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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

References

Please refer to the following articles:

  • Carhart, Mark M., 1997, On Persistence in Mutual Fund Performance, Journal of Finance 52, 57-82
  • Fama, Eugene and Kenneth R. French, 2015, A five-factor asset pricing model, Journal of Financial Economics 116, 1, 1-22
  • Fama, Eugene and Kenneth R. French, 1993, Common risk factors in the returns on stocks and bonds, Journal of Financial Economics 33, 3056
  • Fama, Eugene and Kenneth R. French, 1992, The cross-section of expected stock returns, Journal of Finance 47, 427-465
  • Jegadeesh, N., & Titman, S., 1993, Returns to buying winners and selling losers: Implications for stock market efficiency, Journal of Finance 48(1): 65–91
  • Sharpe, W. F., 1966, Mutual Fund Performance, Journal of Business 39 (S1), 119–138
  • Sharpe, William F., 1994, The Sharpe Ratio, The Journal of Portfolio Management 21 (1), 49–58
  • Sortino, F.A., Price, L.N.,1994, Performance measurement in a downside risk framework, Journal of Investing 3, 50–8
  • Treynor...
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