elle
(Elle)
#1
integration, Integration
symbolic computation, Symbolic Computation
matplotlib library
3D plotting, 3D Plotting
benefits of, The Scientific Stack
financial plots, Financial Plots–Financial Plots
importing matplotlib.pyplot, Approximation
NumPy arrays and, One-Dimensional Data Set
pandas library wrapper for, Basic Analytics
strengths of, Web Plotting
two-dimensional plotting, Two-Dimensional Plotting–Other Plot Styles
maximization of Sharpe ratio, Portfolio Optimizations
mean returns, Normality Tests
mean-squared error (MSE), Calibration Procedure
mean-variance, The Data
mean-variance portfolio theory (MPT), Portfolio Optimization
memory layout, Memory Layout
memory-less processes, Stochastic Processes
Microsoft Excel (see Excel)
minimization function, Portfolio Optimizations
missing data, First Steps with DataFrame Class, Basic Analytics
model calibration
option modeling, Option Modeling
procedure for, Calibration Procedure
relevant market data, Relevant Market Data
modern portfolio theory (MPT), Statistics, Portfolio Optimization
moment matching, Variance Reduction, Random Number Generation
Monte Carlo simulation
approaches to, Monte Carlo Simulation
benefits of, Monte Carlo Simulation
BSM stochastic differential equation, Monte Carlo Simulation
drawbacks of, Monte Carlo Simulation, Least-Squares Monte Carlo
for European call option, Monte Carlo Simulation
