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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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Toc

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

Index

A

  • AAA-rated bond
    • yield, retrieving / YIELD of AAA-rated bond, Altman Z-score
  • acallable bond / Bond evaluation
  • adjusted beta
    • about / Adjusted beta
    • Scholes and William adjusted beta / Scholes and William adjusted beta
  • Akaike Information Criterion (AIC)
    • about / Introduction to the Fama-French three-factor model, Durbin-Watson
  • Altman Z-score
    • about / YIELD of AAA-rated bond, Altman Z-score
    • bankruptcy, predicting / Appendix A – data case #8 - predicting bankruptcy by using Z-score
  • American option
    • versus European option / European versus American options
    • right and obligation / Understanding cash flows, types of options, rights and obligations
    • cash flows / Understanding cash flows, types of options, rights and obligations
    • type of options / Understanding cash flows, types of options, rights and obligations
    • binomial tree (CRR) method / Binomial tree (CRR) method for American options
    • about / European, American, and Bermuda options...
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