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Python for Finance

You're reading from Python for Finance Apply powerful finance models and quantitative analysis with Python

Product type Paperback

Published in Jun 2017

Publisher

ISBN-13 9781787125698

Length 586 pages

Edition 2nd Edition

Languages

Python

Tools

Matplotlib

Concepts

Data Analysis

Table of Contents (17) Chapters

Preface

1. Python Basics FREE CHAPTER

2. Introduction to Python Modules

3. Time Value of Money

4. Sources of Data

Diving into deeper concepts

5. Bond and Stock Valuation

6. Capital Asset Pricing Model

7. Multifactor Models and Performance Measures

8. Time-Series Analysis

9. Portfolio Theory

10. Options and Futures

11. Value at Risk

12. Monte Carlo Simulation

13. Credit Risk Analysis

14. Exotic Options

15. Volatility, Implied Volatility, ARCH, and GARCH

Index

Exercises

How many credit agencies are there in the US? Which are the major ones?
How many types of definition of risk are there? What are the differences between credit risk and market risk?
How do you estimate the total risk and market risk of a firm? What is the related mathematical formula?
How do you estimate the credit risk of a firm? What is the related mathematical formula?
Why might the credit risk of a bond be different than its company's credit rating?
If everything is equal, which one is for risk, long-term bonds, or short-term bonds?
What is the definition of credit spread? Why is it useful?
What are uses of the term structure of interest rate?
What are the definitions of X1, X2, X3, X4, and X5 for Altman's Z-score? Explain why the higher a Z-score, the lower the probability of bankruptcy:
Identify an issue with z score and find a way to address the issue.
What is the one-year migration (transition) matrix?
What is the relationship between the credit rating and the default probability...

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