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Python for Finance : build real-life Python applications for quantitative finance and financial engineering

por Yan, Yuxing
Series: Community experience distilled Publicado por : Packt Publishing (Birmingham (Inglaterra)) Detalles físicos: ix, 386 páginas ISBN:9781783284375. Año : 2014
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Mezanine
Libro de reserva 332.0285 Y21pf (Navegar estantería) Ej.1 Disponible 100154233
Libro Libro Claustro
Mezanine
Libro 332.0285 Y21pf (Navegar estantería) Ej.2 Disponible 100154234
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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.