Reader small image

You're reading from  Hands-On Simulation Modeling with Python

Product typeBook
Published inJul 2020
Reading LevelIntermediate
PublisherPackt
ISBN-139781838985097
Edition1st Edition
Languages
Right arrow
Author (1)
Giuseppe Ciaburro
Giuseppe Ciaburro
author image
Giuseppe Ciaburro

Giuseppe Ciaburro holds a PhD and two master's degrees. He works at the Built Environment Control Laboratory - Università degli Studi della Campania "Luigi Vanvitelli". He has over 25 years of work experience in programming, first in the field of combustion and then in acoustics and noise control. His core programming knowledge is in MATLAB, Python and R. As an expert in AI applications to acoustics and noise control problems, Giuseppe has wide experience in researching and teaching. He has several publications to his credit: monographs, scientific journals, and thematic conferences. He was recently included in the world's top 2% scientists list by Stanford University (2022).
Read more about Giuseppe Ciaburro

Right arrow

Technical requirements

In this chapter, we will learn how to use simulation models for financial engineering. In order to understand these topics, basic knowledge of algebra and mathematical modeling is needed.

To work with the Python code in this chapter, you need the following files (available on GitHub at https://github.com/PacktPublishing/Hands-On-Simulation-Modeling-with-Python):

  • StandardBrownianMotion.py
  • AmazonStockMontecarloSimulation.py
  • ValueAtRisk.py
lock icon
The rest of the page is locked
Previous PageNext Page
You have been reading a chapter from
Hands-On Simulation Modeling with Python
Published in: Jul 2020Publisher: PacktISBN-13: 9781838985097

Author (1)

author image
Giuseppe Ciaburro

Giuseppe Ciaburro holds a PhD and two master's degrees. He works at the Built Environment Control Laboratory - Università degli Studi della Campania "Luigi Vanvitelli". He has over 25 years of work experience in programming, first in the field of combustion and then in acoustics and noise control. His core programming knowledge is in MATLAB, Python and R. As an expert in AI applications to acoustics and noise control problems, Giuseppe has wide experience in researching and teaching. He has several publications to his credit: monographs, scientific journals, and thematic conferences. He was recently included in the world's top 2% scientists list by Stanford University (2022).
Read more about Giuseppe Ciaburro