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”
A new financial engineering and derivatives analytics course at the Saarland University, Saarbruecken, Germany.
Dr. Yves Hilpisch, Managing Director of Visixion GmbH, holds a lecturer position in mathematical finance at the Saarland University since 1 October 2010. During the Winter Term 2010/2011 he will give a course about “Numerical Methods for the Market-Based Valuation for Options”. The . . . → Read More: Numerical Methods for the Market-Based Valuation of Options
DEXISION offers simple, Web-based Derivatives Analytics. This is the first post in a series that explains where the simplicity of our Web-based analytics suite stems from. We start today with the single numerical method, Monte Carlo simulation.
From the beginning on, we knew that we wanted to be able to value complex derivative instruments with, for example, . . . → Read More: Simplicity Principle No. 1: Single Numerical Method