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Download this book in **EPUB** and **PDF** formats

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Publication date :
Apr 2, 2014

Length
408 pages

Edition :
1st Edition

Language :
English

ISBN-13 :
9781783284375

Category :

Languages :

Concepts :

Tools :

View table of contents
Preview Book

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

Download this book in **EPUB** and **PDF** formats

Access this title in our online reader with advanced features

Publication date :
Apr 2, 2014

Length
408 pages

Edition :
1st Edition

Language :
English

ISBN-13 :
9781783284375

Category :

Languages :

Concepts :

Tools :

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

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