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Anotace knihy

Introduction to Financial Derivatives with Python, Second Editon continues to provide an accessible introduction to derivatives and quantitative finance. Starting from first principles, the book develops the foundations of derivative pricing before progressing to numerical methods and advanced volatility models. Mathematical concepts are introduced progressively, allowing the reader to develop the necessary tools alongside their financial applications. Financial intuition, mathematical foundations, and Python implementation are integrated throughout the book. The book covers the essential topics in derivative pricing and introduces numerical methods widely used in quantitative finance. It also develops advanced volatility models, including CEV, local volatility, Heston, and SABR. FeaturesSuitable for undergraduate and graduate students, as well as practitioners and anyone seeking an accessible introduction to quantitative financeCovers derivative pricing from fundamental principles to advanced volatility modelsIntroduces numerical pricing techniques, including binomial trees and Monte Carlo simulationProvides chapter summaries, exercises, and examination materialAccompanied by a GitHub repository containing the Python code used throughout the bookNo prior programming experience is required; introductions to Python and coding are provided. New to the Second EditionFresh material on the Bachelier model and normal implied volatilityA new chapter on local volatility covers the motivation for local volatility modelling, the CEV model, and Dupire's formulaA new chapter on stochastic volatility develops the Heston and SABR modelsPython implementations to help the reader understand the concepts presentedA new appendix including sample exams. This allows readers to practice the concepts learned throughout the book.

Parametry knihy

• Plný název: Introduction to Financial Derivatives with Python
• Autor: Elisa Alos, Raul Merino
• Edice: Chapman and Hall/CRC Financial Mathematics Series,
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 256
• EAN: 9781041166221
• ID: 53748854
• Nakladatelství: Taylor & Francis Ltd
• Hmotnost: 526 g
• Rozměry: 234 × 156 mm
• Datum vydání: 05. February 2027

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