Wiley Finance API for AI Agents - Books & Peer-Reviewed Journals

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How it works

Your query --> Valyu Search API --> Wiley finance results --> Feed into AI model

1. No code - Use the Search API Playground in your browser
2. Python - Use the Python SDK (pip install valyu)
3. JavaScript - Use the TypeScript SDK (npm install valyu-js)
4. Any language - Call the REST API directly with cURL or any HTTP client

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Dataset overview

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Content types

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What you get

• Full-text search - Search across complete book chapters and journal articles, not just abstracts or metadata
• Rich content types - Figures, equations, tables, and worked examples are indexed and retrievable alongside prose
• Structured depth - Access step-by-step methodologies, proofs, case studies, and Excel/R walkthroughs that web sources cannot provide
• Bibliographic metadata - Authors, ISBNs, ISSNs, titles, and publisher attribution for proper citation
• Semantic ranking - Results ranked by conceptual relevance to your query, not keyword overlap

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Subject coverage

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How to test in the playground (no code required)

1

Open the Search API Playground

Go to platform.valyu.ai/playground/search.You can also open the playground with Wiley datasets pre-selected using this direct link:

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https://platform.valyu.ai/playground/search?sources=wiley%2Fwiley-finance-books%2Cwiley%2Fwiley-finance-papers

If you use the direct link above, the Wiley datasets will already be selected and you can skip to the “Enter a query” step.

2

Open Advanced Settings

On the left side of the playground, click Advanced Settings to expand the settings panel. This is where you select which datasets to search.

3

Select the Wiley datasets

Click Included Datasets at the top of the panel. In the dataset selector, find and select:

• Wiley Papers (Finance Journals)
• Wiley Books (Finance Books)

Make sure only these two datasets are selected if you want to test Wiley content specifically. You can use the search box to search for “Wiley”.

4

Enter a query and click Run

Type a natural language query in the search box at the top and click Run. For example:

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Black-Scholes options pricing derivation with worked examples

The results appear on the right side. Each result shows:

• The title of the paper or book chapter
• A relevance score (percentage match)
• The source (e.g. wiley/wiley-finance-papers)
• A content preview of the matched text
• Options to Copy Citation and View Source

You can switch between Results, JSON, and Table views using the tabs above the results.

5

View the code snippet

At the bottom of the results panel, click Show Code Snippets to see the exact code you need to reproduce this search in your own application.

The Snippets panel opens with ready-to-use code in Python, TypeScript, and cURL. You can copy this code directly into your project - it includes your query, the selected Wiley datasets, and your API key.

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How to use the API directly

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Using cURL

curl -X POST 'https://api.valyu.ai/v1/search' \
  -H 'Content-Type: application/json' \
  -H 'x-api-key: YOUR_API_KEY' \
  -d '{
    "query": "derivatives pricing Black-Scholes options valuation",
    "included_sources": ["wiley/wiley-finance-papers", "wiley/wiley-finance-books"],
    "max_num_results": 10
  }'

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Key parameters

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How to use the Python SDK

pip install valyu

export VALYU_API_KEY="your-api-key"

from valyu import Valyu

valyu = Valyu()

# Search both Wiley finance papers and books
response = valyu.search(
    "derivatives pricing Black-Scholes options valuation",
    included_sources=[
        "wiley/wiley-finance-papers",
        "wiley/wiley-finance-books"
    ],
    max_num_results=10
)

for result in response.results:
    print(f"Title: {result.title}")
    print(f"Source: {result.source}")
    print(f"URL: {result.url}")
    print(f"Content: {result.content[:500]}...")
    print("---")

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How to use the JavaScript SDK

npm install valyu-js

export VALYU_API_KEY="your-api-key"

import { Valyu } from "valyu-js";

const valyu = new Valyu();

// Search both Wiley finance papers and books
const response = await valyu.search(
  "derivatives pricing Black-Scholes options valuation",
  {
    includedSources: [
      "wiley/wiley-finance-papers",
      "wiley/wiley-finance-books"
    ],
    maxNumResults: 10
  }
);

response.results.forEach((result) => {
  console.log(`Title: ${result.title}`);
  console.log(`Source: ${result.source}`);
  console.log(`URL: ${result.url}`);
  console.log(`Content: ${result.content.slice(0, 500)}...`);
  console.log("---");
});

