Asset Details
Do you wish to reserve the book?
Python for Finance
Hey, we have placed the reservation for you!
By the way, why not check out events that you can attend while you pick your title.
Oops! Something went wrong.
Looks like we were not able to place the reservation. Kindly try again later.
Are you sure you want to remove the book from the shelf?
Python for Finance
Do you wish to request the book?
Python for Finance
Please be aware that the book you have requested cannot be checked out. If you would like to checkout this book, you can reserve another copy
We have requested the book for you!
Your request is successful and it will be processed during the Library working hours. Please check the status of your request in My Requests.
Oops! Something went wrong.
Looks like we were not able to place your request. Kindly try again later.
eBook
Python for Finance
2014
Overview
Python is a free and powerful tool which can be used to build a financial calculator and price options, and can also explain many trading strategies and test various hypotheses. In addition to that, real-world data can be used to run CAPM (Capital Asset Pricing Model), the Fama-French 3-factor model, estimate VaR (Value at Risk), and estimate spread, illiquidity, and liquidity. This book explores the basics of programming in Python. It is a step-by-step tutorial that will teach you, with the help of concise, practical programs, how to run various statistic tests. With this book, you will learn how to implement financial concepts using python libraries like NumPy, SciPy and Matplotlib. This book introduces you to the basic concepts and operations related to Python. After that, we move on to how you can use Python to build a financial calculator. After going through several key modules (packages), you will learn how to run various statistics tests such as T-tests, F-tests, and normality tests. The book will then cover how to run CAPM (Capital Asset Pricing Model) and the Fama-French 3-factor model, as well as how to form various portfolios and estimate individual stock and portfolios' VaR (Value at Risk). You will learn about various financial concepts using python libraries like NumPy, SciPy and Matplotlib, and trading strategies through illustrations and graphs. You will also learn how to retrieve the historical trading data of stock, option data, and other data from public data sources. You will then discover how you can process the data sources that you obtain to estimate returns and convert daily returns into monthly or annual returns, as well as how to estimate a portfolio's variance-covariance matrix. A hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series
using Python. Python for Finance is perfect for graduate students, practitioners, and application developers who wish to learn how to utilize Python to handle their financial needs. Basic knowledge of Python will be helpful but knowledge of programming is necessary.
Publisher
Packt Publishing, Limited
ISBN
1783284374, 9781783284375
