Weiming Mastering Python for Finance

Understand, design, and implement state-of-the-art mathematical and statistical applications used in finance with Python
1. Auflage 2024
ISBN: 978-1-78439-787-6
Verlag: De Gruyter
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 340 Seiten

Key FeaturesBook DescriptionIf you are an undergraduate or graduate student, a beginner to algorithmic development and research, or a software developer in the financial industry who is interested in using Python for quantitative methods in finance, this is the book for you. It would be helpful to have a bit of familiarity with basic Python usage, but no prior experience is required.What you will learn - Perform interactive computing with IPython Notebook
- Solve linear equations of financial models and perform ordinary least squares regression
- Explore nonlinear modeling and solutions for optimum points using rootfinding algorithms and solvers
- Discover different types of numerical procedures used in pricing options
- Model fixedincome instruments with bonds and interest rates
- Manage big data with NoSQL and perform analytics with Hadoop
- Build a highfrequency algorithmic trading platform with Python
- Create an eventdriven backtesting tool and measure your strategies
Who this book is forIf you are an undergraduate or graduate student, a beginner to algorithmic development and research, or a software developer in the financial industry who is interested in using Python for quantitative methods in finance, this is the book for you. It would be helpful to have a bit of familiarity with basic Python usage, but no prior experience is required.

Autoren/Hrsg.

Weiming, James Ma

Fachgebiete

• Mathematik | Informatik EDV | Informatik Digital Lifestyle Online Banking & Finance
• Mathematik | Informatik EDV | Informatik Business Application Mathematische & Statistische Software
• Mathematik | Informatik EDV | Informatik Programmierung | Softwareentwicklung Programmier- und Skriptsprachen

Inhaltsverzeichnis

Table of Contents - Python for Financial Applications
- The Importance of Linearity in Finance
- Nonlinearity in Finance
- Numerical Procedures
- Interest Rates and Derivatives
- Interactive Financial Analytics with Python and VSTOXX
- Big Data Analytics with Python
- Algorithmic Trading
- Backtesting
- Excel with Python