Listed Volatility and Variance Derivatives: A Python-based Guide (Wiley Finance)

5 avg rating
( 1 ratings by Goodreads )
 
9781119167914: Listed Volatility and Variance Derivatives: A Python-based Guide (Wiley Finance)

Leverage Python for expert-level volatility and variance derivative trading

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.

Python is fast making inroads into financial modelling and derivatives analytics, and recent developments allow Python to be as fast as pure C++ or C while consisting generally of only 10% of the code lines associated with the compiled languages. This complete guide offers rare insight into the use of Python to undertake complex quantitative analyses of listed volatility and variance derivatives.

  • Learn how to use Python for data and financial analysis, and reproduce stylised facts on volatility and variance markets
  • Gain an understanding of the fundamental techniques of modelling volatility and variance and the model-free replication of variance
  • Familiarise yourself with micro structure elements of the markets for listed volatility and variance derivatives
  • Reproduce all results and graphics with IPython/Jupyter Notebooks and Python codes that accompany the book

Listed Volatility and Variance Derivatives is the complete guide to Python-based quantitative analysis of these Eurex derivatives products.

"synopsis" may belong to another edition of this title.

From the Back Cover:

Robust Analytics for Trading Listed Volatility and Variance Derivatives

Whether you're new to programming or want to step up from C++, C# or Matlab, Listed Volatility and Variance Derivatives jumpstarts you on a faster, more powerful way to execute quantitative analysis to trade listed volatility and variance products. No other resource offers indepth coverage on European products provided by Eurex along with step-by-step explanations of the Python codes you need to gain an edge in this competitive space.

Complete with an accompanying website allowing you to download all the code inside, you can easily and immediately execute the covered techniques for:

  • Using Python to analyze data and financials and reproduce stylized facts on volatility and variance markets.
  • Modeling volatility and variance and replicating variance in a model-free fashion.
  • Navigating the micro-structure elements of the markets for listed volatility and variance derivatives.

The Python ecosystem thrives in the most demanding financial environments, and Listed Volatility and Variance Derivatives is the only guidebook for using it to master this analytics space.

From the Inside Flap:

Python in general requires much less code than other languages, like C++ or C#, to accomplish the same goal. Because of this and also due to its powerful ecosystem of libraries, it has become one of the most widely used programming languages and technology platforms in the financial industry. Listed Volatility and Variance Derivatives is your Python-based A-to-Z guide to the most important listed volatility and variance derivatives provided by Eurex.

This complete guide is the first of its kind to offer practical, expert insight into how industry leaders use Python to undertake complex quantitative analysis in the field. From understanding the fundamental techniques of modeling to reproducing your own results and graphics with Jupyter Notebooks, this single resource gives you everything you need to use this powerful language to support portfolio, trading and risk management functions.

Enhance and streamline your quantitative analysis with Listed Volatility and Variance Derivatives.

"About this title" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

Yves Hilpisch
ISBN 10: 1119167914 ISBN 13: 9781119167914
New Quantity Available: 5
Seller:
GreatBookPrices
(Columbia, MD, U.S.A.)
Rating
[?]

Book Description Book Condition: New. Bookseller Inventory # 23791381-n

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 70.53
Convert Currency

Add to Basket

Shipping: US$ 2.64
Within U.S.A.
Destination, Rates & Speeds

2.

Hilpisch, Yves
Published by John Wiley and#38; Sons (2016)
ISBN 10: 1119167914 ISBN 13: 9781119167914
New Quantity Available: > 20
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description John Wiley and#38; Sons, 2016. HRD. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # FW-9781119167914

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 61.18
Convert Currency

Add to Basket

Shipping: US$ 12.00
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

Yves Hilpisch
Published by John Wiley Sons Inc, United States (2017)
ISBN 10: 1119167914 ISBN 13: 9781119167914
New Hardcover Quantity Available: 10
Seller:
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description John Wiley Sons Inc, United States, 2017. Hardback. Book Condition: New. Language: English . Brand New Book. Leverage Python for expert-level volatility and variance derivative trading 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. Python is fast making inroads into financial modelling and derivatives analytics, and recent developments allow Python to be as fast as pure C++ or C while consisting generally of only 10 of the code lines associated with the compiled languages. This complete guide offers rare insight into the use of Python to undertake complex quantitative analyses of listed volatility and variance derivatives. * Learn how to use Python for data and financial analysis, and reproduce stylised facts on volatility and variance markets * Gain an understanding of the fundamental techniques of modelling volatility and variance and the model-free replication of variance * Familiarise yourself with micro structure elements of the markets for listed volatility and variance derivatives * Reproduce all results and graphics with IPython/Jupyter Notebooks and Python codes that accompany the book Listed Volatility and Variance Derivatives is the complete guide to Python-based quantitative analysis of these Eurex derivatives products. Bookseller Inventory # AAH9781119167914

