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关键词：Finance python Financ Reilly Nance 源代码

Python for Finance

by Yuxing Yan

    Publisher: Packt Publishing (April 2014)
    Pages: 408
    ISBN: 9781783284375
    Language: English

Book Description

Python is a free and powerful tool that can be used to build a financial calculator and price options, and can also explain many trading strategies and test various hypotheses. This book details the steps needed to retrieve time series data from different public data sources.

Python for Finance explores the basics of programming in Python. It is a step-by-step tutorial that will teach you, with the help of concise, practical programs, how to run various statistic tests. This book introduces you to the basic concepts and operations related to Python. You will also learn how to estimate illiquidity, Amihud (2002), liquidity measure, Pastor and Stambaugh (2003), Roll spread (1984), spread based on high-frequency data, beta (rolling beta), draw volatility smile and skewness, and construct a binomial tree to price American options.

This book is a hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python.
What you will learn from this book

• Build a financial calculator based on Python
• Learn how to price various types of options such as European, American, average, lookback, and barrier options
• Write Python programs to download data from Yahoo! Finance
• Estimate returns and convert daily returns into monthly or annual returns
• Form an n-stock portfolio and estimate its variance-covariance matrix
• Estimate VaR (Value at Risk) for a stock or portfolio
• Run CAPM (Capital Asset Pricing Model) and the Fama-French 3-factor model
• Learn how to optimize a portfolio and draw an efficient frontier
• Conduct various statistic tests such as T-tests, F-tests, and normality tests
  

Approach

A hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python.
Who this book is for

Python for Finance is perfect for graduate students, practitioners, and application developers who wish to learn how to utilize Python to handle their financial needs. Basic programming knowledge is helpful, but not necessary.

Table of Contents

Chapter 1. Introduction and Installation of Python
Chapter 2. Using Python as an Ordinary Calculator
Chapter 3. Using Python as a Financial Calculator
Chapter 4. 13 Lines of Python to Price a Call Option
Chapter 5. Introduction to Modules
Chapter 6. Introduction to NumPy and SciPy
Chapter 7. Visual Finance via Matplotlib
Chapter 8. Statistical Analysis of Time Series
Chapter 9. The Black-Scholes-Merton Option Model
Chapter 10. Python Loops and Implied Volatility
Chapter 11. Monte Carlo Simulation and Options
Chapter 12. Volatility Measures and GARCH

这真是ige好书，太让人激动了，关于金融，有太多的技术让人疯狂了，python，forever good

小白飘过

想学习PYTHON

谢谢分享。

不错

请问后书本中的习题的答案吗?  我愿意出100币.  谢谢!

本书适合有财务背景学习简单的 Python 语言与 Python 在财务方面的应用。
有些例子并没有太多解释，像 matplotlib 部分，还是要查一下用法，对于 Python 的语法介绍算是较粗浅的入门使用。
没有财务金融背景的读者，对书中这方面的专业知识可能较不易了解。另外，读者最好有些统计学的基础知识。
書中错字不少，可能是第一版，校对方面还不够完善。
连贯性稍嫌薄弱，不过这点纯属个人看法。

Python作为编程者来说很好上手，创建过脚本，看看金融方面是怎么使用的