Title: Python for Finance Apply powerful finance models and quantitative analysis with Python, 2nd Edition
Publisher: Packt Publishing Limited
Publication Date: 2017
Language: English
ISBN 10: 1787125696
ISBN 13: 9781787125698
Binding: PAP
Edition: 2nd Edition
Condition: New
Weight: 1198 grams

About this title

Synopsis

Learn and implement various Quantitative Finance concepts using the popular Python libraries

Key Features:

Understand the fundamentals of Python data structures and work with time-series data
Implement key concepts in quantitative finance using popular Python libraries such as NumPy, SciPy, and matplotlib
A step-by-step tutorial packed with many Python programs that will help you learn how to apply Python to finance

Book Description:

This 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 more 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.

What You Will Learn:

Become acquainted with Python in the first two chapters
Run CAPM, Fama-French 3-factor, and Fama-French-Carhart 4-factor models
Learn how to price a call, put, and several exotic options
Understand Monte Carlo simulation, how to write a Python program to replicate the Black-Scholes-Merton options model, and how to price a few exotic options
Understand the concept of volatility and how to test the hypothesis that volatility changes over the years
Understand the ARCH and GARCH processes and how to write related Python programs

Who 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.

About the Author

Yuxing Yan graduated from McGill University with a PhD in finance. Over the years, he has been teaching various finance courses at eight universities

"About this title" may belong to another edition of this title.

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