Robust Analytics for Trading Listed Volatility and Variance Derivatives

Whether you're new to programming or want to step up from C++, C# or Matlab, Listed Volatility and Variance Derivatives jumpstarts you on a faster, more powerful way to execute quantitative analysis to trade listed volatility and variance products. No other resource offers indepth coverage on European products provided by Eurex along with step-by-step explanations of the Python codes you need to gain an edge in this competitive space.

Complete with an accompanying website allowing you to download all the code inside, you can easily and immediately execute the covered techniques for:

• Using Python to analyze data and financials and reproduce stylized facts on volatility and variance markets.
• Modeling volatility and variance and replicating variance in a model-free fashion.
• Navigating the micro-structure elements of the markets for listed volatility and variance derivatives.

The Python ecosystem thrives in the most demanding financial environments, and Listed Volatility and Variance Derivatives is the only guidebook for using it to master this analytics space.