e-mail sitemap strona główna
Tylko dzisiaj!
Promocja dnia

30% taniej

więcej
Administrowanie sieciami Cisco. Kurs video. Przygotowanie do egzaminu CCNA/ICND1 100-105
Cena: 57 39.90 zł

Jak zarabiać kilkadziesiąt dolarów dziennie?

Darmowa część I

więcej
Poznaj sekrety Google AdSense
Cena: 39.97 zł
Visual Studio .NET 2005

Dwie darmowe części

więcej
Sekrety języka C#
Cena: 29.95 zł


Kategoria: Big Data
Seria: Inne


Python for Finance - Second Edition

Yuxing Yan
Data wydania: 2017-06-30
stron: 586, miękka oprawa, format:

więcej na stronie helion.pl
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.


Cena: 179.00 zł

dodaj do koszyka
Powiadom znajomego


Pozostałe z kategorii: Big Data

Practical Computer Vision (109.00zł)
Hands-On Data Science with R (129.00zł)
Python Data Science Essentials (139.00zł)
Text Mining: metody, narzędzia i zastosowania. Wykorzystanie SAS Text Analytics (49.45zł)
Big Data Glossary. A Guide to the New Generation of Data Tools (50.92zł)
Hands-On Data Analysis with NumPy and pandas (94.99zł)
Head First Data Analysis. A learner's guide to big numbers, statistics, and good decisions (143.65zł)
Big Data. Najlepsze praktyki budowy skalowalnych systemów obsługi danych w czasie rzeczywistym (29.50zł)
Practical Data Science Cookbook - Second Edition (159.00zł)
Data Analysis with R, Second Edition (129.00zł)
Matplotlib 2.x By Example (159.00zł)
Data Lake for Enterprises (84.99zł)
Machine Learning with scikit-learn Quick Start Guide (94.99zł)
Learning Jupyter 5 (129.00zł)
R Deep Learning Projects (109.00zł)
Kibana 7 Quick Start Guide (94.99zł)
Data Analysis with IBM SPSS Statistics (209.00zł)
Effective Business Intelligence with QuickSight (159.00zł)
Regression Analysis with R (129.00zł)
Analiza danych w naukach ścisłych i technice (49.45zł)

Pozostałe z serii: Inne

Hadoop Application Architectures (152.15zł)
Ruby on Rails: Up and Running. Up and Running (84.92zł)
Enterprise JavaBeans 3.0. Wydanie V. eBook. ePub (69.00zł)
Projektowanie hurtowni danych. Wspomaganie zarządzania relacjami z klientami (59.00zł)
Excel w obliczeniach naukowych i technicznych. eBook. Pdf (31.99zł)
Learning C for Arduino (159.00zł)
Oracle Database 10g Express Edition. Tworzenie aplikacji internetowych w PHP (87.00zł)
Bardziej efektywny C#. 50 sposobów ulepszenia języka C# (60.80zł)
Windows Vista PL. Biblia (169.00zł)
Learning Scala. Practical Functional Programming for the JVM (118.15zł)
Practical Mobile Forensics - Third Edition (139.00zł)
LPI Linux Certification in a Nutshell. 2nd Edition (169.15zł)
Azure PowerShell Quick Start Guide (94.99zł)
Microsoft Visual Studio 2012. Programowanie w C i C++ (89.00zł)
SEO Warrior. Essential Techniques for Increasing Web Visibility (126.65zł)
ArcGIS Pro 2.x Cookbook (169.00zł)
Optymalizacja systemu Windows (39.90zł)
Inteligencja perswazyjna (PQ). Poznaj 10 *** umiejętności wywierania wpływu (39.00zł)
Wampiry. Historia z zimną krwią spisana (34.00zł)
Click Millionaires, czyli internetowi milionerzy. E-biznes na twoich zasadach (19.95zł)

najlepszy symetryczny bezprzewodowy internet kurów telefon | torby papierowe z nadrukiem | transport osób Piła | multispas | popularne zwierzaki