Financial Engineering « 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

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

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

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

PyPhy 2011 — Automating Numerical Research with Python

By yhilpisch, on August 29th, 2011%

On 29. August 2011, the Python in Physics (PyPhy) conference took place. An international group of researchers from diverse fields presented their use cases for Python in Physics and related areas. Dr. Yves Hilpisch gave a talk about potential approaches to automate numerical research projects—starting with a simple Monte Carlo simulation study, showing Python implementations and . . . → Read More: PyPhy 2011 — Automating Numerical Research with Python

EuroScipy 2011 — Fast Monte Carlo Valuation with Python

By yhilpisch, on August 29th, 2011%

To Python’s success story there has been added a new chapter: EuroScipy 2011. The conference who took place in Paris from 25.–28. August 2011 attracted researchers from diverse fields. Attendees learned how Python can be beneficially applied in such fields as physics, chemistry, biology, mechanical engineering—and finance. Dr. Yves Hilpisch gave a talk and presented a . . . → Read More: EuroScipy 2011 — Fast Monte Carlo Valuation with Python

EuroPython 2011 — Python in Finance

By yhilpisch, on July 29th, 2011%

Python has developed from an underdog to a major force in Information Technology in general — and in Financial Services in particular. Recently, Dr. Yves J. Hilpisch, Managing Director of Visixion GmbH, gave a talk about applications of Python in Finance at the EuroPython 2011 conference in Florence.

Measured by the number of Python books coming . . . → Read More: EuroPython 2011 — Python in Finance

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