Python for Finance

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Название:Python for Finance

Издательство: PACKT

Автор:Yuxing Yan

Год: 2014

Количество страниц:408

Язык:English

Формат:mobi

Размер:14,9 Mb

Build real-life Python applications for quantitative finance and financial engineering with this book and ebook

Build a financial calculator based on Python

Learn how to price various types of options such as European, American, average, lookback, and barrier options

Write Python programs to download data from Yahoo! Finance

Estimate returns and convert daily returns into monthly or annual returns

Form an n-stock portfolio and estimate its variance-covariance matrix

Estimate VaR (Value at Risk) for a stock or portfolio

Run CAPM (Capital Asset Pricing Model) and the Fama-French 3-factor model

Learn how to optimize a portfolio and draw an efficient frontier

Conduct various statistic tests such as T-tests, F-tests, and normality tests

Approach

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