Book

Python for Finance

Python is a free and powerful tool used for quantitative finance and is a popular choice amongst many financial analysts. This book will teach you the basics of quantitative finance, and how they can be implemented by making use of the various Python libraries and modules.This book introduces you to the basic concepts and operations related to Python and teaches you how to work with the various Python libraries like NumPy, Scipy, Matplotlib, and Pandas for quantitative analysis. You will work with time-series data, and implement concepts like stochastics for Monte-Carlo simulation, hedging, derivatives, portfolio optimization and more.This book is a hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python.

Offered byPackt Logo

Difficulty Level

Intermediate

Completion Time

19h32m

Language

English

About Book

Who Is This Book 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.

Book content

chapters 19h32m total length

Python basics

Introduction to Python Modules

Time value of money

Sources of Economics/finance/accounting data

Bond and stock evaluations

Capital Asset Pricing Model

Multifactor models and performance measures

Time Series Analysis

Portfolio Theory

Options and Futures

VaR (Value at Risk)

Monte Carlo Simulation

Credit Risk Analysis

Exotic Options

Volatility, implied volatility, ARCH and GARCH

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