Financial modelling in Python [electronic resource] / S. Fletcher & C. Gardner.
Series: Wiley finance seriesc2009Description: 1 online resource (viii, 236 p.) : illISBN:- 0470987847
- 9780470987841

Description based on print version record.
Includes bibliographical references and index.
"This book is directed at both industry practitioners and students interested in designing a pricing and risk management framework for financial derivatives using the Python programming language. It is a practical book complete with working, tested code that guides the reader through the process of building a flexible, extensible pricing framework in Python. The pricing frameworks' loosely coupled fundamental components have been designed to facilitate the quick development of new models. Concrete applications to real-world pricing problems are also provided"--Resource description page.