100% PP 100% PP
   5,640.00 +    100.00 Delivery charge
  • M.R.P.:    7,725.00
  • You Save:    2,085.00 (27%)
  • Inclusive of all taxes

Pay on Delivery (Cash/Card) eligible
What is this?
What is Pay on Delivery (Cash/Card)?
Pay on Delivery (Cash/Card) payment method includes Cash on Delivery (COD) as well as Debit card / Credit card / Net banking payments at your doorstep.
Sold and fulfilled by MOOYA CREATION (3.1 out of 5 | 34 ratings).
Other Sellers on Amazon
Add to Cart
   5,635.00
   114.87 Delivery charge
Sold by: Sunrise Book store
Add to Cart
   5,635.00
   131.85 Delivery charge
Sold by: Bookswagon
Add to Cart
   5,970.00
+ FREE Delivery
Sold by: WESTERNDIRECT
List & Earn Rs.250* extra. Available in Bangalore, Mumbai, Chennai, Hyderabad. Sell on Local Finds.
Flip to back Flip to front
Listen Playing... Paused   You're listening to a sample of the Audible audio edition.
Learn more.
See all 2 images

Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging (The Wiley Finance Series) Hardcover – 10 Jul 2015


See all 2 formats and editions Hide other formats and editions
Price
New from
Hardcover
   5,640.00
   5,635.00
EMI starts at ₹265 per month. EMI starts at ₹265. No Cost EMI available Options
EMI (Easy Installments)
  • Pay for your order in equal monthly installments (EMI), using any one of the payment options in the table below.
  • Your bank will convert the payment done using credit or debit cards into EMI in 3-4 working days.
  • For payments done using credit and debit cards, to make this a No Cost EMI offer, the interest amount will be discounted from the price of your order. Your card will be charged for the item price minus the discounted interest. The total amount you will pay to the bank (excluding GST) will be equal to the price of the item. The bank will charge GST on the interest amount. For payments done using Amazon Pay EMI, the price will not be discounted upfront. Instead, you will not be charged any interest for a No Cost EMI offer.

Plan

(months)

EMI

(payable to provider)

Annual Interest

(charged by provider)

Total Cost

(payable to provider)

3

₹1,880

NoCost*

₹5,640

6

₹940

NoCost*

₹5,640

9

₹661

13.0%

₹5,950

12

₹504

13.0%

₹6,045

18

₹352

15.0%

₹6,333

24

₹273

15.0%

₹6,563

Plan

(months)

EMI

(payable to provider)

Annual Interest

(charged by provider)

Total Cost

(payable to provider)

3

₹1,937

18.0%

₹5,810

Plan

(months)

EMI

(payable to provider)

Annual Interest

(charged by provider)

Total Cost

(payable to provider)

3

₹1,918

12.0%

₹5,753

6

₹973

12.0%

₹5,839

9

₹658

12.0%

₹5,926

12

₹501

12.0%

₹6,013

18

₹344

12.0%

₹6,191

24

₹265

12.0%

₹6,372

Plan

(months)

EMI

(payable to provider)

Annual Interest

(charged by provider)

Total Cost

(payable to provider)

3

₹1,918

12.0%

₹5,753

6

₹973

12.0%

₹5,839

9

₹661

13.0%

₹5,950

12

₹504

13.0%

₹6,045

18

₹352

15.0%

₹6,333

24

₹273

15.0%

₹6,563

Plan

(months)

EMI

(payable to provider)

Annual Interest

(charged by provider)

Total Cost

(payable to provider)

3

₹1,921

13.0%

₹5,763

6

₹976

13.0%

₹5,856

9

₹666

15.0%

₹5,998

12

₹509

15.0%

₹6,109

18

₹352

15.0%

₹6,333

24

₹273

15.0%

₹6,563

Plan

(months)

EMI

(payable to provider)

Annual Interest

(charged by provider)

Total Cost

(payable to provider)

3

₹1,921

13.0%

₹5,763

6

₹976

13.0%

₹5,856

9

₹664

14.0%

₹5,974

12

₹506

14.0%

₹6,077

18

₹352

15.0%

₹6,333

24

₹273

15.0%

₹6,563

Plan

(months)

EMI

(payable to provider)

Annual Interest

(charged by provider)

Total Cost

(payable to provider)

3

₹1,919

12.5%

₹5,758

6

₹975

12.5%

₹5,847

9

₹662

13.5%

₹5,962

12

₹505

13.5%

₹6,061

18

₹348

13.5%

₹6,262

24

₹273

15.0%

₹6,563

Plan

(months)

EMI

(payable to provider)

Annual Interest

(charged by provider)

Total Cost

(payable to provider)

3

₹1,921

13.0%

₹5,763

6

₹976

13.0%

₹5,856

9

₹661

13.0%

₹5,950

12

₹504

13.0%

₹6,045

18

₹352

15.0%

₹6,333

24

₹273

15.0%

₹6,563

Plan

(months)

EMI

(payable to provider)

Annual Interest

(charged by provider)

Total Cost

(payable to provider)

3

₹1,921

13.0%

₹5,763

6

₹976

13.0%

₹5,856

9

₹661

13.0%

₹5,950

12

₹504

13.0%

₹6,045

18

₹352

15.0%

₹6,333

24

₹273

15.0%

₹6,563

Plan

(months)

EMI

(payable to provider)

Annual Interest

(charged by provider)

Total Cost

(payable to provider)

3

₹1,918

12.0%

₹5,753

6

₹973

12.0%

₹5,839

9

₹664

14.0%

₹5,974

12

₹506

14.0%

₹6,077

18

₹352

15.0%

₹6,333

24

₹273

15.0%

₹6,563

Plan

(months)

