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Listed Volatility and Variance Derivatives A Python-based Guide

Listed Volatility and Variance Derivatives A Python-based Guide

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Listed Volatility and Variance Derivatives A Python-based Guide
Free Download Listed Volatility and Variance Derivatives: A Python-based Guide
English | 2017 | ISBN: 1119167914 | 369 Pages | PDF (True) | 14 MB
Listed Volatility and Variance Derivatives is a comprehensive treatment of all aspects of these increasingly popular derivatives products, and has the distinction of being both the first to cover European volatility and variance products provided by Eurex and the first to offer Python code for implementing comprehensive quantitative analyses of these financial products. For those who want to get started right away, the book is accompanied by a dedicated Web page and a Github repository that includes all the code from the book for easy replication and use, as well as a hosted version of all the code for immediate execution.




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