"Supercharge options analytics and hedging using the power of Python Derivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques, and the powerful capabilities of the Python...

Derivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques, and the powerful capabilities of the Python programming language. This unique guide offers detailed explanations of all...

Intro -- Listed Volatility and Variance Derivatives -- Contents -- Preface -- Part One Introduction to Volatility and Variance -- Chapter 1 Derivatives, Volatility and Variance -- 1.1 Option Pricing and Hedging -- 1.2 Notions of Volatility and Variance -- 1.3 Listed Volatility and Variance...