{"product_id":"9781119167914","title":"Listed Volatility and Variance Derivatives A Python-based Guide","description":"\u003ch3\u003eWiley Finance\u003c\/h3\u003e\u003ch1\u003eListed Volatility and Variance Derivatives\u003c\/h1\u003e\u003ch2\u003eA Python-based Guide\u003c\/h2\u003e\u003ch3\u003eYves Hilpisch\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eBusiness \u0026amp; Economics \/ Finance \/ General\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003e\n\u003cp\u003e\u003cb\u003eLeverage Python for expert-level volatility and variance derivative trading\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003ci\u003eListed Volatility and Variance Derivatives\u003c\/i\u003e 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.\u003c\/p\u003e \u003cp\u003ePython 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.\u003c\/p\u003e \u003cul\u003e \u003cli\u003eLearn how to use Python for data and financial analysis, and reproduce stylised facts on volatility and variance markets\u003c\/li\u003e \u003cli\u003eGain an understanding of the fundamental techniques of modelling volatility and variance and the model-free replication of variance\u003c\/li\u003e \u003cli\u003eFamiliarise yourself with micro structure elements of the markets for listed volatility and variance derivatives\u003c\/li\u003e \u003cli\u003eReproduce all results and graphics with IPython\/Jupyter Notebooks and Python codes that accompany the book\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003e\u003ci\u003eListed Volatility and Variance Derivatives\u003c\/i\u003e is the complete guide to Python-based quantitative analysis of these Eurex derivatives products.\u003c\/p\u003e\n\u003c\/div\u003e\u003cdiv\u003e   \u003cp\u003e\u003cb\u003eD\u003csmall\u003eR\u003c\/small\u003e. YVES HILPISCH\u003c\/b\u003e is founder and managing partner of The Python Quants (http:\/\/tpq.io), a group focusing on the use of open source technologies for financial data science, algorithmic trading and computational finance. He is the author of \u003ci\u003ePython for Finance\u003c\/i\u003e, and \u003ci\u003eDerivatives Analytics with Python\u003c\/i\u003e. Yves lectures on computational finance on the CQF Program as well as on data science at htw saar University of Applied Sciences. He has written the financial analytics library DX Analytics (http:\/\/dx-analytics.com) and organizes meetup groups and conferences about Python for quantitative finance in Frankfurt, London and New York. \u003c\/p\u003e\n\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e04 January 2017\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9781119167914\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003eHardback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e368\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e28.0\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44311163535500,"sku":"9781119167914","price":92.7,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9781119167914.jpg?v=1780234289","url":"https:\/\/lateknightbooks.com\/products\/9781119167914","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}