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Listed Volatility and Variance Derivatives: A Python-Based Guide


Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance Derivatives 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 ...

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Listed Volatility and Variance Derivatives: A Python-based Guide
2016, John Wiley & Sons Inc, New York

ISBN-13: 9781119167914


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