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Python for Finance

You're reading from   Python for Finance Apply powerful finance models and quantitative analysis with Python

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Product type Paperback
Published in Jun 2017
Publisher
ISBN-13 9781787125698
Length 586 pages
Edition 2nd Edition
Languages
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Author (1):
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Yuxing Yan Yuxing Yan
Author Profile Icon Yuxing Yan
Yuxing Yan
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Table of Contents (17) Chapters Close

Preface 1. Python Basics FREE CHAPTER 2. Introduction 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 Index

Two financial calculators

In the next chapter, many basic financial concepts and formulas will be introduced and discussed. Usually, when taking corporate finance or financial management, students rely on either Excel or a financial calculator to conduct their estimations. Since Python is the computational tool, a financial calculator written in Python would definitely enhance our understanding of both finance and Python.

Here is the first financial calculator, written in Python, from Numpy.lib.financial; see the following code:

>>> import numpy.lib.financial as fin
>>> dir(fin)
['__all__', '__builtins__', '__cached__', '__doc__', '__file__', '__loader__', '__name__', '__package__', '__spec__', '_convert_when', '_g_div_gp', '_rbl', '_when_to_num', 'absolute_import', 'division', 'fv', 'ipmt', 'irr&apos...
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