Python for Finance
Yuxing Yan
PACKT
Build real-life Python applications for quantitative finance and financial engineering with this book and ebook<br>Build a financial calculator based on Python<br>Learn how to price various types of options such as European, American, average, lookback, and barrier options<br>Estimate returns and convert daily returns into monthly or annual returns<br>Form an n-stock portfolio and estimate its variance-covariance matrix<br>Estimate VaR (Value at Risk) for a stock or portfolio<br>Run CAPM (Capital Asset Pricing Model) and the Fama-French 3-factor model<br>Learn how to optimize a portfolio and draw an efficient frontier<br>Conduct various statistic tests such as T-tests, F-tests, and normality tests<br>Approach<br>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