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Example queries

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Quantitative finance & trading

Black-Scholes options pricing derivation with worked examples

Monte Carlo simulation for exotic derivatives pricing

VaR CVaR stress testing implementation credit risk

GARCH volatility modelling financial time series

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Valuation & investment research

DCF discounted cash flow valuation terminal value assumptions

LBO leveraged buyout modelling synergy valuation M&A

private equity valuation illiquid assets methodology

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Due diligence & risk mapping

ESG climate disclosures impact on cost of capital credit ratings

credit default prediction systemic risk cross-country empirical

Benford's Law forensic accounting fraud detection Excel

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Prediction markets & forecasting

futures market pricing basis risk term structure commodities

overconfidence anchoring probability miscalibration behavioural finance

forecasting accuracy expert judgment vs market-based forecasts

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Additional queries

interest rate swap pricing yield curve bootstrapping

corporate governance board composition agency theory empirical

real options valuation binomial tree R&D project investment

pension fund asset allocation liability driven investment

stochastic calculus Ito's lemma financial applications

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Use cases

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Quantitative finance & trading

• Derivatives pricing agents - Retrieve full derivations and worked examples for options pricing models (Black-Scholes, binomial trees, Monte Carlo), interest rate models, and exotic structures - formulas and proofs included
• Algorithmic strategy research - Access peer-reviewed empirical work on market microstructure, high-frequency event studies, momentum, mean-reversion, and factor models with full methodology sections
• Risk modelling - Find authoritative treatments of VaR, CVaR, stress testing, credit risk, and liquidity risk with implementation-level detail across books and journals
• Real options & capital allocation - Surface chapter-length walkthroughs of real options valuation for R&D, natural resources, and infrastructure projects using binomial and Monte Carlo approaches

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Valuation & investment research

• Fundamental analysis agents - Combine textbook valuation frameworks (DCF, multiples, adjusted present value) with peer-reviewed empirical evidence on discount rates, terminal value assumptions, and market anomalies
• M&A and leveraged finance - Access structured content on deal structuring, synergy valuation, LBO modelling, and post-merger integration drawn from practitioner-oriented Wiley Finance titles
• Private markets & alternatives - Retrieve methodologies for valuing illiquid assets, private equity, real estate, and commodity derivatives across books and journals

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Due diligence & risk mapping

• Credit and counterparty risk - Find cross-country empirical studies and modelling frameworks for credit risk, default prediction, and systemic risk assessment
• ESG and climate risk integration - Access peer-reviewed evidence on how ESG and climate disclosures affect cost of capital, credit ratings, and equity valuations - critical for regulatory-aligned due diligence workflows
• Audit and fraud detection - Surface structured methodologies for revenue recognition fraud, Benford’s Law analysis, and forensic accounting with tooling-level instructions (Excel, R)

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Prediction markets & forecasting research

• Futures and derivatives pricing - Access empirical and theoretical work on futures market pricing, basis risk, and the term structure of commodity and financial futures from the Journal of Futures Markets
• Behavioural biases in markets - Retrieve studies on overconfidence, anchoring, and probability miscalibration from the Journal of Behavioral Decision Making - directly relevant to understanding systematic mispricings
• Forecasting accuracy and calibration - Find research on the comparative accuracy of structured forecasting methods, expert judgment, and market-based forecasts across economic and financial domains
• Risk and uncertainty quantification - Surface work on decision-making under uncertainty, ambiguity aversion, and how agents price risk in thin or nascent markets

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Enterprise finance & research platforms

• Academic research assistants - Combine books and journals for comprehensive literature coverage with full citation metadata across financial economics, governance, and management science
• Financial education tools - Deliver authoritative, structured explanations of complex topics grounded in peer-reviewed and practitioner sources

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API reference

• Search API Reference - Full parameter documentation for the Search endpoint
• Python SDK - Search - Python SDK usage guide
• TypeScript SDK - Search - TypeScript SDK usage guide