CQF Lecture, 19. September 2017, London
Dr. Yves J. Hilpisch, The Python Quants GmbH
General resources:
This lecture covers numerical methods for the market-based valuation of equity options. The lecture is mainly based on the book Derivatives Analytics with Python (http://dawp.tpq.io).
You find the slides under http://tpq.io/p/cqf_lecture_sept_2017.html
This Gist contains the files needed to replicate all the results shown during the lecture. The code base has been updated to Python 3.6.