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Artículo: AMZ-B0DG34CZSC
Financial Engineering Handbook with Python (Golden Dawn Engineering)
Format:
Hardcover
Detalles del producto
Disponibilidad
En stock
En stock
Peso con empaque
1.20 kg
1.20 kg
Devolución
Sí
Sí
Condición
Nuevo
Nuevo
Producto de
Amazon
Amazon
Viaja desde
USA
USA
Sobre este producto
- Unlock the intricacies of financial engineering with this all-encompassing resource. From foundational concepts to advanced methodologies, this book provides a detailed exploration of key topics like bond duration, Greek calculations, portfolio optimization, and yield curve construction. Ideal for finance professionals, quantitative analysts, and students eager to bolster their expertise, this guide combines theoretical insights with practical applications, ensuring you emerge well-prepared to tackle real-world financial challenges. Key Features: - Step-by-step breakdown of complex financial mathematics - Python code examples accompanying each chapter for hands-on learning - Advanced topics including Black-Scholes extensions, sophisticated volatility models, and global market strategies What You Will Learn: - Calculate and apply dollar duration in bond portfolio management - Understand and utilize dollar convexity for nuanced interest rate risk assessment - Master DV01 computations for bond pricing sensitivity analysis - Navigate the implications of parallel yield curve shifts - Implement bond portfolio immunization techniques against interest rate fluctuations - Exploit arbitrage opportunities with put-call parity insights - Differentiate between percentage and log returns in asset valuations - Construct maximum return portfolios using mean-variance optimization theories - Build and manage minimum variance portfolios with quantitative precision - Leverage finite difference approximations for Greek calculations - Perfect numerical integration techniques for financial model accuracy - Utilize Taylor approximations and series expansions in predictive modeling - Apply Stirling's formula in financial calculations involving large numbers - Solve multidimensional problems with polar coordinates techniques - Optimize with Newton's method in high-dimensional financial modeling - Extend Black-Scholes model applications for diverse market conditions - Predict market impacts through advanced implied volatility models - Bootstrap yield curves with state-of-the-art techniques - Integrate advanced dollar duration insights into portfolio optimization - Incorporate complex dollar convexity models into risk management - Align DV01 configurations with strategic trading goals - Develop dynamic strategies for yield curve management - Explore innovative methods in bond portfolio immunization - Evaluate global market influences on put-call parity arbitrage - Apply advanced algorithms for bond yield computation - Enhance Greek estimation techniques for refined risk assessment - Create sophisticated complexity-enhancing volatility models - Achieve high-precision in numerical integrations for financial models - Utilize cutting-edge solutions in finite difference methods for option trading
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