0

Explore Products

Best Sellers

New Releases

Books

Videos

Audiobooks

Free Learning

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

References

Please refer to the following articles:

Amihud and Yakov, 2002, Illiquidity and stock returns: cross-section and time-series effects, Journal of Financial Markets, 5, 31–56, http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.145.9505&rep=rep1&type=pdf
Bali, T. G., Cakici, N., and Whitelaw, R. F., 2011, Maxing out: Stocks as lotteries and the cross-section of expected returns, Journal of Financial Economics, 99(2), 427–446 http://www.sciencedirect.com/science/article/pii/S0304405X1000190X
Cook Pine Capital LLC, November 26, 2008, Study of Fat-tail Risk, http://www.cookpinecapital.com/pdf/Study%20of%20Fat-tail%20Risk.pdf
CRSP web site, http://crsp.com/
CRSP user manual, http://www.crsp.com/documentation
George, T.J., and Hwang, C., 2004, The 52-Week High and Momentum Investing, Journal of Finance 54(5), 2145–2176, http://www.bauer.uh.edu/tgeorge/papers/gh4-paper.pdf
Hasbrouck, Joel, 1992, Using the TORQ database, New York University, http://people.stern...

The rest of the chapter is locked

Register for a free Packt account to unlock a world of extra content!

A free Packt account unlocks extra newsletters, articles, discounted offers, and much more. Start advancing your knowledge today.

Unlock this book and the full library FREE for 7 days

Get unlimited access to 7000+ expert-authored eBooks and videos courses covering every tech area you can think of

Start free trial

Renews at $19.99/month. Cancel anytime

Other recommended products

Related to this chapter

Hands-On Data Science with Anaconda

Hands-On Data Science with Anaconda

Hands-On Data Science with Anaconda gets you started with Anaconda and demonstrates how you can use it to perform data science operations in the real world. You will learn different ways to retrieve data from various sources and different visualization tools packages available in Python, R, and Julia.

May 2018 12h 8m

Mastering Python for Finance

Mastering Python for Finance

This book enables you to develop financial applications by harnessing Python's strengths in data visualization, interactive analytics, and scientific computing. You will be using popular libraries such as TensorFlow, Keras, scikit-learn, and so on to extend the functionalities of your financial applications by using smart machine learning techniques.

Apr 2019 14h 12m

Learning Quantitative Finance with R

Learning Quantitative Finance with R

This book covers applications of quantitative finance in R. It starts with the basics of quantitative finance and goes to complexity at the end of the book along with a varying degree of R complexity. This will guide you to implement different trading strategies for various financial instruments using basic to complex techniques along with its optimization and keeping the risk of financial instruments in check.

Mar 2017 9h 28m

Python for Finance Cookbook

Python for Finance Cookbook

Python is becoming the number one language for data science and also quantitative finance. This book provides you with solutions to common tasks from the intersection of quantitative finance and data science, using modern Python libraries.

Jan 2020 14h 24m

Hands-On Python for Finance

Hands-On Python for Finance

With this book, you will learn and implement various Quantitative Finance concepts using popular Python libraries like Numpy, pandas, Keras and more. We provide techniques to apply statistical methods used for data preprocessing and predict some of the best real-world case scenarios like stock prediction, sales prediction and many examples as such.

Mar 2019 12h 36m

Hands-On Financial Modeling with Microsoft Excel 2019

Hands-On Financial Modeling with Microsoft Excel 2019

This book aims to provide a gateway to financial modeling through easy to follow examples in Excel 2019. It will explore the process of modeling starting from a thorough understanding of the project to gathering historical information and arriving at assumptions. Good modeling practices are emphasized and demonstrated throughout the book.

Jul 2019 9h 44m

Hands-On Financial Trading with Python

Hands-On Financial Trading with Python

This book focuses on key Python analytics and algorithmic trading libraries used for backtesting. With the help of practical examples, you will learn the principle aspects of trading strategy development. The 14 profitable strategies included in the book will also help you build intuitions that will enable you to create your own strategy.

Apr 2021 12h 0m

Machine Learning for Algorithmic Trading

Machine Learning for Algorithmic Trading

This thoroughly revised and expanded second edition demonstrates on over 800 pages how machine learning can add value to algorithmic trading in a practical yet comprehensive way. It has four parts that cover how to work with a diverse set of market, fundamental, and alternative data sources, design ML solutions for real-world trading challenges, and manage the strategy development process from idea to backtesting and evaluation.

Jul 2020 27h 20m

Personalised recommendations for you

Based on your interests and search pattern

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Data Governance Handbook

Data Governance Handbook

This book provides a highly focused view of real business outcomes powered by data governance, that resonate with non-data executives such as CFOs and CEOs. You'll also find useful insights into how to implement data governance initiatives.

May 2024 13h 12m

Data Engineering with Databricks Cookbook

Data Engineering with Databricks Cookbook

This book shows you how to use Apache Spark, Delta Lake, and Databricks to build data pipelines, manage and transform data, optimize performance, and more. Additionally, you'll implement DataOps and DevOps practices, and orchestrate data workflows.

May 2024 14h 36m

Azure Data Engineer Associate Certification Guide

Azure Data Engineer Associate Certification Guide

Unlock the power of Azure data engineering with this certification guide, elevating your skills in data processing, storage, and security with the help of practical insights, hands-on exercises, and the latest advancements.

May 2024 18h 16m

Microsoft Power BI Cookbook

Microsoft Power BI Cookbook

Microsoft Power BI is the most sought-after platform for BI professionals' visualization needs. Explore the latest Power BI features, future AI enhancements, and integration with other Power Platform tools via new recipes in this updated edition.

Jul 2024 19h 56m

Python Data Cleaning Cookbook

Python Data Cleaning Cookbook

The book shows you how to clean, wrangle, and view data from multiple perspectives, including dataset and column attributes. You will cover common and not-so-common challenges that are faced while cleaning messy data for complex situations and learn to manipulate data to get it down to a form that can be useful for making the right decisions.

May 2024 16h 12m

Microsoft Azure AI Fundamentals AI-900 Exam Guide

Microsoft Azure AI Fundamentals AI-900 Exam Guide

This AI-900 study guide will help you prepare and practice for the certification exam. You'll delve into AI workloads, ML principles, computer vision, NLP, knowledge mining, and generative AI using Azure cloud services.

May 2024 9h 36m

Using Stable Diffusion with Python

Using Stable Diffusion with Python

This book shows you how to use Python to control Stable Diffusion and generate high-quality images. In addition to covering the basic usage of the diffusers package, the book provides solutions for extending the package for more advanced purposes.

Jun 2024 11h 44m

Getting Started with DuckDB

Getting Started with DuckDB

This hands-on book teaches you to analyze large datasets with blazing speed and ease. You will learn how to use DuckDB to quickly load, query, transform, analyze, and visualize data effectively through a series of practical examples.

Jun 2024 12h 44m

Databricks Certified Associate Developer for Apache Spark Using Python

Databricks Certified Associate Developer for Apache Spark Using Python

This guide gets you ready for certification with expert-backed content, key exam concepts, and topic reviews. Additionally, you'll be able to make the most of Apache Spark 3.0 to modernize workloads and more using specific tools and techniques.