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

Looking to up your game in the world of finance? Look no further than Wiley Finance's Derivatives Analytics with Python. This hardcover book, authored by Yves Hilpisch, offers in-depth data analysis, models, simulation, calibration, and hedging strategies to help you become an expert in derivatives trading. With Python for finance and advanced options trading strategies, this book is the ideal guide for anyone invested in quantitative finance modeling, hedge fund risk management, options pricing models, credit risk management, financial risk modeling, stochastic calculus, financial engineering, and more.

Learn about machine learning for finance, portfolio optimization, time series analysis, Black Scholes model, volatility surface modeling, basket option pricing, interest rate derivatives, credit derivatives, hedging strategies, Monte Carlo simulation, pricing and valuation, risk management for derivatives, financial modeling, and analysis. Whether you're a seasoned finance professional or just starting out, Derivatives Analytics with Python is a must-read for anyone looking to grow their skill set and excel in this ever-evolving industry. Order your copy today!.