Financial theory with Python : (Record no. 23749)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03384nam a22001817a 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9789355420046 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | English |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.02 |
| Item number | HIL |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Author name | Hilpisch, Yves. |
| 245 ## - TITLE STATEMENT | |
| Title | Financial theory with Python : |
| Sub Title | a gentle introduction / |
| Statement of responsibility, etc | Yves Hilpisch. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Sebastopol: |
| Name of publisher | O'Reilly ; Shroff Publishers & Distributors Pvt. Ltd., |
| Year of publication | 2022. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xiii, 187 pages : |
| Other physical details | illustrations ; |
| Dimensions | 23 cm. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Finance and Python<br/>A Brief History of Finance<br/>Major Trends in Finance<br/>A Four-Languages World<br/>The Approach of This Book<br/>Getting Started with Python<br/>Conclusions<br/>References<br/>2. Two-State Economy<br/>Economy<br/>Real Assets<br/>Agents<br/>Time<br/>Money<br/>Cash Flow<br/>Return<br/>Interest<br/>Present Value<br/>Net Present Value<br/>Uncertainty<br/>Financial Assets<br/>Risk<br/>Probability Measure<br/>Expectation<br/>Expected Return<br/>Volatility<br/>Contingent Claims<br/>Replication<br/>Arbitrage Pricing<br/>Market Completeness<br/>Arrow-Debreu Securities<br/>Martingale Pricing<br/>First Fundamental Theorem of Asset Pricing<br/>Pricing by Expectation<br/>Second Fundamental Theorem of Asset Pricing<br/>Mean-Variance Portfolios<br/>Conclusions<br/>Further Resources<br/>3. Three-State Economy<br/>Uncertainty<br/>Financial Assets<br/>Attainable Contingent Claims<br/>Martingale Pricing<br/>Martingale Measures<br/>Risk-Neutral Pricing<br/>Super-Replication<br/>Approximate Replication<br/>Capital Market Line<br/>Capital Asset Pricing Model<br/>Conclusions<br/>Further Resources<br/>4. Optimality and Equilibrium<br/>Utility Maximization<br/>Indifference Curves<br/>Appropriate Utility Functions<br/>Logarithmic Utility<br/>Time-Additive Utility<br/>Expected Utility<br/>Optimal Investment Portfolio<br/>Time-Additive Expected Utility<br/>Pricing in Complete Markets<br/>Arbitrage Pricing<br/>Martingale Pricing<br/>Risk-Less Interest Rate<br/>A Numerical Example (I)<br/>Pricing in Incomplete Markets<br/>Martingale Measures<br/>Equilibrium Pricing<br/>A Numerical Example (II)<br/>Conclusions<br/>Further Resources<br/>5. Static Economy<br/>Uncertainty<br/>Random Variables<br/>Numerical Examples<br/>Financial Assets<br/>Contingent Claims<br/>Market Completeness<br/>Fundamental Theorems of Asset Pricing<br/>Black-Scholes-Merton Option Pricing<br/>Completeness of Black-Scholes-Merton<br/>Merton Jump-Diffusion Option Pricing<br/>Representative Agent Pricing<br/>Conclusions<br/>Further Resources<br/>6. Dynamic Economy<br/>Binomial Option Pricing<br/>Simulation and Valuation Based on Python Loops<br/>Simulation and Valuation Based on Vectorized Code<br/>Speed Comparison<br/>Black-Scholes-Merton Option Pricing<br/>Monte Carlo Simulation of Stock Price Paths<br/>Monte Carlo Valuation of the European Put Option<br/>Monte Carlo Valuation of the American Put Option<br/>Conclusions<br/>Further Resources<br/>7. Where to Go from Here?<br/>Mathematics<br/>Financial Theory<br/>Python Programming<br/>Python for Finance<br/>Financial Data Science<br/>Algorithmic Trading<br/>Computational Finance<br/>Artificial Intelligence<br/>Other Resources<br/>Final Words<br/>Index |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Nowadays, finance, mathematics, and programming are intrinsically linked. This book provides the relevant foundations of each discipline to give you the major tools you need to get started in the world of computational finance. Using an approach where mathematical concepts provide the common background against which financial ideas and programming techniques are learned, this practical guide teaches you the basics of financial economics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Subject | Finance Data processing |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Subject | Python-Computer program language |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Bill Date | Full call number | Accession Number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Institute of Public Enterprise, Library | Institute of Public Enterprise, Library | S Campus | 04/10/2025 | Feel Books Pvt. Ltd. | 04/04/2025 | 332.02 HIL | 49525 | 04/10/2025 | Books | ||||
| Dewey Decimal Classification | Institute of Public Enterprise, Library | Institute of Public Enterprise, Library | S Campus | 04/10/2025 | Feel Books Pvt. Ltd. | 04/04/2025 | 332.02 HIL | 49526 | 04/10/2025 | Books | ||||
| Dewey Decimal Classification | Institute of Public Enterprise, Library | Institute of Public Enterprise, Library | S Campus | 04/10/2025 | Feel Books Pvt. Ltd. | 04/04/2025 | 332.02 HIL | 49527 | 04/10/2025 | Books | ||||
| Dewey Decimal Classification | Institute of Public Enterprise, Library | Institute of Public Enterprise, Library | S Campus | 04/10/2025 | Feel Books Pvt. Ltd. | 04/04/2025 | 332.02 HIL | 49528 | 04/10/2025 | Books | ||||
| Dewey Decimal Classification | Institute of Public Enterprise, Library | Institute of Public Enterprise, Library | S Campus | 04/10/2025 | Feel Books Pvt. Ltd. | 04/04/2025 | 332.02 HIL | 49529 | 04/10/2025 | Books |
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