Python for Finance -

Yuxing Yan

28 valoraciones de Goodreads

Idioma: inglés

Editorial: Packt Publishing Limited, 2023

1787125696 / 9781787125698

  • Tapa blanda
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Librería: World of Books (was SecondSale), Montgomery, IL, Estados Unidos de AmericaWorld of Books (was SecondSale)

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Vendedor de IberLibro desde 20 de diciembre de 2007

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Descripción del artículo del vendedor

Learn and implement various Quantitative Finance concepts using the popular Python libraries About This Book ? Understand the fundamentals of Python data structures and work with time-series data ? Implement key concepts in quantitative finance using popular Python libraries such as NumPy, SciPy, and matplotlib ? A step-by-step tutorial packed with many Python programs that will help you learn how to apply Python to finance Who This Book Is For This book assumes that the readers have some basic knowledge related to Python. However, he/she has no knowledge of quantitative finance. In addition, he/she has no knowledge about financial data. What You Will Learn ? Become acquainted with Python in the first two chapters ? Run CAPM, Fama-French 3-factor, and Fama-French-Carhart 4-factor models ? Learn how to price a call, put, and several exotic options ? Understand Monte Carlo simulation, how to write a Python program to replicate the Black-Scholes-Merton options model, and how to price a few exotic options ? Understand the concept of volatility and how to test the hypothesis that volatility changes over the years ? Understand the ARCH and GARCH processes and how to write related Python programs In Detail This book uses Python as its computational tool. Since Python is free, any school or organization can download and use it. This book is organized according to various finance subjects. In other words, the first edition focuses more on Python, while the second edition is truly trying to apply Python to finance. The book starts by explaining topics exclusively related to Python. Then we deal with critical parts of Python, explaining concepts such as time value of money stock and bond evaluations, capital asset pricing model, multi-factor models, time series analysis, portfolio theory, options and futures. This book will help us to learn or review the basics of quantitative finance and apply Python to solve various problems, such as estimating IBM's market risk, running a Fama-French 3-factor, 5-factor, or Fama-French-Carhart 4 factor model, estimating the VaR of a 5-stock portfolio, estimating the optimal portfolio, and constructing the efficient frontier for a 20-stock portfolio with real-world stock, and with Monte Carlo Simulation. Later, we will also learn how to replicate the famous Black-Scholes-Merton option model and how to price exotic options such as the average price call option. Style and approach This book takes a step-by-step approach in explaining the libraries and modules in Python, and how they can be used to implement various aspects of quantitative finance. Each concept is explained in depth and supplemented with code examples for better understanding.…

N° de ref. del artículo CIN1787125696G

Título
Python for Finance -
Autor
Yuxing Yan
Editorial
Packt Publishing Limited
Año de publicación
2023
Estado
Good
Encuadernación
Encuadernación de tapa blanda
Idioma
inglés
ISBN 10
1787125696
ISBN 13
9781787125698
Edición
2ª Edición

World of Books (was SecondSale)

Montgomery, IL, Estados Unidos de America

Vendedor de 5 estrellas

Vendedor de IberLibro desde 20 de diciembre de 2007

Tarifas de envío en Estados Unidos de America

ArtículoDe 4 a 12 días hábilesDe 3 a 6 días hábiles
Primer artículoEUR 0,00EUR 9,81
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Founded in 2002, World of Books is a leading online destination for buying and selling both preloved and new books, committed to making sustainable reading accessible to all. With a mission to help people read more and waste less, World of Books offers a huge range of affordable, high-quality books — giving both new and preloved titles a second life. The company also operates World of Books – Sell Your Books, an easy-to-use platform that allows customers to trade in unwanted books for cash, helping to keep books in circulation while promoting sustainability. As a Certified B Corp, World of Books is driven by a vision to become the world’s largest and most sustainable dedicated online bookstore. The company measures its success through the positive environmental impact it creates, the value it provides to customers, and its ability to operate profitably while supporting its sustainable mission …

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