Financial Modelling in Python

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作者：Shayne Fletcher, Christopher Gardner
文件大小：3.71MB
文件类型：文字PDF
语言：英语
出版：John Wiley & Sons，2009年
页数：246
书签：无

内容简介：
This book is directed at both industry practitioners and students interested in designing a pricing and risk management framework for financial derivatives using the Python programming language. It is a practical book complete with working, tested code that guides the reader through the process of building a flexible, extensible pricing framework in Python. The pricing frameworks' loosely coupled fundamental components have been designed to facilitate the quick development of new models. Concrete applications to real-world pricing problems are also provided. Topics are introduced gradually, each building on the last. They include basic mathematical algorithms, common algorithms from numerical analysis, trade, market and event data model representations, lattice and simulation based pricing, and model development. The mathematics presented is kept simple and to the point. The book also provides a host of information on practical technical topics such as C++/Python hybrid development (embedding and extending) and techniques for integrating Python based programs with Microsoft Excel. The book is accompanied by a CD ROM containing a code library; and a companion website which will feature code-based updates relating to Python 3.0.

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http://u.115.com/file/f8b6c49eef