Python for finance: financial modeling and quantitative analysis explained

By: Yang, YuxingMaterial type: Computer fileComputer fileOriginal language: English Publisher: Birmingham Packt Publishing 2017Edition: 2a edDescription: 558 pISBN: 9781787125025 1787125025Subject(s): Análisis financiero | Big data | Finanzas | Procesamiento de datos | PythonLOC classification: HG/176.5/Y36/2017Online resources: Click here to access online
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Contiene: 1. Python basics.- 2. Introduduction to python modules.- 3. Time value of money.- 4. Sources of data.- 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.

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