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 74.19
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Hilpisch, Yves
Published by John Wiley and Sons Inc (2017)
ISBN 10: 1119167914 ISBN 13: 9781119167914
New Quantity Available: 1
Seller:
Pbshop
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description John Wiley and Sons Inc, 2017. HRD. Book Condition: New. New Book.Shipped from US within 10 to 14 business days. Established seller since 2000. Bookseller Inventory # IB-9781119167914

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 71.36
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

5.

Yves Hilpisch
Published by John Wiley Sons Inc, United States (2017)
ISBN 10: 1119167914 ISBN 13: 9781119167914
New Hardcover Quantity Available: 10
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description John Wiley Sons Inc, United States, 2017. Hardback. Book Condition: New. Language: English . Brand New Book. Leverage Python for expert-level volatility and variance derivative trading 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. Python is fast making inroads into financial modelling and derivatives analytics, and recent developments allow Python to be as fast as pure C++ or C while consisting generally of only 10 of the code lines associated with the compiled languages. This complete guide offers rare insight into the use of Python to undertake complex quantitative analyses of listed volatility and variance derivatives. * Learn how to use Python for data and financial analysis, and reproduce stylised facts on volatility and variance markets * Gain an understanding of the fundamental techniques of modelling volatility and variance and the model-free replication of variance * Familiarise yourself with micro structure elements of the markets for listed volatility and variance derivatives * Reproduce all results and graphics with IPython/Jupyter Notebooks and Python codes that accompany the book Listed Volatility and Variance Derivatives is the complete guide to Python-based quantitative analysis of these Eurex derivatives products. Bookseller Inventory # AAH9781119167914

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 75.92
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

6.

Y Hilpisch
Published by John Wiley & Sons 2015-12-11 (2015)
ISBN 10: 1119167914 ISBN 13: 9781119167914
New Quantity Available: 3
Seller:
Chiron Media
(Wallingford, United Kingdom)
Rating
[?]

Book Description John Wiley & Sons 2015-12-11, 2015. Book Condition: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Bookseller Inventory # NU-GRD-05274897

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 72.39
Convert Currency

Add to Basket

Shipping: US$ 3.99
From United Kingdom to U.S.A.
Destination, Rates & Speeds

7.

Yves Hilpisch
Published by Wiley 2016-11-25, Hoboken, New Jersey (2016)
ISBN 10: 1119167914 ISBN 13: 9781119167914
New Hardcover Quantity Available: > 20
Seller:
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description Wiley 2016-11-25, Hoboken, New Jersey, 2016. hardback. Book Condition: New. Bookseller Inventory # 9781119167914

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 68.64
Convert Currency

Add to Basket

Shipping: US$ 8.00
From United Kingdom to U.S.A.
Destination, Rates & Speeds

8.

Yves Hilpisch
ISBN 10: 1119167914 ISBN 13: 9781119167914
New Quantity Available: 3
Seller:
Speedy Hen LLC
(Sunrise, FL, U.S.A.)
Rating
[?]

Book Description Book Condition: New. Bookseller Inventory # ST1119167914. Bookseller Inventory # ST1119167914

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 76.93
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

9.

Yves Hilpisch
Published by John Wiley & Sons
ISBN 10: 1119167914 ISBN 13: 9781119167914
New Hardcover Quantity Available: > 20
Seller:
THE SAINT BOOKSTORE
(Southport, United Kingdom)
Rating
[?]

Book Description John Wiley & Sons. Hardcover. Book Condition: New. New copy - Usually dispatched within 2 working days. Bookseller Inventory # B9781119167914

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 71.57
Convert Currency

Add to Basket

Shipping: US$ 9.25
From United Kingdom to U.S.A.
Destination, Rates & Speeds

10.

Hilpisch, Yves
Published by Wiley (2016)
ISBN 10: 1119167914 ISBN 13: 9781119167914
New Hardcover First Edition Quantity Available: 3
Rating
[?]

Book Description Wiley, 2016. Book Condition: New. Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance Derivatives is a comprehensive treatment of all aspects of these increasingly popular derivatives products. Series: Wiley Finance. Num Pages: 352 pages. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 244 x 170. . . 2016. 1st Edition. Hardcover. . . . . . Bookseller Inventory # V9781119167914

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 88.15
Convert Currency

Add to Basket

Shipping: FREE
From Ireland to U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book