 Название: Monte Carlo Simluations for Options: Unlocking Precision in Financial Forecasting With Python
Автор: Hayden Van Der Post
Издательство: Reactive Publishing
Год: 2024
Страниц: 508
Язык: английский
Формат: pdf, azw3, epub, mobi
Размер: 10.1 MB
Unlock the power of advanced financial modeling with "Monte Carlo Simulations for Options" – the ultimate guide for enthusiasts ready to elevate their understanding of financial derivatives. This book is the ideal follow-up for those who already have a foundation in option pricing and are eager to dive into more sophisticated and nuanced techniques.
Navigate through the intricate world of Monte Carlo simulations applied to financial markets with this comprehensive and accessible resource. Discover how to harness the computational might of Python to create robust models, simulate various market scenarios, and accurately price complex options.
In selecting Python as the programming language for this book, we considered its widespread use, readability, and extensive library support for scientific computing. Python’s burgeoning role in finance, data science, and machine learning makes it an ideal tool for implementing Monte Carlo simulations. Throughout the book, you'll find code snippets, examples, and exercises designed to provide hands-on experience and reinforce the concepts covered.
Inside, you will find:
* A detailed introduction to Monte Carlo methods, tailored for financial applications.
* Step-by-step Python tutorials designed to enhance your coding skills and model-building capabilities.
* Advanced strategies for pricing exotic options, handling path dependencies, and managing risk.
* Practical case studies providing real-world insights and actionable strategies.
* Expert tips and best practices to refine your analytic prowess and computational efficiency.
Contents:
Preface
Chapter 1: Introduction to Monte Carlo Simulation
Chapter 2: Fundamentals of Option Pricing
Chapter 3: Basics of Python Programming
Chapter 4: Stochastic Processes and Simulations
Chapter 5: Implementing Monte Carlo Simulations
Chapter 6: Monte Carlo for European Option Pricing
Chapter 7: Monte Carlo for American Option Pricing
Chapter 8: Complex Derivatives
Chapter 9: Advanced Techniques and
Appendix A: Index
Appendix B: Glossary of Terms
Appendix C: Additional Resources
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Monte Carlo Simluations for Options: Unlocking Precision in Financial Forecasting With Python 
