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...
| Autor principal: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Packt Publishing
2014.
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| Colección: | Community experience distilled.
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| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b35855204*spi |
| 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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| Formato: | Forma de acceso: World Wide Web. |
| ISBN: | 9781306708838 9781783284382 |
