Mastering Python for Finance

James Ma

• 29 april 2015
• 9781784397876

Samenvatting:

• 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

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.