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Python for Finance

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

Product type Paperback

Published in Jun 2017

Publisher

ISBN-13 9781787125698

Length 586 pages

Edition 2nd Edition

Languages

Python

Tools

Matplotlib

Concepts

Data Analysis

Author (1):

Yuxing Yan

View More author details

Table of Contents (17) Chapters

Preface

1. Python Basics FREE CHAPTER

2. Introduction to Python Modules

3. Time Value of Money

4. Sources of Data

Diving into deeper concepts

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

References

Please refer to the following articles:

Jorion, Philippe, Value at Risk, 2nd edition, McGraw-Hill, 2001
Lopez, Jose A., 2000, An Academic Perspective on Backtesting and Stress-Testing Presentation for Credit Risk Models and the Future of Capital Management, Federal Reserve Bank of San Francisco, http://www.frbsf.org/economic-research/files/lopezbktesting.pdf
Wikiperia, Value at Risk, https://en.wikipedia.org/wiki/Value_at_risk

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