Derivatives analytics with Python : (Record no. 691365)
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| 005 - DATE AND TIME OF LATEST TRANSACTION | |
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| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
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| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
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| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 171212s2015 nju ob 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2015-013871 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781119037934 |
| Qualifying information | electronic bk. |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 111903793X |
| Qualifying information | electronic bk. |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781119038009 |
| Qualifying information | electronic bk. |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1119038006 |
| Qualifying information | electronic bk. |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781119037996 (hardback) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781119038016 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 1119038014 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 1119037999 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBSZ |
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| OCLC library identifier | DEBBG |
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| System control number | (OCoLC)907061131 |
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| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)ocn907061131 |
| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | 07FBEB67-C65E-46A4-8B41-BCC224FF6030 |
| Source of stock number/acquisition | OverDrive, Inc. |
| Note | http://www.overdrive.com |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] | |
| Level of rules in bibliographic description | 201904291724 |
| Level of effort used to assign nonsubject heading access points | jamain |
| Level of effort used to assign subject headings | 201901181700 |
| Level of effort used to assign classification | ros |
| Level of effort used to assign subject headings | 201901031112 |
| Level of effort used to assign classification | ros |
| y | 12-12-2017 |
| z | hafiz |
| w | MYUKM (1).mrc |
| x | 684 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Language of cataloging | eng |
| Description conventions | rda |
| Transcribing agency | DLC |
| Modifying agency | YDX |
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| -- | IDEBK |
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| 042 ## - AUTHENTICATION CODE | |
| Authentication code | pcc |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG6024.A3 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS |
| Subject category code subdivision | 027000 |
| Source | bisacsh |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.64/5702855133 |
| Edition information | 23 |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) | |
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) | ebook |
| 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. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1 |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Hoboken : |
| Name of producer, publisher, distributor, manufacturer | Wiley, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2015. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Source | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Wiley finance series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Series; Title page; Copyright; Preface; Chapter 1: A Quick Tour; 1.1 Market-Based Valuation; 1.2 Structure of the Book; 1.3 Why Python?; 1.4 Further Reading; Notes; Part One: The Market; Chapter 2: What is Market-Based Valuation?; 2.1 Options and their Value; 2.2 Vanilla vs. Exotic Instruments; 2.3 Risks Affecting Equity Derivatives; 2.4 Hedging; 2.5 Market-Based Valuation as a Process; Notes; Chapter 3: Market Stylized Facts; 3.1 Introduction; 3.2 Volatility, Correlation and Co.; 3.3 Normal Returns as the Benchmark Case; 3.4 Indices and Stocks; 3.5 Option Markets; 3.6 Short Rates |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 3.7 Conclusions3.8 Python Scripts; Notes; Part Two: Theoretical Valuation; Chapter 4: Risk-Neutral Valuation; 4.1 Introduction; 4.2 Discrete-Time Uncertainty; 4.3 Discrete Market Model; 4.4 Central Results in Discrete Time; 4.5 Continuous-Time Case; 4.6 Conclusions; 4.7 Proofs; Notes; Chapter 5: Complete Market Models; 5.1 Introduction; 5.2 Black-Scholes-Merton Model; 5.3 Greeks in the BSM Model; 5.4 Cox-Ross-Rubinstein Model; 5.5 Conclusions; 5.6 Proofs and Python Scripts; Notes; Chapter 6: Fourier-Based Option Pricing; 6.1 Introduction; 6.2 The Pricing Problem; 6.3 Fourier Transforms |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 6.4 Fourier-Based Option Pricing6.5 Numerical Evaluation; 6.6 Applications; 6.7 Conclusions; 6.8 Python Scripts; Chapter 7: Valuation of American Options by Simulation; 7.1 Introduction; 7.2 Financial Model; 7.3 American Option Valuation; 7.4 Numerical Results; 7.5 Conclusions; 7.6 Python Scripts; Notes; Part Three: Market-Based Valuation; Chapter 8: A First Example of Market-Based Valuation; 8.1 Introduction; 8.2 Market Model; 8.3 Valuation; 8.4 Calibration; 8.5 Simulation; 8.6 Conclusions; 8.7 Python Scripts; Notes; Chapter 9: General Model Framework; 9.1 Introduction; 9.2 The Framework |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 9.3 Features of the Framework9.4 Zero-Coupon Bond Valuation; 9.5 European Option Valuation; 9.6 Conclusions; 9.7 Proofs and Python Scripts; Note; Chapter 10: Monte Carlo Simulation; 10.1 Introduction; 10.2 Valuation of Zero-Coupon Bonds; 10.3 Valuation of European Options; 10.4 Valuation of American Options; 10.5 Conclusions; 10.6 Python Scripts; Notes; Chapter 11: Model Calibration; 11.1 Introduction; 11.2 General Considerations; 11.3 Calibration of Short Rate Component; 11.4 Calibration of Equity Component; 11.5 Conclusions; 11.6 Python Scripts for Cox-Ingersoll-Ross Model; Notes |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Chapter 12: Simulation and Valuation in the General Model Framework12.1 Introduction; 12.2 Simulation of BCC97 Model; 12.3 Valuation of Equity Options; 12.4 Conclusions; 12.5 Python Scripts; Notes; Chapter 13: Dynamic Hedging; 13.1 Introduction; 13.2 Hedging Study for BSM Model; 13.3 Hedging Study for BCC97 Model; 13.4 Conclusions; 13.5 Python Scripts; Notes; Chapter 14: Executive Summary; Appendix A: Python in a Nutshell; A.1 Python Fundamentals; A.2 European Option Pricing; A.3 Selected Financial Topics; A.4 Advanced Python Topics; A.5 Rapid Financial Engineering; Notes; Bibliography; 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. |
| 588 ## - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | Description based on print version record and CIP data provided by publisher. |
| 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) |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 655 #0 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 773 0# - HOST ITEM ENTRY | |
| Title | Wiley e-books |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print 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 | 9781119037996 |
| Record control number | (DLC) 2015010191 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Wiley finance series. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://eresourcesptsl.ukm.remotexs.co/user/login?url=http://onlinelibrary.wiley.com/book/10.1002/9781119038016">https://eresourcesptsl.ukm.remotexs.co/user/login?url=http://onlinelibrary.wiley.com/book/10.1002/9781119038016</a> |
| Public note | Wiley Online Library |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) | |
| a | .b16544213 |
| b | 2022-10-05 |
| c | 2019-11-12 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Suppress in OPAC | No |
| Call number prefix | ebook |
| 914 ## - VTLS Number | |
| VTLS Number | vtls003629354 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) | |
| Library | |
| Operator's initials, OID (RLIN) | 2017-12-12 |
| Cataloger's initials, CIN (RLIN) | m |
| Material Type (Sierra) | E-Book |
| Language | English |
| Country | |
| -- | 0 |
| -- | .b16544213 |
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