Title
Python for Finance Second Edition: Apply powerful finance models and quantitative analysis with Python,Used
Sold by Ergodebooks, an authorized reseller.
Returns accepted within 30 days | support@ergodebooks.com
Shipping Information
- Free Standard Shipping — United States only
- Processing Time: 1–3 business days
- Estimated Delivery: 3–5 business days after dispatch
- Double-boxed, fully insured & discreetly packaged
- Tracking number sent via email once dispatched
- Orders over $250 require signature upon delivery. Taxes calculated at checkout.
Returns & Refund
Returns accepted within 30 days of delivery.
Damaged or Defective Item
Free return shipping + replacement or full refund
Wrong Item Received
Free return shipping + replacement or full refund
Change of Mind
Return shipping at customer's expense · 25% restocking fee applies
Learn and implement various Quantitative Finance concepts using the popular Python librariesKey Features: Understand the fundamentals of Python data structures and work with timeseries data Implement key concepts in quantitative finance using popular Python libraries such as NumPy, SciPy, and matplotlib A stepbystep tutorial packed with many Python programs that will help you learn how to apply Python to financeBook Description:This book uses Python as its computational tool. Since Python is free, any school ororganization can download and use it.This book is organized according to various finance subjects. In other words, the first edition focuses more on Python, while the second edition is truly trying to apply Python to finance.The book starts by explaining topics exclusively related to Python. Then we deal with critical parts of Python, explaining concepts such as time value of money stock and bond evaluations, capital asset pricing model, multifactor models, time series analysis, portfolio theory,options and futures.This book will help us to learn or review the basics of quantitative finance and apply Python to solve various problems, such as estimating IBM's market risk,running a FamaFrench 3factor, 5factor, or FamaFrenchCarhart 4 factor model, estimating the VaR of a 5stock portfolio, estimating the optimal portfolio, and constructing the efficient frontier for a 20stock portfolio with realworld stock, and with Monte Carlo Simulation. Later, we will also learn how to replicate the famous BlackScholesMerton option model and how to price exotic options such as the average price call option.What You Will Learn: Become acquainted with Python in the first two chapters Run CAPM, FamaFrench 3factor, and FamaFrenchCarhart 4factor models Learn how to price a call, put, and several exotic options Understand Monte Carlo simulation, how to write a Python program to replicate the BlackScholesMerton options model, and how to price a few exotic options Understand the concept of volatility and how to test the hypothesis that volatility changes over the years Understand the ARCH and GARCH processes and how to write related Python programsWho this book is for:This book assumes that the readers have some basic knowledge related to Python. However, he/she has no knowledge of quantitative finance. In addition, he/she has no knowledge about financial dat
⚠️ WARNING (California Proposition 65):
This product may contain chemicals known to the State of California to cause cancer, birth defects, or other reproductive harm.
For more information, please visit www.P65Warnings.ca.gov.