9781787125698 - Python for Finance: Apply powerful finance models and quantitative analysis with Python, 2nd Edition di Yan, Yuxing (27 risultati)

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Digital. Condizione: New. Learn and implement various Quantitative Finance concepts using the popular Python librariesAbout 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 financeWho This Book Is ForThis 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 programsIn DetailThis 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 approachThis 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.

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Condizione: Gut. Zustand: Gut | Seiten: 586 | Sprache: Englisch | Produktart: Bücher | Learn and implement various Quantitative Finance concepts using the popular Python libraries Key Features: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 Book Description: 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. 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 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.

Digital. Condizione: New. Learn and implement various Quantitative Finance concepts using the popular Python librariesAbout 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 financeWho This Book Is ForThis 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 programsIn DetailThis 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 approachThis 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.

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Condizione: New. Print on Demand pp. 586.

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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. KlappentextrnrnLearn and implement various Quantitative Finance concepts using the popular Python librariesnnnKey Features:Understand the fundamentals of Python data structures and work with time-series datanImplement key concepts in quantitativ.

Taschenbuch. Condizione: Neu. Python for Finance - Second Edition | Apply powerful finance models and quantitative analysis with Python | Yuxing Yan | Taschenbuch | Kartoniert / Broschiert | Englisch | 2017 | Packt Publishing | EAN 9781787125698 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Learn and implement various Quantitative Finance concepts using the popular Python librariesKey Features:Understand the fundamentals of Python data structures and work with time-series dataImplement key concepts in quantitative finance using popular Python libraries such as NumPy, SciPy, and matplotlibA step-by-step tutorial packed with many Python programs that will help you learn how to apply Python to financeBook Description:This book uses Python as its computational tool. Since Python is free, any school ororganization 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 theoryoptions 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 riskrunning 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.What You Will Learn:Become acquainted with Python in the first two chaptersRun CAPM, Fama-French 3-factor, and Fama-French-Carhart 4-factor modelsLearn how to price a call, put, and several exotic optionsUnderstand Monte Carlo simulation, how to write a Python program to replicate the Black-Scholes-Merton options model, and how to price a few exotic optionsUnderstand the concept of volatility and how to test the hypothesis that volatility changes over the yearsUnderstand the ARCH and GARCH processes and how to write related Python programsWho 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.