Python for Finance: Analyze Big Financial Data

full with log Euler scheme, Full Vectorization with Log Euler Scheme

fundamental idea of, Vectorization of Code

memory layout, Memory Layout

speed increase achieved by, Vectorization with NumPy

with DataFrames, Financial Data

with NumPy, Vectorization with NumPy

Vega

definition of, Generic Valuation Class

of a European option in BSM model, Implied Volatilities

visualization (see data visualization)

VIX volatility index, Volatility Options

volatility clustering, Financial Data

volatility index, The Financial Model

volatility options

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

Portfolio

main index, Volatility Options

model calibration, Model Calibration–Calibration Procedure

tasks undertaken, Volatility Options

VSTOXX data, The VSTOXX Data–VSTOXX Options Data

volatility smile, Implied Volatilities

volatility, stochastic model, Stochastic volatility

VSTOXX data

futures data, VSTOXX Futures Data

index data, VSTOXX Index Data

libraries required, The VSTOXX Data

options data, VSTOXX Options Data

W

web browser deployment, Python Quant Platform

web technologies

communication protocols, Web Basics–urllib

rapid web applications, Rapid Web Applications–Styling

role in finance, Web Integration