ABSTRACT
Quantitative Finance with Python: A Practical Guide to Investment Management, Trading and Financial Engineering bridges the gap between the theory of mathematical finance and the practical applications of these concepts for derivative pricing and portfolio management. The book provides students with a very hands-on, rigorous introduction to foundational topics in quant finance, such as options pricing, portfolio optimization and machine learning. Simultaneously, the reader benefits from a strong emphasis on the practical applications of these concepts for institutional investors.
Features
- Useful as both a teaching resource and as a practical tool for professional investors.
- Ideal textbook for first year graduate students in quantitative finance programs, such as those in master’s programs in Mathematical Finance, Quant Finance or Financial Engineering.
- Includes a perspective on the future of quant finance techniques, and in particular covers some introductory concepts of Machine Learning.
- Free-to-access repository with Python codes available at www.routledge.com/ 9781032014432 and on https://github.com/lingyixu/Quant-Finance-With-Python-Code.
TABLE OF CONTENTS
part I|152 pages
Foundations of Quant Modeling
chapter Chapter 2|28 pages
Theoretical Underpinnings of Quant Modeling: Modeling the Risk Neutral Measure
chapter Chapter 3|34 pages
Theoretical Underpinnings of Quant Modeling: Modeling the Physical Measure
part II|162 pages
Options Modeling
part III|142 pages
Quant Modeling in Different Markets
part IV|170 pages
Portfolio Construction & Risk Management