Python Books

YVES HILPISCH

Python for Finance (2nd ed.)

Mastering Data-Driven Finance

This book starts with the basics of Python and covers the most important topics in Python for Finance in a systematic way. It serves both as an introductory text as well as a reference book. Topics covered are data types and structures, NumPy, pandas, object-oriented programming, visualization, financial time series, performance Python, input-output operations, mathematics, stochastics and statistics. In addition, one part of the book covers important topics in algorithmic trading while another one develops an integrated pricing library for options.

Derivatives Analytics with Python

Data Analysis, Models, Simulation, Calibration and Hedging

The central theme of the book is the market-based valuation of plain vanilla and more complex options. It covers from scratch all theoretical elements and numerical approaches needed in this context, such as risk-neutral valuation, complete market models, Fourier pricing, American option pricing by Monte Carlo simulation, stochastic volatility and jump-diffusion models, calibration of pricing models and hedging based on numerical methods. 5,000+ lines of Python codes (Python 3.6) and multiple Jupyter Notebooks accompany the book.

Listed Volatility and Variance Derivatives

A Python-based Guide

Volatility and variance have become important asset classes of their own. This Python-based guide covers the theory and practice of exchange-traded volatility and variance derivatives. The major examples are based on such products based on the EURO STOXX 50 and VSTOXX indices. The book comes with a Jupyter Notebook for each chapter which allows the replication of all results and figures presented.

OUR TRAINING

We are offering Python for Finance online training classes — leading to a University Certification — about Financial Data Science, Algorithmic Trading and Computational Finance. In addition, we also offer customized corporate training classes. See https://home.tpq.io/certificates or just get in touch below.

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DR YVES J HILPISCH

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The Experts in Data-Driven and AI-First Finance with Python. We focus on Python and Open Source Technologies for Financial Data Science, Artificial Intelligence, Algorithmic Trading and Computational Finance.

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