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.

Publisher:Packt Publishing Limited

By: Yuxing Yan

Paid access

|Oct 2025

E-Book €30.99Institutions €119.95

Description

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Book Description

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. 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 knowledge of Python will be helpful but knowledge of programming is necessary.

What you will learn

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 nstock portfolio and estimate its variancecovariance matrix
Estimate VaR (Value at Risk) for a stock or portfolio
Run CAPM (Capital Asset Pricing Model) and the FamaFrench 3factor model
Learn how to optimize a portfolio and draw an efficient frontier
Conduct various statistic tests such as Ttests, Ftests, and normality tests

Who this book is for

Python Installation and Introduction
Using Python as an ordinary calculator
Using Python as a financial calculator
Python codes (13 lines) to price a call option
Introduction to modules
Introduction to NumPy and SciPy modules
Visual Finance via Matplotlib
Statistical Analysis of Time Series
Python loops and implied volatility based on the Black-Scholes model
Statistical analysis of time series data
Monte Carlo Simulation for options
Volatility Measures and GARCH

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PDF ISBN: 978-1-78328-438-2

Publisher: Packt Publishing Limited

Publication date: 2025

Language: English

Pages: 408

Related subjects:

Computer sciences,

Computer sciences, other

Python for Finance

Key Features

Book Description

What you will learn

Who this book is for

Table of Contents

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