Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging
This book highlights the deep analysis of the derivative for the students. As the appealing feature of this book is that it not only emphasizes on the market based valuation of financial derivatives but also explains about the different models and simulations used for their valuation.
It guides the students about the different market based models for the derivatives and how to distinguish them from each other and how to navigate their simulation models along with their calibrations depending upon the parametric market values.
This book explains about the various hedging concepts based on the advanced financial markets. All these concepts for the ease of students have been explained with the practical illustrations. This book has both quantitative and computational approach for the financial information which enables the students to have depth understanding and to know about their applicability in the market. This book is integrated model for learning the financial derivatives with the numerical and advanced models.