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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 2. Using Python as an Ordinary Calculator FREE CHAPTER 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

Measuring efficiency by time spent in finishing a program

The following program measures how much time, in seconds, is required to finish a program. The function used is time.clock():

import time
start = time.clock()
n=10000000
for i in range(1,n):
    k=i+i+2
diff= (time.clock() - start)
print round(diff,2)

The total time we need to finish the previous meaningless loop is about 1.59 seconds.

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