Research

NEW BOOK: "Derivatives Analytics with Python"

Derivatives Lecture at Saarland University

Fast Monte Carlo Valuation of American Options with Stochastic Volatility

RECENT CLIENT PROJECT

Visixion GmbH has developed and conducted a focused Python training for selected people at Eurex, one of the world's leading derivatives exchanges. The major goal is to replace in certain areas a heterogeneous IT infrastructure (including, amongst others, Matlab and R) by Python as the main programming environment. Requirements are increased productivity, fast development cycles, easy collaboration, easy-to-maintain solutions and high performance.

DEXISION In The Press

DEXISION mentioned in the March 2010 Cover Story of Wilmott Magazine as first Derivatives Analytics suite based on the Python programming language. Read the whole Story.

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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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

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