Python is extensively used is quantitative finance applications, and yet there is a surprising scarcity of material covering this area. This book helps fill that gap, by showing how to unlock the power of the Python language for financial modeling, and providing an excellent insight into the programming techniques needed if it is to be used for practical pricing applications in the industry. Key language capabilities are described in parallel with the development of a comprehensive framework for the pricing of derivatives in a powerful and generic way. The authors also share their mathematical expertise, giving us a tour of an array of advanced numerical and quantitative techniques.
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