| Description |
1 online resource (viii, 236 pages) : illustrations |
| Bibliography |
Includes bibliographical references and index. |
| Summary |
"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 process of building a flexible, extensible pricing framework in Python. The pricing frameworks' loosely coupled fundamental components have been designed to facilitate the quick development of new models. Concrete applications to real-world pricing problems are also provided"--Resource description page |
| Contents |
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. |
| Subject |
Finance -- Mathematical models -- Computer programs.
|
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Python (Computer program language)
|
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Finances -- Modèles mathématiques -- Logiciels. |
|
Python (Langage de programmation) |
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Finance -- Mathematical models -- Computer programs. |
|
Python (Computer program language) |
|
Finance -- Mathematical models -- Computer programs |
|
Python (Computer program language) |
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C++ |
|
Finanzierung |
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Mathematisches Modell |
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Programm |
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Python 2.0 |
| Added Author |
Gardner, Christopher.
|
| Other Form: |
Print version: Fletcher, S. (Shayne). Financial modelling in Python. Chichester, West Sussex : John Wiley & Sons, 2009 9780470987841 (DLC) 2009019336 (OCoLC)310400093 |
| ISBN |
9780470747896 (electronic bk.) |
|
0470747897 (electronic bk.) |
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9780470685006 (electronic bk.) |
|
047068500X (electronic bk.) |
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