Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.

yhilpisch Last update: Apr 11, 2024

Derivatives Analytics with Python (Wiley Finance)

This repository provides all Python codes and Jupyter Notebooks of the book Derivatives Analytics with Python by Yves Hilpisch.

Oder the book here http://eu.wiley.com/WileyCDA/WileyTitle/productCd-1119037999.html or here www.amazon.com/Derivatives-Analytics-Python-Simulation-Calibration/dp/1119037999/.

There are two code versions available: for Python 3.6 and Python 2.7 (not maintained anymore).

Python Packages

There is now a yaml file for the installation of required Python packages in the repository. This is to be used with the conda package manager (see https://conda.io/docs/user-guide/tasks/manage-environments.html). If you do not have Miniconda or Anaconda installed, we recommend to install Miniconda 3.6 first (see https://conda.io/miniconda.html).

After you have cloned the repository, do on the Linux/Mac shell:

cd dawp
conda env create -f dawp_conda.yml
source activate dawp
cd python36
jupyter notebook

On Windows, do:

cd dawp
conda env create -f dawp_conda.yml
activate dawp
cd python36
jupyter notebook

Then you can navigate to the Jupyter Notebook files and get started.

Python Quant Platform

You can immediately use all codes and Jupyter Notebooks by registering on the Quant Platform under http://wiley.quant-platform.com.

Python for Algorithmic Trading Course & Certificate

Check out our Python for Algorithmic Trading Course under http://pyalgo.tpq.io.

Check out also our Python for Algorithmic Trading Certificate Program under http://certificate.tpq.io.

Company Information

© Dr. Yves J. Hilpisch | The Python Quants GmbH

The Quant Platform (http://pqp.io) and all codes/Jupyter notebooks come with no representations or warranties, to the extent permitted by applicable law.

http://tpq.io | [email protected] | http://twitter.com/dyjh

Quant Platform | http://wiley.quant-platform.com

Derivatives Analytics with Python (Wiley Finance) | http://derivatives-analytics-with-python.com

Python for Finance (O'Reilly) | http://python-for-finance.com

Python for Algorithmic Trading Course | http://pyalgo.tpq.io

Python for Finance Online Training | http://training.tpq.io

Tags:

Owner

yhilpisch

GitHub Repository https://github.com/yhilpisch

🤖 Template for telegram bot using postgres, pgbouncer, redis, docker, amplitude, prometheus, grafana, CI

start services make migrations start the necessary services (at least the database and redis) start telegram bot start admin panel make migrations to launch the bot you only need a token bot, datab…

Data science and Machine Learning GUI programs/ desktop apps with PySimpleGUI package

You will also need, etc. to run the demo codes. Here is the code to program this app, Although this is a very simple code, it features, We can essentially follow the same path and add more layers of …

ML-capsule is a Project for beginners and experienced data science Enthusiasts who don't have a mentor or guidance and wish to learn Machine learning. Using our repo they can learn ML, DL, and many related technologies with different real-world projects and become Interview ready.

Extraction is a general term for methods of constructing combinations of the variables to get around these problems while still describing the data with sufficient accuracy Data visualization is the …

The easiest way to use Machine Learning. Mix and match underlying ML libraries and data set sources. Generate new datasets or modify existing ones with ease.

As we all know the Machine Learning space has a lot of tools and libraries for creating pipelines to train, test & deploy models, and dealing with these many different APIs can be cumbersome. Our…

Text analytics for LLM apps. PostHog for prompts. Extract evaluations, intents and events from text messages. phospho leverages LLM (OpenAI, MistralAI, Ollama, etc.)

Phospho is the text analytics platform for LLM apps. Detect issues and extract insights from text messages of your users or your app. Gather user feedback and measure success. Iterate on your app to …

a flask profiler which watches endpoint calls and tries to make some analysis.

It gives answers to these questions: In short, if you are curious about what your endpoints are doing and what requests they are receiving, give a try to flask-profiler. With flask-profiler's web int…

Analytics services for Django projects

Using an analytics service with a Django project means adding Javascript tracking code to the project templates. Of course, every service has its own specific installation instructions. Furthermore, …

A flexible, easy to use, automation framework allowing users to integrate their capabilities and devices to cut through the repetitive, tedious tasks slowing them down. #nsacyber

This documentation is intended as a reference for app and workflow developers as well as project contributors and operators. Here you will find walkthroughs, tutorials and other useful information ab…

Apache Superset is a Data Visualization and Data Exploration Platform

A modern, enterprise-ready business intelligence web application. Superset is a modern data exploration and data visualization platform. Superset can replace or augment proprietary business intellige…

Beginner-friendly collection of Python notebooks for various use cases of machine learning, deep learning, and analytics. For each notebook there is a separate tutorial on the relataly.com blog.

Collection of Python notebooks for various machine learning, deep learning and analytics use cases Welcome to the GitHub tutorial directory of the relataly.com blog on business use cases with python …