Python for Finance: Analyze Big Financial Data

Index

A NOTE ON THE DIGITAL INDEX

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multiple index markers, it is not unusual for an entry to have several links to the same section. Clicking on any

link will take you directly to the place in the text in which the marker appears.

Symbols

64-bit double precision standard, Floats

A

absolute minimum variance portfolio, Portfolio Optimizations

actual continuation value, The Valuation Class

adaptive quadrature, Numerical Integration

American exercise

definition of, Derivatives Valuation, American Exercise

Least-Squares Monte Carlo (LSM) algorithm, Least-Squares Monte Carlo

use case, A Use Case–A Use Case

valuation class, The Valuation Class

American options

definition of, Valuation

on the VSTOXX, American Options on the VSTOXX–The Options Portfolio

valuation of contingent claims, American Options

Anaconda, Anaconda–Anaconda

benefits of, Anaconda

conda package manager, Anaconda

downloading, Anaconda

installing, Anaconda

libraries/packages available, Anaconda

multiple Python environments, Anaconda

analytics

basic, Basic Analytics

derivatives analytics library

derivatives valuation, Derivatives Valuation–A Use Case

extensions to, Conclusions

modularization offered by, Portfolio Valuation

portfolio valuation, Portfolio Valuation–A Use Case