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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

What is the meaning of CAPM? Is it a linear model?
What are the features of a one-factor linear model?
What are the definitions of total risk and market risk and do you measure them?
Explain the similarity and difference between the following two equations:
What is the relationship between total risk and market risk for a stock?
Who should care about CAPM or what are the usages of the model?
If stock A has a higher market risk than stock B, does it mean that A has a higher expected return as well? Explain.
How do you measure different types of risk?
How do you predict the expected market returns?
If we know the expected market risk premium, how do you predict the cost of equity of a firm?
What is the logic behind the following beta adjustment formula?
Construct a portfolio with unequal weight of 20%, 10%, 30%, 10%, 10%, and 20%. The list of stocks are Walmart (WMT), International Business Machine (IBM), Citi Group (C ), Microsoft (MSFT), Google (GOOG), and Dell (DELL). Estimate their monthly...

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