Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging

Praise for Derivatives Analytics with Python

"Another excellent offering from Dr Hilpisch. This book has a very good coverage of derivatives analytics and their implementations in Python."
Alain Ledon, Adjunct Professor, Baruch Master in Financial Engineering

"A thorough overview of the state of the art in equity derivatives pricing and how to apply it using Python, with an implementer′s eye to detail."
Dr Mark Higgins, CEO, Washington Square Technologies,former co–head of Quantitative Research for JPMorgan′s Investment Bank

"There is currently much excitement about the application of Python to Quant Finance in both academia and the financial markets. Yves′ monumental undertaking guides the reader through the mathematical and numerical aspects of derivative valuation with programming in Python, in an expert and pedagogical manner. I will be making his publication the standard text for all my Computational Finance courses."
Dr Riaz Ahmad, Fitch Learning and Department of Mathematics,University College London

"A must read for any practitioner who is serious about implementing Python across their derivatives platform. Dr Hilpisch excels at simplifying complex state–of–the–art techniques for both the pricing and hedging of derivatives in Python that both operators and academics will appreciate."
Bryan Wisk, Founder and CIO, Asymmetric Return Capital, LLC

YVES HILPISCH is founder and Managing Partner of The Python Quants a group that focuses on Python & Open Source Software for Quantitative Finance. Yves is also a Computational Finance Lecturer on the CQF Program. He works with clients in the financial industry around the globe and has ten years of experience with Python. Yves is the organizer of Python and Open Source for Quant Finance conferences and meetup groups in Frankfurt, London and New York City.