[O'Reilly] Derivatives Analytics with Python - O'Reilly Webcast

Originally aired June 24, 2014. In this webcast you will learn how Python can be used for Derivatives Analytics and Financial Engineering. Dr. Yves J. Hilpisch will begin by covering the necessary background information, theoretical foundations and numerical tools to implement a market-based valuation of stock index options. The approach is a practical one in that all-important aspects are illustrated by a set of self-contained Python scripts. This webcast talk will cover: Financial Algorithm Implementation Monte Carlo Valuation Binomial Option Pricing Performance Libraries Dynamic Compiling Parallel Code Execution DX Analytics Overview and Philosophy Multi-Risk Derivatives Pricing Global Valuation Web Technologies for Derivative Analytics About Yves Hilpisch Yves Hilpisch has 10 years of experience with Python, particularly in the finance space. He founded The Python Quants GmbH - an independent, privately-owned analytics software provider and financial engineering boutique. He lectures on Mathematical Finance at Saarland University in Germany and is a regular speaker at Python and Finance conferences.