楼主: igs816
4148 101

[其他] Python for Finance - Second Edition (AZW3)   [推广有奖]

泰斗

0%

还不是VIP/贵宾

-

威望
9
论坛币
2292428 个
通用积分
17220.9201
学术水平
2616 点
热心指数
3334 点
信用等级
2454 点
经验
440485 点
帖子
5154
精华
52
在线时间
2745 小时
注册时间
2007-8-6
最后登录
2019-6-26

igs816 在职认证  发表于 2017-7-6 21:44:15 |显示全部楼层
yfZ1JSXSMDIBidFwMRQjDykFwzFKo1lX.jpg

English | 30 Jun. 2017 | ASIN: B073PFYQ1H | 586 Pages | AZW3 | 18.87 MB
Learn and implement various Quantitative Finance concepts using the popular Python libraries

About This Book

Understand the fundamentals of Python data structures and work with time-series data
Implement key concepts in quantitative finance using popular Python libraries such as NumPy, SciPy, and matplotlib
A step-by-step tutorial packed with many Python programs that will help you learn how to apply Python to finance
Who 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 data.

What You Will Learn

Become acquainted with Python in the first two chapters
Run CAPM, Fama-French 3-factor, and Fama-French-Carhart 4-factor 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 Black-Scholes-Merton 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 programs
In Detail

This book uses Python as its computational tool. Since Python is free, any school or organization 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, multi-factor 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 Fama-French 3-factor, 5-factor, or Fama-French-Carhart 4 factor model, estimating the VaR of a 5-stock portfolio, estimating the optimal portfolio, and constructing the efficient frontier for a 20-stock portfolio with real-world stock, and with Monte Carlo Simulation. Later, we will also learn how to replicate the famous Black-Scholes-Merton option model and how to price exotic options such as the average price call option.

Style and approach

This book takes a step-by-step approach in explaining the libraries and modules in Python, and how they can be used to implement various aspects of quantitative finance. Each concept is explained in depth and supplemented with code examples for better understanding.

本帖隐藏的内容

Python for Finance,2ed.rar (15.17 MB, 售价: 10 个论坛币)



stata SPSS
小房_ 发表于 2017-7-6 21:59:18 |显示全部楼层
66666666
回复

使用道具 举报

MouJack007 发表于 2017-7-6 22:08:53 |显示全部楼层
谢谢楼主分享!
回复

使用道具 举报

MouJack007 发表于 2017-7-6 22:09:33 |显示全部楼层
回复

使用道具 举报

hjtoh 发表于 2017-7-6 22:09:54 来自手机 |显示全部楼层
igs816 发表于 2017-7-6 21:44
English | 30 Jun. 2017 | ASIN: B073PFYQ1H | 586 Pages | AZW3 | 18.87 MB
Learn and implement vario ...
很不错,这种格式
回复

使用道具 举报

research 发表于 2017-7-6 22:17:06 |显示全部楼层
芳华缝纫机505A迷你小型
回复

使用道具 举报

sunkai708686 发表于 2017-7-6 22:57:01 |显示全部楼层
请问如何下载呢?非常感兴趣
回复

使用道具 举报

啸傲江弧 发表于 2017-7-6 23:10:13 |显示全部楼层
Thanks for sharing!
回复

使用道具 举报

啸傲江弧 发表于 2017-7-6 23:10:32 |显示全部楼层
回复

使用道具 举报

Gordon_SH 发表于 2017-7-7 00:09:03 |显示全部楼层
Thanks
回复

使用道具 举报

您需要登录后才可以回帖 登录 | 我要注册

京ICP备16021002-2号 京B2-20170662号 京公网安备 11010802022788号 论坛法律顾问:王进律师 知识产权保护声明   免责及隐私声明

GMT+8, 2019-6-27 00:57