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You're reading from  Python for Finance

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Published inApr 2014
Reading LevelBeginner
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ISBN-139781783284375
Edition1st Edition
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Author (1)
Yuxing Yan
Yuxing Yan
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Yuxing Yan

Yuxing Yan graduated from McGill University with a PhD in finance. Over the years, he has been teaching various finance courses at eight universities: McGill University and Wilfrid Laurier University (in Canada), Nanyang Technological University (in Singapore), Loyola University of Maryland, UMUC, Hofstra University, University at Buffalo, and Canisius College (in the US). His research and teaching areas include: market microstructure, open-source finance and financial data analytics. He has 22 publications including papers published in the Journal of Accounting and Finance, Journal of Banking and Finance, Journal of Empirical Finance, Real Estate Review, Pacific Basin Finance Journal, Applied Financial Economics, and Annals of Operations Research. He is good at several computer languages, such as SAS, R, Python, Matlab, and C. His four books are related to applying two pieces of open-source software to finance: Python for Finance (2014), Python for Finance (2nd ed., expected 2017), Python for Finance (Chinese version, expected 2017), and Financial Modeling Using R (2016). In addition, he is an expert on data, especially on financial databases. From 2003 to 2010, he worked at Wharton School as a consultant, helping researchers with their programs and data issues. In 2007, he published a book titled Financial Databases (with S.W. Zhu). This book is written in Chinese. Currently, he is writing a new book called Financial Modeling Using Excel — in an R-Assisted Learning Environment. The phrase "R-Assisted" distinguishes it from other similar books related to Excel and financial modeling. New features include using a huge amount of public data related to economics, finance, and accounting; an efficient way to retrieve data: 3 seconds for each time series; a free financial calculator, showing 50 financial formulas instantly, 300 websites, 100 YouTube videos, 80 references, paperless for homework, midterms, and final exams; easy to extend for instructors; and especially, no need to learn R.
Read more about Yuxing Yan

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About the Reviewers

Jiri Pik is a finance and business intelligence consultant working with major investment banks, hedge funds, and other financial players. He has architected and delivered breakthrough trading, portfolio and risk management systems, and decision-support systems across industries.

His consulting firm, WIXESYS, provides their clients with certified expertise, judgment, and execution at the speed of light. WIXESYS' power tools include revolutionary Excel and Outlook add-ons available at http://spearian.com.

Loucas Papayiannis was born and raised in Cyprus, where he graduated from the English School in Nicosia. After completing his mandatory military service at the Cyprus National Guard, Loucas left for the University of California, Berkeley, where he obtained a BSc in Electrical Engineering and Computer Science. While at Berkeley, he had the opportunity to work for the Bosch Research Center in Palo Alto, where he developed a strong interest in computer-human interface.

In an unexpected turn of events, an opportunity to work for Bloomberg LP in London came up, after he completed his studies. Despite the fact that financial software was a sharp change of direction from where Loucas was heading at the time, he moved to London and seized the opportunity. He quickly grew to enjoy this new field and consequently enrolled in an MSc program in Financial Mathematics at King's College, London while still working full time, completing this degree in 2011.

In 2010, he started at Goldman Sachs, and in August 2012, he joined Barclays Capital, where he is currently employed. His work is focused on developing an FX Options application, and he mainly works with C++. However, he has worked with a variety of languages and technologies through the years. He is a Linux and Python enthusiast and spends his free time experimenting and developing applications with them.

Mourad MOURAFIQ is a software engineer and data scientist. After successfully completing his studies in Applied Mathematics, he worked at an investment bank as a quantitative modeler in the structured products market, specializing in ABS, CDO, and CDS. Then, he worked as a quantitative analyst for the largest French bank.

After a couple of years in the financial world, he discovered a passion for machine learning and computational mathematics and decided to join a start-up that specializes in software mining and artificial intelligence.

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Published in: Apr 2014Publisher: ISBN-13: 9781783284375
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Author (1)

author image
Yuxing Yan

Yuxing Yan graduated from McGill University with a PhD in finance. Over the years, he has been teaching various finance courses at eight universities: McGill University and Wilfrid Laurier University (in Canada), Nanyang Technological University (in Singapore), Loyola University of Maryland, UMUC, Hofstra University, University at Buffalo, and Canisius College (in the US). His research and teaching areas include: market microstructure, open-source finance and financial data analytics. He has 22 publications including papers published in the Journal of Accounting and Finance, Journal of Banking and Finance, Journal of Empirical Finance, Real Estate Review, Pacific Basin Finance Journal, Applied Financial Economics, and Annals of Operations Research. He is good at several computer languages, such as SAS, R, Python, Matlab, and C. His four books are related to applying two pieces of open-source software to finance: Python for Finance (2014), Python for Finance (2nd ed., expected 2017), Python for Finance (Chinese version, expected 2017), and Financial Modeling Using R (2016). In addition, he is an expert on data, especially on financial databases. From 2003 to 2010, he worked at Wharton School as a consultant, helping researchers with their programs and data issues. In 2007, he published a book titled Financial Databases (with S.W. Zhu). This book is written in Chinese. Currently, he is writing a new book called Financial Modeling Using Excel — in an R-Assisted Learning Environment. The phrase "R-Assisted" distinguishes it from other similar books related to Excel and financial modeling. New features include using a huge amount of public data related to economics, finance, and accounting; an efficient way to retrieve data: 3 seconds for each time series; a free financial calculator, showing 50 financial formulas instantly, 300 websites, 100 YouTube videos, 80 references, paperless for homework, midterms, and final exams; easy to extend for instructors; and especially, no need to learn R.
Read more about Yuxing Yan