Mastering Quantitative Finance with Python and QuantLib

Cutting-Edge Tools for Financial Modeling and Engineering

de La Rosa, Aaron - Mastering Quantitative Finance with Python and QuantLib
de La Rosa, Aaron - Mastering Quantitative Finance with Python and QuantLib

Description

Chapter 1: Quantitative Modeling in Python.- Chapter 2: EDA for Financial Datasets in Quantitative Finance.- Chapter 3: Black–Scholes Pricing Formula in Quantitative Finance.- Chapter 4: Stochastic Volatility Models.- Chapter 5: Quantitative Methods for Exotic Options Pricing.- Chapter 6: Advanced Equity and Exotic Option Pricing.- Chapter 7: Short-Rate Lattice Models: Black–Derman–Toy, Hull–White, and Black–Karasinski.- Chapter 8: Advanced Term-Structure Models: Hull–White, G2++, HJM, and BGM for Interest Rate Derivatives using QuantLib.
€ 90,40
Paperback
 
In the shopping cart This book is currently not available.
The planned release date is 20-11-2026. Wishlist Ask a question
In the shopping cart This book is currently not available.
The planned release date is 20-11-2026. Wishlist Ask a question
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Writer
de La Rosa, Aaron
Title
Mastering Quantitative Finance with Python and QuantLib
Publisher
aPress
Year
2026
Language
English
Pages
386
EAN
9798868831829
Binding format
Paperback

You will always receive the last edition from us!

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