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Python for Finance

You're reading from  Python for Finance

Product type Book
Published in Apr 2014
Publisher
ISBN-13 9781783284375
Pages 408 pages
Edition 1st Edition
Languages
Author (1):
Yuxing Yan Yuxing Yan
Profile icon Yuxing Yan

Table of Contents (20) Chapters

Python for Finance
Credits
About the Author
Acknowledgments
About the Reviewers
www.PacktPub.com
Preface
Introduction and Installation of Python Using Python as an Ordinary Calculator Using Python as a Financial Calculator 13 Lines of Python to Price a Call Option Introduction to Modules Introduction to NumPy and SciPy Visual Finance via Matplotlib Statistical Analysis of Time Series The Black-Scholes-Merton Option Model Python Loops and Implied Volatility Monte Carlo Simulation and Options Volatility Measures and GARCH Index

Understanding how to use matplotlib


The best way to understand the usage of the matplotlib module is through examples. The following example could be the simplest one since it has just three lines of Python code. The objective is to link several points. By default, the matplotlib module assumes that the x axis starts at zero and moves by one on every element of the array. The following command lines illustrate this situation:

>>>from matplotlib.pyplot import *
>>>plot([1,2,3,10])
>>>show()

After we press the Enter key after typing the last command of show(), the following graph will appear:

At the bottom of the graph, we can find a set of icons, and based on them, we could adjust our image and other functions, such as saving our image. After closing the preceding figure, we could return to Python prompt. On the other hand, if we issue show() the second time, nothing will happen. To repeat the preceding graph, we have to issue both plot([1,2,3,10]) and show().

We...

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