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Python for Finance

You're reading from Python for Finance Apply powerful finance models and quantitative analysis with Python

Product type Paperback

Published in Jun 2017

Publisher

ISBN-13 9781787125698

Length 586 pages

Edition 2nd Edition

Languages

Python

Tools

Matplotlib

Concepts

Data Analysis

Table of Contents (17) Chapters

Preface

1. Python Basics FREE CHAPTER

2. Introduction to Python Modules

3. Time Value of Money

4. Sources of Data

Diving into deeper concepts

5. Bond and Stock Valuation

6. Capital Asset Pricing Model

7. Multifactor Models and Performance Measures

8. Time-Series Analysis

9. Portfolio Theory

10. Options and Futures

11. Value at Risk

12. Monte Carlo Simulation

13. Credit Risk Analysis

14. Exotic Options

15. Volatility, Implied Volatility, ARCH, and GARCH

Index

References

Please refer to the following articles:

Carhart, Mark M., 1997, On Persistence in Mutual Fund Performance, Journal of Finance 52, 57-82
Fama, Eugene and Kenneth R. French, 2015, A five-factor asset pricing model, Journal of Financial Economics 116, 1, 1-22
Fama, Eugene and Kenneth R. French, 1993, Common risk factors in the returns on stocks and bonds, Journal of Financial Economics 33, 3056
Fama, Eugene and Kenneth R. French, 1992, The cross-section of expected stock returns, Journal of Finance 47, 427-465
Jegadeesh, N., & Titman, S., 1993, Returns to buying winners and selling losers: Implications for stock market efficiency, Journal of Finance 48(1): 65–91
Sharpe, W. F., 1966, Mutual Fund Performance, Journal of Business 39 (S1), 119–138
Sharpe, William F., 1994, The Sharpe Ratio, The Journal of Portfolio Management 21 (1), 49–58
Sortino, F.A., Price, L.N.,1994, Performance measurement in a downside risk framework, Journal of Investing 3, 50–8
Treynor...

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