Listed Volatility and Variance Derivatives

**Leverage Python for expert-level volatility and variance derivative

trading**

_Listed Volatility and Variance Derivatives_ is a comprehensive treatment of

all aspects of these increasingly popular derivatives products, and has the

distinction of being both the first to cover European volatility and variance

products provided by Eurex and the first to offer Python code for implementing

comprehensive quantitative analyses of these financial products. For those who

want to get started right away, the book is accompanied by a dedicated Web

page and a Github repository that includes all the code from the book for easy

replication and use, as well as a hosted version of all the code for immediate

execution.

Python is fast making inroads into financial modelling and derivatives

analytics, and recent developments allow Python to be as fast as pure C++ or C

while consisting generally of only 10% of the code lines associated with the

compiled languages. This complete guide offers rare insight into the use of

Python to undertake complex quantitative analyses of listed volatility and

variance derivatives.

Learn how to use Python for data and financial analysis, and reproduce

stylised facts on volatility and variance markets Gain an understanding of the

fundamental techniques of modelling volatility and variance and the model-free

replication of variance Familiarise yourself with micro structure elements of

the markets for listed volatility and variance derivatives Reproduce all

results and graphics with IPython/Jupyter Notebooks and Python codes that

accompany the book

_Listed Volatility and Variance Derivatives_ is the complete guide to Python-

based quantitative analysis of these Eurex derivatives products.