ABSTRACT

Introduction to Financial Derivatives with Python is an ideal textbook for an undergraduate course on derivatives, whether on a finance, economics, or financial mathematics programme. As well as covering all of the essential topics one would expect to be covered, the book also includes the basis of the numerical techniques most used in the financial industry, and their implementation in Python.

Features

  • Connected to a Github repository with the codes in the book. The repository can be accessed at https://bit.ly/3bllnuf
  • Suitable for undergraduate students, as well as anyone who wants a gentle introduction to the principles of quantitative finance
  • No pre-requisites required for programming or advanced mathematics beyond basic calculus

chapter Chapter 1|8 pages

Introduction

chapter Chapter 2|16 pages

Futures and Forwards

chapter Chapter 3|20 pages

Options

chapter Chapter 4|10 pages

Exotic Options

chapter Chapter 5|54 pages

The Binomial Model

chapter Chapter 6|38 pages

A Continuous-time Pricing Model

chapter Chapter 7|22 pages

Monte Carlo Methods

chapter Chapter 8|8 pages

The Volatility

chapter Chapter 9|14 pages

Replicating Portfolios