Financial modelling in Python This book is directed at both industry practitioners and students interested in designing a pricing and risk management framework for financial derivatives using the Python programming language. It is a practical book complete with working tested code that guides the reader through the process of building a flexible extensible pricing framework in Python. The pricing frameworks loosely coupled fundamental components have been designed to facilitate the quick development of new models. Concrete applications to real world pricing problems are also provided Resource description page Financial Modelling in Python; Contents; 1 Welcome to Python; 2 The PPF Package; 3 Extending Python from C++; 4 Basic Mathematical Tools; 5 Market: Curves and Surfaces; 6 Data Model; 7 Timeline: Events and Controller; 8 The Hull White Model; 9 Pricing using Numerical Methods; 10 Pricing Financial Structures in Hull White; 11 Hybrid Python C++ Pricing Systems; 12 Python Excel Integration; Appendices; Bibliography; Index.