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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

Index

A

AAA-rated bond
- yield, retrieving / YIELD of AAA-rated bond, Altman Z-score
acallable bond / Bond evaluation
adjusted beta
- about / Adjusted beta
- Scholes and William adjusted beta / Scholes and William adjusted beta
Akaike Information Criterion (AIC)
- about / Introduction to the Fama-French three-factor model, Durbin-Watson
Altman Z-score
- about / YIELD of AAA-rated bond, Altman Z-score
- bankruptcy, predicting / Appendix A – data case #8 - predicting bankruptcy by using Z-score
American option
- versus European option / European versus American options
- right and obligation / Understanding cash flows, types of options, rights and obligations
- cash flows / Understanding cash flows, types of options, rights and obligations
- type of options / Understanding cash flows, types of options, rights and obligations
- binomial tree (CRR) method / Binomial tree (CRR) method for American options
- about / European, American, and Bermuda options...

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