Python for Finance

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