Index

A note on the digital index

A link in an index entry is displayed as the section title in which that entry appears. Because some sections have multiple index markers, it is not unusual for an entry to have several links to the same section. Clicking on any link will take you directly to the place in the text in which the marker appears.

Symbols

64-bit double precision standard, Floats

A

absolute minimum variance portfolio, Portfolio Optimizations
actual continuation value, The Valuation Class
adaptive quadrature, Numerical Integration
American exercise
definition of, Derivatives Valuation, American Exercise
Least-Squares Monte Carlo (LSM) algorithm, Least-Squares Monte Carlo
use case, A Use CaseA Use Case
valuation class, The Valuation Class
American options
definition of, Valuation
on the VSTOXX, American Options on the VSTOXXThe Options Portfolio
valuation of contingent claims, American Options
Anaconda, AnacondaAnaconda
benefits of, Anaconda
conda package manager, Anaconda
downloading, Anaconda
installing, Anaconda
libraries/packages available, Anaconda
multiple Python environments, Anaconda
analytics
basic, Basic Analytics
derivatives analytics library
derivatives valuation, Derivatives ValuationA Use Case
extensions to, Conclusions
modularization offered by, Portfolio Valuation
portfolio valuation, Portfolio ValuationA Use Case
simulation of financial models, Simulation of Financial ModelsA Use Case
valuation framework, Valuation FrameworkMarket Environments
volatility options, Volatility Options ...

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