Coverart for item
The Resource Financial modelling in Python, S. Fletcher & C. Gardner

Financial modelling in Python, S. Fletcher & C. Gardner

Label
Financial modelling in Python
Title
Financial modelling in Python
Statement of responsibility
S. Fletcher & C. Gardner
Creator
Contributor
Subject
Language
eng
Summary
"This book is directed at both industry practitioners and students interested in designing a pricing and risk management framework for financial derivatives using the Python programming language. It is a practical book complete with working, tested code that guides the reader through the process of building a flexible, extensible pricing framework in Python. The pricing frameworks' loosely coupled fundamental components have been designed to facilitate the quick development of new models. Concrete applications to real-world pricing problems are also provided"--Resource description page
Member of
Cataloging source
N$T
http://library.link/vocab/creatorName
Fletcher, S.
Dewey number
332.0285/5133
Illustrations
illustrations
Index
index present
LC call number
HG106
LC item number
.F59 2009eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Gardner, Christopher
Series statement
Wiley finance series
http://library.link/vocab/subjectName
  • Finance
  • Python (Computer program language)
  • BUSINESS & ECONOMICS
  • Finance
  • Python (Computer program language)
  • Finance
  • Python (Computer program language)
  • C++
  • Finanzierung
  • Mathematisches Modell
  • Programm
  • Python 2.0
Label
Financial modelling in Python, S. Fletcher & C. Gardner
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Financial Modelling in Python; Contents; 1 Welcome to Python; 2 The PPF Package; 3 Extending Python from C++; 4 Basic Mathematical Tools; 5 Market: Curves and Surfaces; 6 Data Model; 7 Timeline: Events and Controller; 8 The Hull-White Model; 9 Pricing using Numerical Methods; 10 Pricing Financial Structures in Hull-White; 11 Hybrid Python/C++ Pricing Systems; 12 Python Excel Integration; Appendices; Bibliography; Index
Control code
682621203
Dimensions
unknown
Extent
1 online resource (viii, 236 pages)
File format
unknown
Form of item
online
Isbn
9780470747896
Lccn
2009019336
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
cl0500000064
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)682621203
Label
Financial modelling in Python, S. Fletcher & C. Gardner
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Financial Modelling in Python; Contents; 1 Welcome to Python; 2 The PPF Package; 3 Extending Python from C++; 4 Basic Mathematical Tools; 5 Market: Curves and Surfaces; 6 Data Model; 7 Timeline: Events and Controller; 8 The Hull-White Model; 9 Pricing using Numerical Methods; 10 Pricing Financial Structures in Hull-White; 11 Hybrid Python/C++ Pricing Systems; 12 Python Excel Integration; Appendices; Bibliography; Index
Control code
682621203
Dimensions
unknown
Extent
1 online resource (viii, 236 pages)
File format
unknown
Form of item
online
Isbn
9780470747896
Lccn
2009019336
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
cl0500000064
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)682621203

Library Locations

    • Ellis LibraryBorrow it
      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
    • Engineering Library & Technology CommonsBorrow it
      W2001 Lafferre Hall, Columbia, MO, 65211, US
      38.946102 -92.330125
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