Introduction to Financial Derivatives with Python

Elisa Alòs (Universitat Pompeu Frabra, Spain), Raúl Merino

$162

Hardback

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English

Chapman & Hall/CRC
15 December 2022

Investment & securities; Mathematical modelling; Programming & scripting languages: general

Series: Chapman and Hall/CRC Financial Mathematics Series

Introduction to Financial Derivatives with Python is an ideal textbook for an undergraduate course on derivatives, whether on a finance, economics, or financial mathematics programme. As well as covering all of the essential topics one would expect to be covered, the book also includes the basis of the numerical techniques most used in the financial industry, and their implementation in Python.

Features

Connected to a Github repository with the codes in the book. The repository can be accessed at https://bit.ly/3bllnuf Suitable for undergraduate students, as well as anyone who wants a gentle introduction to the principles of quantitative finance No pre-requisites required for programming or advanced mathematics beyond basic calculus

By: Elisa Alòs (Universitat Pompeu Frabra Spain), Raúl Merino
Imprint: Chapman & Hall/CRC
Country of Publication: United Kingdom
Dimensions: Height: 234mm, Width: 156mm,
Weight: 760g
ISBN: 9781032211039
ISBN 10: 1032211032
Series: Chapman and Hall/CRC Financial Mathematics Series
Pages: 228
Publication Date: 15 December 2022
Audience: College/higher education , A / AS level
Format: Hardback
Publisher's Status: Active

"Elisa Alòs holds a Ph.D. in Mathematics from the University of Barcelona. She is an Associate Professor in the Department of Economics and Business at Universitat Pompeu Fabra (UPF) and a Barcelona GSE Affiliated Professor. Her research focus has been on the applications of the Malliavin calculus and the fractional Brownian motion in mathematical finance and volatility modelling since he past fourteen years. Raúl Merino has been working full-time in the industry as Risk Quant since 2008. He is also an Associate Professor at Pompeu Fabra University (UPF) where he teaches the course ""Financial Derivatives and Risk Management"". Raul holds a Ph.D. in Mathematics from the University of Barcelona. In his Ph.D. he studied the use of decomposition formulas in stochastic volatility models. His research interests are stochastic analysis and applied mathematics, with a special focus on applications to mathematical finance."