Python for Finance: Analyze Big Financial Data

documentation

best practices, Documentation

documentation strings, Documentation

IPython Notebook for, Basic usage

dot function, Individual basis functions, The Basic Theory

DX (Derivatives AnalytiX) library, Derivatives Analytics Library

dynamic compiling, Dynamic Compiling–Binomial Option Pricing

binomial option pricing, Binomial Option Pricing–Binomial Option Pricing

example of, Introductory Example

dynamically typed languages, Basic Data Types

E

early exercise premium, American Options

editors

configuring, Spyder

Spyder, Spyder

efficiency, Efficiency and Productivity Through Python–Ensuring high performance

efficient frontier, Efficient Frontier

efficient markets hypothesis, Normality Tests

encryption, ftplib

errors

discretization error, Random Variables

mean-squared error (MSE), Calibration Procedure

sampling error, Random Variables

estimated continuation value, The Valuation Class

Euler scheme, Full Vectorization with Log Euler Scheme, Square-root diffusion, Square-

Root Diffusion

European exercise

definition of, Derivatives Valuation

Monte Carlo estimator for option values, European Exercise

use case, A Use Case–A Use Case

valuation class, The Valuation Class

European options

definition of, Valuation