Python for Finance: Analyze Big Financial Data

Figure 14-9. Screenshot of Tradechat login page Finally, Example 14-6 provides the templating code for th ...

({{ comment.user }} @ {{ comment.time }}) {% else %} No comments so far. {% endfor %} {% endblock ...

shown in Example 14-7. Here you find the aforementioned parameters (comments, add- comment) again. You also f ...

Web Services The last topic in this chapter — and a very interesting and important one — is web services ...

Figure 14-11. Screenshot of Google search results via web service The Financial Model In this section, we are g ...

options (e.g., on a volatility index). The model we use is the one of Gruenbichler and Longstaff (1996). They ...

The Implementation The translation of the formula as presented in Equation 14-2 to Python is, as usual, quite ...

Valuation of European volatility call options in Gruenbichler-Longstaff (1996) model square-root diffusion framew ...

Valuation of European volatility options in Gruenbichler-Longstaff (1996) model square-root diffusion framework — ...

return response(environ, start_response) Here, environ is a dictionary containing all incoming information. The R ...

Figure 14-12. Screenshot of the error message of the web service However, usually you want to use a web service ...

With such a web service, you can of course do multiple calls to calculate multiple option values quite ...

Conclusions Nowadays, web technologies are an integral part of almost any application architecture. They are not ...

Further Reading The following web resources are helpful with regard to the topics covered in this chapter: The ...

[ 59 ] See also the larger case study about volatility options presented in Chapter 19. ...

Part III. Derivatives Analytics Library This part of the book is concerned with the development of a smal ...

Chapter 17 addresses the valuation of single derivatives with European or American exercise based on a s ...

Chapter 15. Valuation Framework Compound interest is the greatest mathematical discovery of all time. — Albert ...

Fundamental Theorem of Asset Pricing The Fundamental Theorem of Asset Pricing is one of the cornerstones and succe ...

The beauty of this approach is that it carries over to even the most complex economies with, for exam ...