{"title":"Elisa Alòs","description":null,"products":[{"product_id":"introduction-to-financial-derivatives-with-python-book-elisa-als-9781032211039","title":"Introduction to Financial Derivatives with Python","description":"This textbook is ideal for an undergraduate course on derivatives in a finance, economics, or financial mathematics programme. As well as covering all of the essential topics, the book also includes the basis of the numerical techniques most used in the financial industry, and their implementation in Python.","brand":"WoB","offers":[{"title":"- \/ - \/ -","offer_id":50698510205201,"sku":"","price":0.0,"currency_code":"GBP","in_stock":true},{"title":"GB \/ NEW \/ GARDNERS","offer_id":50698512302353,"sku":"NGR9781032211039","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ NEW \/ INGRAM","offer_id":54105648857361,"sku":"NLS9781032211039","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/1032211032.jpg?v=1789479387"},{"product_id":"introduction-to-financial-derivatives-with-python-book-elisa-als-9781041166221","title":"Introduction to Financial Derivatives with Python","description":"\u003cp\u003e\u003cb\u003eIntroduction to Financial Derivatives with Python, Second Editon\u003c\/b\u003e continues to provide an accessible introduction to derivatives and quantitative finance. Starting from first principles, the book develops the foundations of derivative pricing before progressing to numerical methods and advanced volatility models. Mathematical concepts are introduced progressively, allowing the reader to develop the necessary tools alongside their financial applications. Financial intuition, mathematical foundations, and Python implementation are integrated throughout the book.\u003c\/p\u003e\u003cp\u003eThe book covers the essential topics in derivative pricing and introduces numerical methods widely used in quantitative finance. It also develops advanced volatility models, including CEV, local volatility, Heston, and SABR.\u003c\/p\u003e\u003cp\u003e\u003cb\u003eFeatures\u003c\/b\u003e\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003eSuitable for undergraduate and graduate students, as well as practitioners and anyone seeking an accessible introduction to quantitative finance\u003c\/li\u003e\n\u003cli\u003eCovers derivative pricing from fundamental principles to advanced volatility models\u003c\/li\u003e\n\u003cli\u003eIntroduces numerical pricing techniques, including binomial trees and Monte Carlo simulation\u003c\/li\u003e\n\u003cli\u003eProvides chapter summaries, exercises, and examination material\u003c\/li\u003e\n\u003cli\u003eAccompanied by a GitHub repository containing the Python code used throughout the book\u003c\/li\u003e\n\u003cli\u003eNo prior programming experience is required; introductions to Python and coding are provided.\u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003e\u003cb\u003eNew to the Second Edition\u003c\/b\u003e\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003eFresh material on the Bachelier model and normal implied volatility\u003c\/li\u003e\n\u003cli\u003eA new chapter on local volatility covers the motivation for local volatility modelling, the CEV model, and Dupire's formula\u003c\/li\u003e\n\u003cli\u003eA new chapter on stochastic volatility develops the Heston and SABR models\u003c\/li\u003e\n\u003cli\u003ePython implementations to help the reader understand the concepts presented\u003c\/li\u003e\n\u003cli\u003eA new appendix including sample exams. This allows readers to practice the concepts learned throughout the book.\u003c\/li\u003e\n\u003c\/ul\u003e","brand":"WoB","offers":[{"title":"- \/ - \/ INTERNAL","offer_id":54465539899665,"sku":null,"price":0.0,"currency_code":"GBP","in_stock":true},{"title":"GB \/ NEW \/ GARDNERS","offer_id":54465540129041,"sku":"NGR9781041166221","price":0.0,"currency_code":"GBP","in_stock":false}]}],"url":"https:\/\/www.worldofbooks.com\/collections\/author-books-by-elisa-als.oembed","provider":"World of Books ","version":"1.0","type":"link"}