{"product_id":"listed-volatility-and-variance-derivatives-yves-hilpisch-9781119167914","title":"Listed Volatility and Variance Derivatives: A Python-Based Guide","description":"\u003cp\u003e\u003cb\u003eLeverage Python for expert-level volatility and variance derivative trading\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003ci\u003eListed Volatility and Variance Derivatives\u003c\/i\u003e is a comprehensive treatment of all aspects of these increasingly popular derivatives products, and has the distinction of being both the first to cover European volatility and variance products provided by Eurex and the first to offer Python code for implementing comprehensive quantitative analyses of these financial products. For those who want to get started right away, the book is accompanied by a dedicated Web page and a Github repository that includes all the code from the book for easy replication and use, as well as a hosted version of all the code for immediate execution.\u003c\/p\u003e \u003cp\u003ePython is fast making inroads into financial modelling and derivatives analytics, and recent developments allow Python to be as fast as pure C++ or C while consisting generally of only 10% of the code lines associated with the compiled languages. This complete guide offers rare insight into the use of Python to undertake complex quantitative analyses of listed volatility and variance derivatives.\u003c\/p\u003e \u003cul\u003e \u003cli\u003eLearn how to use Python for data and financial analysis, and reproduce stylised facts on volatility and variance markets\u003c\/li\u003e \u003cli\u003eGain an understanding of the fundamental techniques of modelling volatility and variance and the model-free replication of variance\u003c\/li\u003e \u003cli\u003eFamiliarise yourself with micro structure elements of the markets for listed volatility and variance derivatives\u003c\/li\u003e \u003cli\u003eReproduce all results and graphics with IPython\/Jupyter Notebooks and Python codes that accompany the book\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003e\u003ci\u003eListed Volatility and Variance Derivatives\u003c\/i\u003e is the complete guide to Python-based quantitative analysis of these Eurex derivatives products.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Yves Hilpisch\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1119167914\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781119167914\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Wiley\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 03\/30\/2017\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 368\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.70lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.60h x 6.80w x 1.00d","brand":"Yves Hilpisch","offers":[{"title":"Hardcover","offer_id":44072910717183,"sku":"9781119167914","price":105.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_b7465ba6-b48a-4776-9379-0464eba582ae.jpg?v=1685444666","url":"https:\/\/www.whiterainbookhouse.com\/products\/listed-volatility-and-variance-derivatives-yves-hilpisch-9781119167914","provider":"WR Book House","version":"1.0","type":"link"}