کتابخانه

Python for Finance Volume: Author(s): Yuxing Yan | Publisher: Packt Publishing | Year: 2017 | Language: English | Pages: 586 | Size: 6 MB | Extension: pdf

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 financeWho This Book Is For
This 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 programsIn Detail
This book uses Python as its computational tool. Since Python is free, any school or organization can download and use it.