Python for Finance, 2nd Edition
Python for Finance: Apply powerful finance models and quantitative analysis with Python, 2nd Edition
English | 2017 | ISBN: 9781787125698 | 586 Pages | PDF EPUB MOBI (True) | 55 MB
English | 2017 | ISBN: 9781787125698 | 586 Pages | PDF EPUB MOBI (True) | 55 MB
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.