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Python for Finance

You're reading from   Python for Finance If your interest is finance and trading, then using Python to build a financial calculator makes absolute sense. As does this book which is a hands-on guide covering everything from option theory to time series.

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Product type Paperback
Published in Apr 2014
Publisher
ISBN-13 9781783284375
Length 408 pages
Edition 1st 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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Toc

Table of Contents (14) Chapters Close

Preface 1. Introduction and Installation of Python FREE CHAPTER 2. Using Python as an Ordinary Calculator 3. Using Python as a Financial Calculator 4. 13 Lines of Python to Price a Call Option 5. Introduction to Modules 6. Introduction to NumPy and SciPy 7. Visual Finance via Matplotlib 8. Statistical Analysis of Time Series 9. The Black-Scholes-Merton Option Model 10. Python Loops and Implied Volatility 11. Monte Carlo Simulation and Options 12. Volatility Measures and GARCH Index

Conventions

In this book, you will find a number of styles of text that distinguish between different kinds of information. Here are some examples of these styles, and an explanation of their meaning.

Code words in text, database table names, folder names, filenames, file extensions, pathnames, dummy URLs, user input, and Twitter handles are shown as follows: "Depending on your computer, choose the appropriate package, for example, Python 3.3.2 Windows x86 MSI Installer (Windows binary -- does not include source)."

If we have a program, we will see the following codes:

from matplotlib.finance import quotes_historical_yahoo
import numpy as np
import pandas as pd
import statsmodels.api as sm
ticker='IBM'
begdate=(2008,10,1)
enddate=(2013,11,30)
p = quotes_historical_yahoo(ticker, begdate, enddate,asobject=True, adjusted=True)

Any command-line input or output is written as follows:

>>>from matplotlib.pyplot import *
>>>plot([1,2,3,10])
>>>xlabel("x- axis")
>>>ylabel("my numbers")
>>>title("my figure")
>>>show()

New terms and important words are shown in bold. Words that you see on the screen, in menus or dialog boxes for example, appear in the text like this: "Click on Start and then on All Programs."

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