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Mastering Python for Finance Cover

Mastering Python for Finance

Understand, design, and implement state-of-the-art mathematical and statistical applications used in finance with Python

Paid access
|May 2015
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Key Features

    Book Description

    If 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 for

    If 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.

    Table of Contents

    1. Python for Financial Applications
    2. The Importance of Linearity in Finance
    3. Nonlinearity in Finance
    4. Numerical Procedures
    5. Interest Rates and Derivatives
    6. Interactive Financial Analytics with Python and VSTOXX
    7. Big Data Analytics with Python
    8. Algorithmic Trading
    9. Backtesting
    10. Excel with Python
    PDF ISBN: 978-1-78439-787-6
    Publisher: Packt Publishing Limited
    Copyright owner: © 2015 Packt Publishing Limited
    Publication date: 2015
    Language: English
    Pages: 340