Technology « VISIXION — The Python Quants — Rapid Financial Engineering & Derivatives Analytics On Demand

Python for Finance (III) — Compact and Fast

By yhilpisch, on January 23rd, 2013%

This is the third post in a series about Python for Finance. We will work again with the example of the first and second post of the series to illustrate now how to automate the valuation of a complete set of American put options.

In the first two posts, we presented a rather concise and nevertheless quite . . . → Read More: Python for Finance (III) — Compact and Fast

Python for Finance (II) — Compact and Fast

By yhilpisch, on December 24th, 2012%

This is the second post in a series about Python for Finance. We will pick up the example of the first post and show how to incorporate variance reduction techniques for better accuracy and increased speed.

In the first post, we presented a rather concise and nevertheless quite fast implementation of the Longstaff-Schwartz algorithm (LSM) to value . . . → Read More: Python for Finance (II) — Compact and Fast

The Python Quants

By yhilpisch, on November 29th, 2012%

Today, Visixion changed its motto to “The Python Quants”.

Every once in a while, we think about what we are doing, how things have developed and where we stand. We concluded that “The Python Quants” tells exactly what we are doing. We are quants since we are concerned with mathematical finance, financial engineering and derivatives analytics. With . . . → Read More: The Python Quants

PyCon DE — Efficient Data Analysis with pandas and Derivatives Analytics with DEXISION

By yhilpisch, on October 25th, 2012%

Dr. Yves J. Hilpisch, MD of Visixion GmbH, will speak again at this year’s PyCon DE conference which takes place again in Leipzig.

After a good start in 2011, PyCon DE will again take place in Leipzig. It starts on Monday, 29 October 2012, with tutorials and the University day. From 30 October to . . . → Read More: PyCon DE — Efficient Data Analysis with pandas and Derivatives Analytics with DEXISION

Python for Finance (I) — Compact and Fast

By yhilpisch, on July 20th, 2012%

Python is a multi-purpose programming language and many people use Python for everything but their core applications. However, Python can even be used for compute-intensive tasks like Monte Carlo simulation — a common numerical method in Finance in general and Financial Engineering in particular.

Monte Carlo simulation (MCS) is a quite flexible numerical method, in particular when . . . → Read More: Python for Finance (I) — Compact and Fast

EuroScipy 2012 — Talk about “Python for Finance”

By yhilpisch, on June 8th, 2012%

After 2011, Dr. Yves J. Hilpisch, MD of Visixion GmbH, will speak again at the EuroScipy 2012 which takes place in Brussels this year.

The EuroScipy conference has established itself as the leading European conference when it comes to the scientific use of the programming language Python (www.python.org). It starts on Thursday, 23 August 2012, . . . → Read More: EuroScipy 2012 — Talk about “Python for Finance”

EuroPython 2012 — Talk and Training

By yhilpisch, on May 17th, 2012%

For the second time, Dr. Yves J. Hilpisch, MD of Visixion GmbH, will speak and give a training at the EuroPython conference in Florence.

This year’s EuroPython 2012 conference will again take place in Florence, Italy. It starts on Monday, 02 July 2012, and lasts until Sunday, 08 July 2012. Dr. Hilpisch will present at the . . . → Read More: EuroPython 2012 — Talk and Training

DX Evo launched—Our Suite for Demanding Clients

By yhilpisch, on May 7th, 2012%

7 May 2012 — In April 2012, Visixion GmbH has launched a new offering—called DX Evo—for clients with highly individual demands when it comes to Derivatives Analytics.

Over the last couple of years, Visixion has been offering DEXISION—a suite that offers Derivatives Analytics On Demand in standardized an cost-efficient way. Building on this experience and taking into . . . → Read More: DX Evo launched—Our Suite for Demanding Clients

New Book about “Derivatives Analytics with Python”

By yhilpisch, on January 11th, 2012%

8 January 2012 — Today, Dr. Yves J. Hilpisch, Managing Director of Visixion GmbH and Lecturer for Mathematical Finance at Saarland University, Germany, finished the preliminary version of his new book “Derivatives Analytics with Python—Market-Based Valuation of European and American Stock Index Options.”

The 323 page long book is an outgrowth of Dr. Hilpisch’s diverse activities . . . → Read More: New Book about “Derivatives Analytics with Python”

PyCon DE 2011 — Rapid Financial Engineering and Automating Numerical Research

By yhilpisch, on September 29th, 2011%

From 04-09 October 2011, the first German PyCon conference will take place in Leipzig. As the first regional Python conference of this format, it illustrates that Python is strongly gaining ground compared to other programming languages. The conference will offer a diverse program of talks, two of which will be given by Dr. Yves J. Hilpisch, . . . → Read More: PyCon DE 2011 — Rapid Financial Engineering and Automating Numerical Research

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