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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

Acknowledgments

I would like to thank Ben Amoako-Adu, Brian Smith (who taught me the first two finance courses and offered unstinting support for many years after my graduation), George Athanassakos (one of his assignments "forced" me to learn C), Jin-Chun Duan, Wei-Hung Mao, Jerome Detemple, Bill Sealey, Chris Jacobs, Mo Chaudhury (my former professors at McGill), and Laurence Kryzanowski. (His wonderful teaching inspired me to concentrate on empirical finance and he edited my doctoral thesis word by word even though he was not my supervisor!)

There is no doubt that my experience at Wharton has shaped my thinking and enhanced my skill sets. I thank Chris Schull and Michael Boldin for offering me the job; Mark Keintz, Dong Xu, Steven Crispi, and Dave Robinson, my former colleagues, who helped me greatly during my first two years at Wharton; and Eric Zhu, Paul Ratnaraj, Premal Vora, Shuguang Zhang, Michelle Duan, Nicholle Mcniece, Russ Ney, Robin Nussbaum-Gold, and Mireia Gine for all their help.

In addition, I'd like to thank Shaobo Ji, Tong Yu, Shaoming Huang, Xing Zhang, Changwen Miao, Karyl Leggio, Lisa Fairchild, K. G. Viswanathan, Na Wang, Mark Lennon, and Qiyu (Jason) Zhang for helping me in many ways. I also want to thank Shaojun Zhang and Qian Sun, my former colleagues and co-authors on several papers, for their valuable input and discussions.

Creating a good book involves many talented publishing professionals and external reviewers in addition to the author(s). I would like to acknowledge the excellent efforts and input from the staff of my publisher, Packt Publishing, especially Llewellyn F. Rozario, Swati Kumari, Arwa Manasawala, Ruchita Bhansali, Apeksha Chitnis, and Pramila Balan as well as the external reviewers, Martin Olveyra, Mourad MOURAFIQ, and Loucas Parayiannis, for their valuable advice, suggestions, and criticism.

Finally, and most importantly, I thank my wife, Xiaoning Jin, for her strong support, my daughter, Jing Yan, and son, James Yan, for their understanding and love they have showered on me over the years.

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Python for Finance
Published in: Apr 2014 Publisher: ISBN-13: 9781783284375
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