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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

Exercises

  1. How many credit agencies are there in the US? Which are the major ones?
  2. How many types of definition of risk are there? What are the differences between credit risk and market risk?
  3. How do you estimate the total risk and market risk of a firm? What is the related mathematical formula?
  4. How do you estimate the credit risk of a firm? What is the related mathematical formula?
  5. Why might the credit risk of a bond be different than its company's credit rating?
  6. If everything is equal, which one is for risk, long-term bonds, or short-term bonds?
  7. What is the definition of credit spread? Why is it useful?
  8. What are uses of the term structure of interest rate?
  9. What are the definitions of X1, X2, X3, X4, and X5 for Altman's Z-score? Explain why the higher a Z-score, the lower the probability of bankruptcy:
    Exercises
  10. Identify an issue with z score and find a way to address the issue.
  11. What is the one-year migration (transition) matrix?
  12. What is the relationship between the credit rating and the default probability...
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