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Yan, Yuxing

Python for Finance build real-life Python applications for quantitative finance and financial engineering Yuxing Yan - Birmingham (Inglaterra) Packt Publishing 2014 - ix, 386 páginas - Community experience distilled .

Python is a free and powerful tool which can be used to build a financial calculator and price options, and can also explain many trading strategies and test various hypotheses. In addition to that, real-world data can be used to run CAPM (Capital Asset Pricing Model), the Fama-French 3-factor model, estimate VaR (Value at Risk), and estimate spread, illiquidity, and liquidity. This book explores the basics of programming in Python. It is a step-by-step tutorial that will teach you, with the help of concise, practical programs, how to run various statistic tests. With this book, you will learn.

9781783284375


Python (Lenguaje de programación para computadores)
Lenguajes de programación --Finanzas
Finanzas

332.0285