LEADER 05510nam 2200685 450 001 9910458019703321 005 20200520144314.0 010 $a1-78328-438-2 035 $a(CKB)2550000001280803 035 $a(EBL)1611820 035 $a(SSID)ssj0001216782 035 $a(PQKBManifestationID)11661927 035 $a(PQKBTitleCode)TC0001216782 035 $a(PQKBWorkID)11197711 035 $a(PQKB)10818894 035 $a(OCoLC)880458043 035 $a(MiAaPQ)EBC1611820 035 $a(PPN)22803809X 035 $a(Au-PeEL)EBL1611820 035 $a(CaPaEBR)ebr10868170 035 $a(CaONFJC)MIL602134 035 $a(OCoLC)878918488 035 $a(EXLCZ)992550000001280803 100 $a20140610h20142014 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt 182 $cc 183 $acr 200 10$aPython for finance $ebuild real-life Python applications for quantitative finance and financial engineering /$fYuxing Yan ; cover image by Aniket Sawant 210 1$aBirmingham, England :$cPackt Publishing,$d2014. 210 4$dİ2014 215 $a1 online resource (408 p.) 225 1 $aCommunity Experience Distilled 300 $aIncludes index. 311 $a1-78328-437-4 311 $a1-306-70883-4 327 $aCover; Copyright; Credits; About the Author; Acknowledgments; About the Reviewers; www.PacktPub.com; Table of Contents; Preface; Chapter 1: Introduction and Installation of Python; Introduction to Python; Installing Python; Different versions of Python; Ways to launch Python; Launching Python with GUI; Launching Python from the Python command line; Launching Python from our own DOS window; Quitting Python; Error messages; Python language is case sensitive; Initializing the variable; Finding the help window; Finding manuals and tutorials; Finding the version of Python; Summary; Exercises 327 $aChapter 2: Using Python as an Ordinary Calculator Assigning values to variables; Displaying the value of a variable; Error messages; Can't call a variable without assignment; Choosing meaningful names; Using dir() to find variables and functions; Deleting or unsigning a variable; Basic math operations - addition, subtraction, multiplication, and division; The power function, floor, and remainder; A true power function; Choosing appropriate precision; Finding out more information about a specific built-in function; Listing all built-in functions; Importing the math module 327 $aThe pi, e, log, and exponential functions""import math"" versus ""from math import *""; A few frequently used functions; The print() function; The type() function; Last expression _ (underscore); Combining two strings; The upper() function; The tuple data type; Summary; Exercises; Chapter 3: Using Python as a Financial Calculator; Writing a Python function without saving it; Default input values for a function; Indentation is critical in Python; Checking the existence of our functions; Defining functions from our Python editor; Activating our function using the import function 327 $aDebugging a program from a Python editor Two ways to call our pv_f() function; Generating our own module; Types of comments; The first type of comment; The second type of comment; Finding information about our pv_f() function; The if() function; Annuity estimation; Converting the interest rates; Continuously compounded interest rate; A data type - list; Net present value and the NPV rule; Defining the payback period and the payback period rule; Defining IRR and the IRR rule; Showing certain files in a specific subdirectory; Using Python as a financial calculator 327 $aAdding our project directory to the pathSummary; Exercises; Chapter 4: 13 Lines of Python to Price a Call Option; Writing a program - the empty shell method; Writing a program - the comment-all-out method; Using and debugging other programs; Summary; Exercises; Chapter 5: Introduction to Modules; What is a module?; Importing a module; Adopting a short name for an imported module; Showing all functions in an imported module; Comparing ""import math"" and ""from math import *""; Deleting an imported module; Importing only a few needed functions; Finding out all built-in modules 327 $aFinding out all the available modules 330 $aPython is a free and powerful tool which can be used to build a financial calculator and price options, and can also explain many trading strategies and test various hypotheses. In addition to that, real-world data can be used to run CAPM (Capital Asset Pricing Model), the Fama-French 3-factor model, estimate VaR (Value at Risk), and estimate spread, illiquidity, and liquidity. This book explores the basics of programming in Python. It is a step-by-step tutorial that will teach you, with the help of concise, practical programs, how to run various statistic tests. With this book, you will learn 410 0$aCommunity experience distilled. 606 $aPython (Computer program language) 606 $aFinance$xMathematical models$xComputer programs 608 $aElectronic books. 615 0$aPython (Computer program language) 615 0$aFinance$xMathematical models$xComputer programs. 676 $a005.133 700 $aYan$b Yuxing$0856438 702 $aSawant$b Aniket 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910458019703321 996 $aPython for finance$92267332 997 $aUNINA