Python for Finance: Analyze Big Financial Data

(Elle) #1

deployment


Anaconda, Anaconda–Anaconda


Python Quant platform, Python Quant Platform


via web browser, Python Quant Platform


derivatives analytics library


derivatives valuation, Derivatives Valuation–A Use Case


extensions to, Conclusions


goals for, Derivatives Analytics Library


modularization offered by, Portfolio Valuation


portfolio valuation, Portfolio Valuation–A Use Case


simulation of financial models, Simulation of Financial Models–A Use Case


valuation framework, Valuation Framework–Market Environments


volatility options, Volatility Options–The Options Portfolio


derivatives portfolios


class for valuation, The Class


relevant market for, Derivatives Portfolios


use case, A Use Case–A Use Case


derivatives positions


definition of, Derivatives Positions


modeling class, The Class


use case, A Use Case


derivatives valuation


American exercise, American Exercise–A Use Case


European exercise, European Exercise–A Use Case


generic valuation class, Generic Valuation Class


methods available, Derivatives Valuation


deserialization, Writing Objects to Disk


diachronic interpretation (of Bayes’s formula), Bayes’s Formula


dicts, Dicts


differentiation, Differentiation


discounting, Simple Short Rate Class, Risk-Neutral Discounting


discretization error, Random Variables


diversification, The Data

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