⛅ The Best ‼ Python for Finance - Second Edition: Apply powerful finance models and quantitative analysis with Python ⛏ Kindle Ebook By Yuxing Yan ⛺ Learn and implement various Quantitative Finance concepts using the popular Python libraries
About This BookUnderstand the fundamentals of Python data structures and work with time series dataImplement key concepts in quantitative finance using popular Python libraries such as NumPy, SciPy, and matplotlibA step by step tutorial packed with many Python programs that will help you learn how to apply Python to finance
Who This Book Is ForThis book assumes that the readers have some basic knowledge related to Python However, he she has no knowledge of quantitative finance In addition, he she has no knowledge about financial data.
What You Will LearnBecome acquainted with Python in the first two chaptersRun CAPM, Fama French 3 factor, and Fama French Carhart 4 factor modelsLearn how to price a call, put, and several exotic optionsUnderstand Monte Carlo simulation, how to write a Python program to replicate the Black Scholes Merton options model, and how to price a few exotic optionsUnderstand the concept of volatility and how to test the hypothesis that volatility changes over the yearsUnderstand the ARCH and GARCH processes and how to write related Python programs
In DetailThis book uses Python as its computational tool Since Python is free, any school or organization can download and use it.This book is organized according to various finance subjects In other words, the first edition focuses on Python, while the second edition is truly trying to apply Python to finance.The book starts by explaining topics exclusively related to Python Then we deal with critical parts of Python, explaining concepts such as time value of money stock and bond evaluations, capital asset pricing model, multi factor models, time series analysis, portfolio theory, options and futures.This book will help us to learn or review the basics of quantitative finance and apply Python to solve various problems, such as estimating IBM s market risk, running a Fama French 3 factor, 5 factor, or Fama French Carhart 4 factor model, estimating the VaR of a 5 stock portfolio, estimating the optimal portfolio, and constructing the efficient frontier for a 20 stock portfolio with real world stock, and with Monte Carlo Simulation Later, we will also learn how to replicate the famous Black Scholes Merton option model and how to price exotic options such as the average price call option.
Style and approachThis book takes a step by step approach in explaining the libraries and modules in Python, and how they can be used to implement various aspects of quantitative finance Each concept is explained in depth and supplemented with code examples for better understanding. Python Programming Tutorials Hello and welcome to a Python for Finance tutorial series In this series, we re going run through the basics of importing financial stock data into using Pandas framework From here, ll manipulate attempt come up with some sort system investing in companies For Algorithmic Trading article DataCamp Check out Yves Hilpisch s book, which is great book those who already have gathered background Finance, but not so much Mastering Data Science by Michael Heydt also recommended want get started Analyze Big Financial O Reilly Reviews I purchased while back use it religiously, cannot thank you enough An excellent summary state art GitHub yhilpisch pyfi Reilly Contribute development creating an account on GitHub The industry has adopted at tremendous rate recently, largest investment banks hedge funds build core trading risk management systems Media This h The Quants Group tpq focuses Science, Artifical Intelligence, Computational We Analysis Udemy , ratings Course 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- Python for Finance - Second Edition: Apply powerful finance models and quantitative analysis with Python
- 586 pages
- Yuxing Yan
- 20 June 2016 Yuxing Yan