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...

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...

"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...