Python for Finance

Yuxing Yan

ISBN 10: 1783284374 / ISBN 13: 9781783284375

Published by Packt Publishing Limited, GB, 2023

About this Item

Key FeaturesBook DescriptionA 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.What you will learnBuild a financial calculator based on PythonLearn how to price various types of options such as European, American, average, lookback, and barrier optionsWrite Python programs to download data from Yahoo! FinanceEstimate returns and convert daily returns into monthly or annual returnsForm an nstock portfolio and estimate its variancecovariance matrixEstimate VaR (Value at Risk) for a stock or portfolioRun CAPM (Capital Asset Pricing Model) and the FamaFrench 3factor modelLearn how to optimize a portfolio and draw an efficient frontierConduct various statistic tests such as Ttests, Ftests, and normality testsWho this book is for.

Seller Inventory # LU-9781783284375

Bibliographic Details

• Title: Python for Finance
• Publisher: Packt Publishing Limited, GB
• Publication Date: 2023
• Language: English
• ISBN 10: 1783284374
• ISBN 13: 9781783284375
• Binding: Digital
• Condition: New

About this title

Synopsis

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.

About the Author

Yuxing Yan

Yuxing Yan graduated from McGill university with a PhD in finance. He has taught various finance courses, such as Financial Modeling, Options and Futures, Portfolio Theory, Quantitative Financial Analysis, Corporate Finance, and Introduction to Financial Databases to undergraduate and graduate students at seven universities: two in Canada, one in Singapore, and four in the USA. Dr. Yan has actively done research with several publications in Journal of Accounting and Finance, Journal of Banking and Finance, Journal of Empirical Finance, Real Estate Review, Pacific Basin Finance Journal, Applied Financial Economics, and Annals of Operations Research. For example, his latest publication, coauthored with Shaojun Zhang, will appear in the Journal of Banking and Finance in 2014. His research areas include investment, market microstructure, and open source finance. He is proficient at several computer languages such as SAS, R, MATLAB, C, and Python. From 2003 to 2010, he worked as a technical director at Wharton Research Data Services (WRDS), where he debugged several hundred computer programs related to research for WRDS users. After that, he returned to teaching in 2010 and introduced R into several quantitative courses at two universities. Based on lecture notes, he has the first draft of an unpublished manuscript titled Financial Modeling using R. In addition, he is an expert on financial data. While teaching at NTU in Singapore, he offered a course called Introduction to Financial Databases to doctoral students. While working at WRDS, he answered numerous questions related to financial databases and helped update CRSP, Compustat, IBES, and TAQ (NYSE highfrequency database). In 2007, Dr. Yan and S.W. Zhu (his coauthor) published a book titled Financial Databases, Shiwu Zhu and Yuxing Yan, Tsinghua University Press. Currently, he spends considerable time and effort on public financial data. If you have any queries, you can always contact him at yany@canisius.edu.