โ Scribed by Oliver Brockhaus, Andrew Ferraris, Christoph Gallus, Douglas Long, Reiner Martin, Marcus Overhaus, Christopher Gallus
No coin nor oath required. For personal study only.
A unique reference providing detailed practice-based analysis of modelling & hedging equity derivatives In-depth analysis of probability theory and stochastic calculus (as well as alternative approaches) *Detailed discussion of practical software implementation issues
๐ SIMILAR VOLUMES
<p>this book provides an up-to-date account of equity and equity-hybrid (equity-rates, equity-credit, equity-foreign exchange) derivatives modeling from a practitioner's perspective.</p>
This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivatives of derivatives, and adds to the literature of testing for the efficiency of markets both theore
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