| 000 -LEADER |
|---|
| fixed length control field |
03525cam a22002178i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| ISBN |
9781032211039 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| ISBN |
9781003266730 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.64 |
| Item number |
ALO |
| 100 1# - MAIN ENTRY--AUTHOR NAME |
|---|
| Author name |
Alòs, Elisa, |
| 245 10 - TITLE STATEMENT |
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| Title |
Introduction to financial derivatives with Python / |
| Statement of responsibility, etc |
Elisa Alòs, Raúl Merino |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication |
Baco Raton : |
| Name of publisher |
CRC Press, |
| Year of publication |
2023. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Number of Pages |
228 Pages : |
| Other physical details |
illustrations ; |
| Dimensions |
25 cm. |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Chapman & Hall/CRC Financial Mathematics Series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 505 ## - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
1. Introduction. 1.1. Financial Markets. 1.2. Derivatives. 1.3. Time has a Value. 1.4. No-Arbitrage Principle. 1.5. Chapter’s Digest. 1.6. Exercises. 2. Futures and Forwards. 2.1. Forward Contracts: Definitions. 2.2. Futures. 2.3. Why to use Forwards and Futures? 2.4. The Fair Delivery Price: The Forward Price. 2.5. Chapter’s Digest. 2.6. Exercises. 3. Options. 3.1. Call and Put Options. 3.2. The Intrinsic Value of an Option. 3.3. Some Properties of Option Prices. 3.4. Speculation with Options. 3.5. Some Classical Strategies. 3.6. Draw your Strategy with Python. 3.7. Chapter’s Digest. 3.8. Exercises. 4. Exotic Options. 4.1. Binary Options. 4.2. Forward Start Options. 4.3. Path-Dependent Options. 4.4. Spread and Basket Options. 4.5. Bermuda Options. 4.6. Chapter’s Digest. 4.7. Exercises. 5. The Binomial Model. 5.1. The Single-Period Binomial Model. 5.2. The Multi-Period Binomial Model. 5.3. The Greeks in the Binomial Model. 5.4. Coding the Binomial Model. 5.5. Chapter’s Digest. 5.6. Exercises. 6. A Continuous-Time Pricing Model. 6.1. Creating Some Intuition. 6.2. The Black-Scholes-Merton Framework. 6.3. THE BLACK-SCHOLES-MERTON EQUATION. 6.4. The Black-Scholes-Merton Formula. 6.5. The Black-Scholes-Merton Model from a Probabilistic Perspective. 6.6. The Black-Scholes-Merton Price and the Binomial Price. 6.7. The Greeks in the Black-Scholes-Merton Model. 6.8. Other Assets. 6.9. Drawbacks of the Black-Scholes-Merton Model. 6.10. Chapter’s Digest. 6.11. Exercises. 7. Monte Carlo Methods. 7.1. The Need of General Option Pricing Tools. 7.2. Mathematical Foundations of Monte Carlo Methods. 7.3. Option Pricing with Monte Carlo Methods. 7.4. European Options that Depend on the Final Price of Two Assets. 7.5. Chapter’s Digest. 7.6. Exercises. 8. The Volatility. 8.1. Historical Volatilities. 8.2. The Spot Volatility. 8.3. The Implied Volatility. 8.4. Chapter’s Digest. 8.5. Exercises. 9. Replicating Portfolios. 9.1. Replicating Portfolios for the Binomial Model. 9.2. Replicating Portfolios for the Black-Scholes-Merton Model. 9.3. Chapter’s Digest. 9.4. Exercises. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
"Introduction to Financial Derivatives with Python is an ideal textbook for an undergraduate course on derivatives, whether on a finance, economics, or financial mathematics programme. As well as covering all of the essential topics one would expect to be covered, the book also includes the basis of the numerical techniques most used in the financial industry, and their implementation in Python. Features Connected to a Github repository with the codes in the book. The repository can be accessed at https://bit.ly/3bllnuf Suitable for undergraduate students, as well as anyone who wants a gentle introduction to the principles of quantitative finance No pre-requisites required for programming or advanced mathematics beyond basic calculus"-- |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Subject |
Derivative securities. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Subject |
Python (Computer program language) |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Author 2/ Editor |
Merino, Raúl |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Koha item type |
Books |
