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Mastering Python for finance /
Annotation
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Birmingham, UK :
Packt Publishing,
2015.
|
| Colección: | Community experience distilled.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Weiming, James Ma, |e author. | |
| 245 | 1 | 0 | |a Mastering Python for finance / |c James Ma Weiming. |
| 260 | |a Birmingham, UK : |b Packt Publishing, |c 2015. | ||
| 300 | |a 1 online resource (340 pages). | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |2 rda | ||
| 490 | 1 | |a Community Experience Distilled | |
| 588 | 0 | |a Print version record. | |
| 500 | |a Includes index. | ||
| 520 | 8 | |a Annotation |b 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. | |
| 505 | 0 | |a Cover; Copyright; Credits; About the Author; About the Reviewers; www.PacktPub.com; Table of Contents; Preface; Chapter 1: Python for Financial Applications; Is Python for me?; Free and open source; High-level, powerful, and flexible; A wealth of standard libraries; Objected-oriented versus functional programming; The object-oriented approach; The functional approach; Which approach should I use?; Which Python version should I use?; Introducing IPython; Getting IPython; Using pip; The IPython Notebook; Notebook documents; Running the IPython Notebook; Creating a new notebook; Notebook cells | |
| 505 | 8 | |a Code cellMarkdown cell; Raw NBConvert cell; Heading cells; Simple exercises with IPython Notebook; Creating a notebook with heading and Markdown cells; Saving notebooks; Mathematical operations in cells; Displaying graphs; Inserting equations; Displaying images; Inserting YouTube videos; Working with HTML; The pandas DataFrame object as an HTML table; Notebook for finance; Summary; Chapter 2: The Importance of Linearity in Finance; The capital asset pricing model and the security market line; The Arbitrage Pricing Theory model; Multivariate linear regression of factor models | |
| 505 | 8 | |a Linear optimizationGetting PuLP; A simple linear optimization problem; Outcomes of linear programs; Integer programming; An example of an integer programming model with binary conditions; A different approach with binary conditions; Solving linear equations using matrices; The LU decomposition; The Cholesky decomposition; The QR decomposition; Solving with other matrix algebra methods; The Jacobi method; The Gauss-Seidel method; Summary; Chapter 3: Nonlinearity in Finance; Nonlinearity modeling; Examples of nonlinear models; The implied volatility model; The Markov regime-switching model | |
| 505 | 8 | |a The threshold autoregressive modelSmooth transition models; An introduction to root-finding; Incremental search; The bisection method; Newton's method; The secant method; Combining root-finding methods; SciPy implementations; Root-finding scalar functions; General nonlinear solvers; Summary; Chapter 4: Numerical Procedures; Introduction to options; Binomial trees in options pricing; Pricing European options; Are these formulas relevant to stocks? What about futures?; Writing the StockOption class; Writing the BinomialEuropeanOption class | |
| 505 | 8 | |a Pricing American options with the BinomialTreeOption classThe Cox-Ross-Rubinstein model; Writing the BinomialCRROption class; Using a Leisen-Reimer tree; Writing the BinomialLROption class; The Greeks for free; Writing the BinomialLRWithGreeks class; Trinomial trees in options pricing; Writing the TrinomialTreeOption class; Lattices in options pricing; Using a binomial lattice; Writing the BinomialCRROption class; Using the trinomial lattice; Writing the TrinomialLattice class; Finite differences in options pricing; The explicit method; Writing the FiniteDifferences class | |
| 546 | |a English. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Finance |x Data processing. | |
| 650 | 0 | |a Python (Computer program language) | |
| 650 | 6 | |a Finances |x Informatique. | |
| 650 | 6 | |a Python (Langage de programmation) | |
| 650 | 7 | |a COMPUTERS |x General. |2 bisacsh | |
| 650 | 7 | |a Finance |x Data processing |2 fast | |
| 650 | 7 | |a Python (Computer program language) |2 fast | |
| 650 | 7 | |a Engineering & Applied Sciences. |2 hilcc | |
| 650 | 7 | |a Computer Science. |2 hilcc | |
| 776 | 0 | 8 | |i Print version: |a Weiming, James Ma. |t Mastering python for finance : understand, design, and implement state-of-the-art mathematical and statistical applications used in finance with Python. |d Birmingham, [England] : Packt Publishing, ©2015 |h xv, 312 pages |k Community experience distilled. |z 9781784394516 |
| 830 | 0 | |a Community experience distilled. | |
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