Listed Volatility And Variance Derivatives Hilpisch Yves by Hilpisch, Yves instant download after payment.

**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.
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