Key Features
Book Description
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.What you will learn
- Build a financial calculator based on Python
- Learn how to price various types of options such as European, American, average, lookback, and barrier options
- Write Python programs to download data from Yahoo! Finance
- Estimate returns and convert daily returns into monthly or annual returns
- Form an nstock portfolio and estimate its variancecovariance matrix
- Estimate VaR (Value at Risk) for a stock or portfolio
- Run CAPM (Capital Asset Pricing Model) and the FamaFrench 3factor model
- Learn how to optimize a portfolio and draw an efficient frontier
- Conduct various statistic tests such as Ttests, Ftests, and normality tests
Who this book is for
Table of Contents
- Python Installation and Introduction
- Using Python as an ordinary calculator
- Using Python as a financial calculator
- Python codes (13 lines) to price a call option
- Introduction to modules
- Introduction to NumPy and SciPy modules
- Visual Finance via Matplotlib
- Statistical Analysis of Time Series
- Python loops and implied volatility based on the Black-Scholes model
- Statistical analysis of time series data
- Monte Carlo Simulation for options
- Volatility Measures and GARCH
Loading...
Loading...
