Description:Build real-life Python applications for quantitative finance and financial engineering with this book and ebookOverviewEstimate market risk, form various portfolios, and estimate their variance-covariance matrixes using real-world dataExplains many financial concepts and trading strategies with the help of graphsA step-by-step tutorial with many Python programs that will help you learn how to apply Python to financeIn DetailPython is a free and powerful tool that can be used to build a financial calculator and price options, and can also explain many trading strategies and test various hypotheses. This book details the steps needed to retrieve time series data from different public data sources.Python for Finance 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. This book introduces you to the basic concepts and operations related to Python. You will also learn how to estimate illiquidity, Amihud (2002), liquidity measure, Pastor and Stambaugh (2003), Roll spread (1984), spread based on high-frequency data, beta (rolling beta), draw volatility smile and skewness, and construct a binomial tree to price American options.This book is 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.What you will learn from this bookBuild 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 n-stock portfolio and estimate its variance-covariance matrixEstimate VaR (Value at Risk) for a stock or portfolioRun CAPM (Capital Asset Pricing Model) and the Fama-French 3-factor modelLearn how to optimize a portfolio and draw an efficient frontierConduct various statistic tests such as T-tests, F-tests, and normality testsApproachA hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Python for Finance. To get started finding Python for Finance, you are right to find our website which has a comprehensive collection of manuals listed. Our library is the biggest of these that have literally hundreds of thousands of different products represented.
Description: Build real-life Python applications for quantitative finance and financial engineering with this book and ebookOverviewEstimate market risk, form various portfolios, and estimate their variance-covariance matrixes using real-world dataExplains many financial concepts and trading strategies with the help of graphsA step-by-step tutorial with many Python programs that will help you learn how to apply Python to financeIn DetailPython is a free and powerful tool that can be used to build a financial calculator and price options, and can also explain many trading strategies and test various hypotheses. This book details the steps needed to retrieve time series data from different public data sources.Python for Finance 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. This book introduces you to the basic concepts and operations related to Python. You will also learn how to estimate illiquidity, Amihud (2002), liquidity measure, Pastor and Stambaugh (2003), Roll spread (1984), spread based on high-frequency data, beta (rolling beta), draw volatility smile and skewness, and construct a binomial tree to price American options.This book is 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.What you will learn from this bookBuild 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 n-stock portfolio and estimate its variance-covariance matrixEstimate VaR (Value at Risk) for a stock or portfolioRun CAPM (Capital Asset Pricing Model) and the Fama-French 3-factor modelLearn how to optimize a portfolio and draw an efficient frontierConduct various statistic tests such as T-tests, F-tests, and normality testsApproachA hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Python for Finance. To get started finding Python for Finance, you are right to find our website which has a comprehensive collection of manuals listed. Our library is the biggest of these that have literally hundreds of thousands of different products represented.