EMI

(payable to provider)

Annual Interest

(charged by provider)

Total Cost

(payable to provider)

3

₹1,921

13.0%

₹5,763

6

₹976

13.0%

₹5,856

9

₹661

13.0%

₹5,950

12

₹504

13.0%

₹6,045

18

₹347

13.0%

₹6,238

24

₹268

13.0%

₹6,435

Plan

(months)

EMI

(payable to provider)

Annual Interest

(charged by provider)

Total Cost

(payable to provider)

3

₹1,924

14.0%

₹5,772

6

₹979

14.0%

₹5,873

9

₹664

14.0%

₹5,974

12

₹506

14.0%

₹6,077

Plan

(months)

EMI

(payable to provider)

Annual Interest

(charged by provider)

Total Cost

(payable to provider)

3

₹1,921

13.0%

₹5,763

6

₹976

13.0%

₹5,856

9

₹664

14.0%

₹5,974

12

₹506

14.0%

₹6,077

18

₹352

15.0%

₹6,333

24

₹273

15.0%

₹6,563

Plan

(months)

EMI

(payable to provider)

Annual Interest

(charged by provider)

Total Cost

(payable to provider)

3

₹1,918

12.0%

₹5,753

6

₹973

12.0%

₹5,839

9

₹661

13.0%

₹5,950

12

₹504

13.0%

₹6,045

18

₹349

14.0%

₹6,286

24

₹273

15.0%

₹6,563

About *NoCost: For payments done using credit and debit cards, the bank will continue to charge interest on EMI as per existing rates. However, the interest to be charged by the bank will be passed on to you as an upfront discount.
Good to know
  • Total Cost shown above does not include shipping charges.
  • EMI providers may charge you pre-closure or other charges when you cancel/return an EMI order.
  • Click here to read EMI FAQs. To know more about other products - Amazon Pay EMI ; Debit Card EMI
click to open popover

Save Extra with 2 offers

  • No Cost EMI: No Cost EMI available on Amazon Pay ICICI credit cards on orders above Rs. 3000 Here's how
  • Cashback (2): Get 10% cashback up to Rs. 100 using Visa Signature or Visa Infinite cards. Shop during the Visa Shopping Days starting 20th to end of every month. Applicable on shopping, recharges and bill payments. Cashback within 3 days from shipment. Here's how
  • Get 25% back up to Rs.50 using Amazon Pay UPI. For Android App customers only. Valid once during the offer period. Cashback within 10 days. Set up Amazon Pay UPI Here's how

Product description

From the Inside Flap

Market-based valuation of stock index options is an essential task for every buy-side and sell-side decision maker in the derivatives analytics domain. In Derivatives Analytics with Python, you'll discover why Python has established itself in the financial industry and how to leverage this powerful programming language so you can implement market-consistent valuation and hedging approaches.

Written for Quant developers, traders, risk managers, compliance officers, and model validators, this reliable resource skillfully covers the four areas necessary to effectively value options: market-based valuation as a process; sound market model; numerical techniques; and technology. Presented in three parts, Part One looks at the risks affecting the value of equity index options and empirical facts regarding stocks and interest rates. Part Two covers arbitrage pricing theory, risk-neutral valuation in discrete time, continuous time, and introduces the two popular methods of Carr-Madan and Lewis for Fourier-based option pricing. Finally, Part Three considers the whole process of a market-based valuation effort and the Monte Carlo simulation as the method of choice for the valuation of exotic and complex index options and derivatives.

Practical and informative, with self-contained Python scripts and modules and 5,000+ lines of code provided to help you reproduce the results and graphics presented. In addition, the companion website (http://wiley. quant-platform.com) features all code and IPython Notebooks for immediate execution and automation.

Author Yves Hilpisch explores market-based valuation as a process, as well as empirical findings about market realities. By reading this book, you'll be equipped to develop much-needed tools during a market-based valuation with balanced coverage of:

  • Market-based valuation
  • Risk-neutral valuation
  • Discrete market models
  • Black-Scholes-Merton Model
  • Fourier-based option pricing
  • Valuation of American options
  • Stochastic volatility and jump-diffusion models
  • Model calibration
  • Simulation and valuation

Python is gaining ground in the derivatives analytics space, allowing institutions to quickly and efficiently deliver pricing, trading, and risk management results. Learn to implement market-consistent valuation and hedging approaches for European and American options with the solid guidance found in Derivatives Analytics with Python.

From the Back Cover

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

See all Product description

Enter your mobile number or email address below and we'll send you a link to download the free Kindle App. Then you can start reading Kindle books on your smartphone, tablet, or computer - no Kindle device required.

  • Apple
    Apple
  • Android
    Android
  • Windows Phone
    Windows Phone

To get the free app, enter mobile phone number.

kcpAppSendButton


Product details

  • Hardcover: 374 pages
  • Publisher: John Wiley & Sons; 1 edition (10 July 2015)
  • Language: English
  • ISBN-10: 1119037999
  • ISBN-13: 978-1119037996
  • Product Dimensions: 17.5 x 2.8 x 24.9 cm
  • Average Customer Review: Be the first to review this item
  • Amazon Bestsellers Rank: #3,79,918 in Books (See Top 100 in Books)
  • Would you like to tell us about a lower price?
    If you are a seller for this product, would you like to suggest updates through seller support?


What other items do customers buy after viewing this item?


No customer reviews


Review this product

Share your thoughts with other customers

Most helpful customer reviews on Amazon.com

Amazon.com: 5.0 out of 5 stars 1 reviews
Andrés
5.0 out of 5 starsI recommend it, for knowledge in advanced.
22 April 2018 - Published on Amazon.com
Verified Purchase