Python for Finance: Analyze Big Financial Data
elle
(Elle)
#1
15. Valuation Framework
Fundamental Theorem of Asset Pricing
A Simple Example
The General Results
Risk-Neutral Discounting
Modeling and Handling Dates
Constant Short Rate
Market Environments
Conclusions
Further Reading
16. Simulation of Financial Models
Random Number Generation
Generic Simulation Class
Geometric Brownian Motion
The Simulation Class
A Use Case
Jump Diffusion
The Simulation Class
A Use Case
Square-Root Diffusion
The Simulation Class
A Use Case
Conclusions
Further Reading
17. Derivatives Valuation
Generic Valuation Class
European Exercise
The Valuation Class
A Use Case
American Exercise
Least-Squares Monte Carlo
The Valuation Class
A Use Case
Conclusions
Further Reading
18. Portfolio Valuation
Derivatives Positions
The Class
A Use Case
Derivatives Portfolios
The Class
