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Python for Finance - Second Edition: Apply powerful finance models and quantitative analysis with Python

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Python for Finance - Second Edition: Apply powerful finance models and quantitative analysis with Python - Yan, Yuxing
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"Explores the basics of programming in Python, [providing] a tutorial that will teach you ... how to run various statistic tests. ... You will also learn how to estimate illiquidity, Amihud (2002), liquidity measure, Pastor and Stambaugh (2003), Roll spread (1984), spread based on high-frequency data, beta (rolling beta), draw volatility smile and skewness, and construct a binomial tree to price American options"--Amazon.com.

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Python for Finance - Second Edition: Apply powerful finance models and quantitative analysis with Python 2017, Packt Publishing

ISBN-13: 9781787125698

2nd edition

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