IntroFinancialDerivatives
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README
IntroFinancialDerivatives
This are the supporing materials for the book "Introduction to Financial Derivatives with Python". This book is primarily addressed to undergraduate students in Economics and related areas. No prior programming knowledge or advanced mathematics is required.
The notebooks do not claim to be industrial or efficient, nor follow a standard like PEP8. The purpose is to support theory and broaden the reader’s perspective because mathematical finance is not just about theoretical formulas, but also about putting them into practice. At best, it will motivate the reader to learn more about coding.
Contents
Chapter 1 - Introduction
Chapter 2 - Futures and Forwards
Chapter 3 - Options
Chapter 4 - Exotic Options
Chapter 5 - The Binomial Model
Chapter 6 - A Continuous-time Pricing Model
Chapter 7 - Monte Carlo Methods
Chapter 8 - The Volatility
Chapter 9 - Replicating Portfolios
Appendix A - Introduction to Python
Appendix B - Introduction to Coding in Python
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