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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

References

Please refer to the following articles:

Bruno, Giuseppe, Monte Carlo Simulation for Pricing European and American Basket option, Bank of Italy, https://www.r-project.org/conferences/ useR-2010/abstracts/Bruno.pdf
Easley, D., Kiefer, N.M., O'Hara, M., Paperman, J.B., 1996, Liquidity, information, and infrequently traded stocks, Journal of Finance 51, 1405–1436, http://www.defaultrisk.com/pa_liqty_03.htm
Jacquier, Eric, Alex Kane, and Alan J. Marcus,2003, Geometric or Arithmetic Mean: A Reconsideration, https://www2.bc.edu/alan-marcus/papers/FAJ_2003. pdf
Stucchio, Chris, 2013, Modelling a Basic Income with Python and Monte Carlo Simulation, https://www.chrisstucchio.com/blog/2013/basic_income_ vs_basic_job.html
Zhong, Raymond, 2017, India Considers Fighting Poverty With a Universal Basic Income, Wall Street Journal, http://blogs.wsj.com/ indiarealtime/2017/01/31/india-considers-fighting-poverty-witha- universal-basic-income/

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