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u10826 |
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SA-PMU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20210418123325.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
150330s2015 njua b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2015010191 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
DLC |
| Modifying agency |
BTCTA |
| -- |
BDX |
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YDXCP |
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OCLCF |
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CDX |
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KSU |
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GSU |
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STF |
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OCLCQ |
| 019 ## - |
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| -- |
925506979 |
| -- |
932158749 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781119037996 |
| Qualifying information |
(hardback) |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)892890170 |
| Canceled/invalid control number |
(OCoLC)925506979 |
| -- |
(OCoLC)932158749 |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG6024.A3 |
| Item number |
.H56 2015 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.64/5702855133 |
| Edition number |
23 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) |
|---|
| OCLC library identifier |
AU@ |
| System control number |
000054667350 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Hilpisch, Yves J. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Derivatives analytics with Python : |
| Remainder of title |
data analysis, models, simulation, calibration and hedging / |
| Statement of responsibility, etc. |
Yves Hilpisch. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Chichester : |
| Name of producer, publisher, distributor, manufacturer |
Wiley, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2015. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xvii, 356 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
25 cm. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
unmediated |
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n |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| Carrier type code |
nc |
| Source |
rdacarrier |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
The Wiley finance series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references (pages 341-345) and index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"Supercharge options analytics and hedging using the power of Python Derivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques, and the powerful capabilities of the Python programming language. This unique guide offers detailed explanations of all theory, methods, and processes, giving you the background and tools necessary to value stock index options from a sound foundation. You'll find and use self-contained Python scripts and modules and learn how to apply Python to advanced data and derivatives analytics as you benefit from the 5,000+ lines of code that are provided to help you reproduce the results and graphics presented. Coverage includes market data analysis, risk-neutral valuation, Monte Carlo simulation, model calibration, valuation, and dynamic hedging, with models that exhibit stochastic volatility, jump components, stochastic short rates, and more. The companion website features all code and IPython Notebooks for immediate execution and automation. Python is gaining ground in the derivatives analytics space, allowing institutions to quickly and efficiently deliver portfolio, trading, and risk management results. This book is the finance professional's guide to exploiting Python's capabilities for efficient and performing derivatives analytics. Reproduce major stylized facts of equity and options markets yourself Apply Fourier transform techniques and advanced Monte Carlo pricing Calibrate advanced option pricing models to market data Integrate advanced models and numeric methods to dynamically hedge options Recent developments in the Python ecosystem enable analysts to implement analytics tasks as performing as with C or C++, but using only about one-tenth of the code or even less. Derivatives Analytics with Python -- Data Analysis, Models, Simulation, Calibration and Hedging shows you what you need to know to supercharge your derivatives and risk analytics efforts"-- |
| Assigning source |
Provided by publisher. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
1. A quick tour -- 2. What is market-based valuation? -- 3. Market stylized facts -- 4. Risk-neutral valuation -- 5. Complete market models -- 6. Fourier-based option pricing -- 7. Valuation of American options by simulation -- 8. A first example of market-based valuation -- 9. General model framework -- 10. Monte Carlo simulation -- 11. Model calibration -- 12. Simulation and valuation in the general model framework -- 13. Dynamic hedging -- 14. Executive summary -- Appendix A. Python in a nutshell. |
| 596 ## - |
|---|
| -- |
1 2 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Derivative securities. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Hedging (Finance) |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Python (Computer program language) |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Derivative securities. |
| Source of heading or term |
fast |
| Authority record control number or standard number |
(OCoLC)fst00891019 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Hedging (Finance) |
| Source of heading or term |
fast |
| Authority record control number or standard number |
(OCoLC)fst00954458 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Python (Computer program language) |
| Source of heading or term |
fast |
| Authority record control number or standard number |
(OCoLC)fst01084736 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Online version: |
| Main entry heading |
Hilpisch, Yves J. |
| Title |
Derivatives analytics with Python. |
| Edition |
1. |
| Place, publisher, and date of publication |
Hoboken : Wiley, 2015 |
| International Standard Book Number |
9781119037934 |
| Record control number |
(DLC) 2015013871 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Wiley finance series. |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
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| Materials specified |
Cover image |
| Uniform Resource Identifier |
<a href="http://catalogimages.wiley.com/images/db/jimages/9781119037996.jpg">http://catalogimages.wiley.com/images/db/jimages/9781119037996.jpg</a> |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Cover image |
| Uniform Resource Identifier |
<a href="http://catalogimages.wiley.com/images/db/jimages/9781119037996.jpg">http://catalogimages.wiley.com/images/db/jimages/9781119037996.jpg</a> |
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Brodart |
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BROD |
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111159857 |
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Baker and Taylor |
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BTCP |
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BK0015795274 |
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Coutts Information Services |
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COUT |
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29645426 |
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YBP Library Services |
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YANK |
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12046402 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Koha item type |
Books |
| 994 ## - |
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Z0 |
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SUPMU |
| 948 ## - LOCAL PROCESSING INFORMATION (OCLC); SERIES PART DESIGNATOR (RLIN) |
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| h (OCLC) |
NO HOLDINGS IN SUPMU - 42 OTHER HOLDINGS |