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Python for finance
Python is a free and powerful tool which can be used to build a financial calculator and price options, and can also explain many trading strategies and test various hypotheses. In addition to that, real-world data can be used to run CAPM (Capital Asset Pricing Model), the Fama-French 3-factor model...
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Lenguaje: | eng |
Publicado: |
Packt Publ.
2014
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Acceso en línea: | http://cds.cern.ch/record/2122970 |
Sumario: | Python is a free and powerful tool which can be used to build a financial calculator and price options, and can also explain many trading strategies and test various hypotheses. In addition to that, real-world data can be used to run CAPM (Capital Asset Pricing Model), the Fama-French 3-factor model, estimate VaR (Value at Risk), and estimate spread, illiquidity, and liquidity. This book explores the basics of programming in Python. It is a step-by-step tutorial that will teach you, with the help of concise, practical programs, how to run various statistic tests. With this book, you will learn |
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