Using The Power Of Python 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....
出版年:2015 页数:377 定价:10元 装帧:精装 统一书号:10099-476 豆瓣评分 评价人数不足 评价: 写笔记 写书评 加入购书单 分享到 推荐 内容简介· ··· Supercharge options analytics and hedging using the power of Python Derivatives Analytics with Python shows you how to implement market-consistent...
Financial Data Science, Artificial Intelligence, Algorithmic Trading, Computational Finance, and Asset Management. It also provides data, financial and derivatives analytics software (seeQuant PlatformandDX Analytics) as well as consulting services and Python for Finance online and corporate training ...
Derivatives Analytics with Python 作者: Yves Hilpisch 出版社: John Wiley & Sons副标题: Data Analysis, Models, Simulation, Calibration and Hedging出版年: 2015-7-10页数: 374定价: GBP 60.00装帧: HardcoverISBN: 9781119037996豆瓣评分 评价人数不足 ...
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In the dynamic world of finance, Numerix collective suite of analytics tools sets the standard for precision, innovation, and adaptability. Numerix analytics libraries offer unparalleled insights into exotic derivatives, structured products, vanilla and