Python for Finance.:

Python is a free and powerful tool which can be used to build a financial calculator and price options, and can also explain many trading strategies and test various hypotheses. In addition to that, real-world data can be used to run CAPM (Capital Asset Pricing Model), the Fama-French 3-factor model...

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Bibliographische Detailangaben
1. Verfasser: Yan, Yuxing
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Packt Publishing, 2014.
Schriftenreihe:Community experience distilled.
Schlagworte:
Online-Zugang:Volltext
Zusammenfassung:Python is a free and powerful tool which can be used to build a financial calculator and price options, and can also explain many trading strategies and test various hypotheses. In addition to that, real-world data can be used to run CAPM (Capital Asset Pricing Model), the Fama-French 3-factor model, estimate VaR (Value at Risk), and estimate spread, illiquidity, and liquidity. This book explores the basics of programming in Python. It is a step-by-step tutorial that will teach you, with the help of concise, practical programs, how to run various statistic tests. With this book, you will learn.
Beschreibung:1 online resource
ISBN:1306708834
9781306708838
9781783284382
1783284382