Mastering Python for Finance

James Ma Weiming

  • 出版商: Packt Publishing
  • 出版日期: 2015-04-29
  • 定價: $1,680
  • 售價: 6.0$1,008
  • 語言: 英文
  • 頁數: 292
  • 裝訂: Paperback
  • ISBN: 1784394513
  • ISBN-13: 9781784394516
  • 相關分類: Python程式語言
  • 相關翻譯: Python金融數據分析 (簡中版)
  • 立即出貨(限量) (庫存=1)

商品描述

Understand, design, and implement state-of-the-art mathematical and statistical applications used in finance with Python

About This Book

  • Explore financial models used by the industry and ways of solving them with this guide
  • Discover the various features that Python provides for scientific computing and harness them to enhance your financial applications
  • Build state-of-the-art infrastructure for critical aspects such as modeling, trading, pricing, and analytics

Who This Book Is For

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.

What You Will Learn

  • 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 root-finding algorithms and solvers
  • Discover different types of numerical procedures used in pricing options
  • Model fixed-income instruments with bonds and interest rates
  • Manage big data with NoSQL and perform analytics with Hadoop
  • Build a high-frequency algorithmic trading platform with Python
  • Create an event-driven backtesting tool and measure your strategies

In Detail

Built initially for scientific computing, Python quickly found its place in finance. Its flexibility and robustness can be easily incorporated into applications for mathematical studies, research, and software development.

With this book, you will learn about all the tools you need to successfully perform research studies and modeling, improve your trading strategies, and effectively manage risks. You will explore the various tools and techniques used in solving complex problems commonly faced in finance.

You will learn how to price financial instruments such as stocks, options, interest rate derivatives, and futures using computational methods. Also, you will learn how you can perform data analytics on market indexes and use NoSQL to store tick data.

商品描述(中文翻譯)

了解、設計和實現金融領域中最先進的數學和統計應用程式,使用Python

關於本書


  • 通過本指南,探索金融業使用的金融模型及其解決方法

  • 發現Python在科學計算方面提供的各種功能,並利用它們增強您的金融應用程式

  • 構建用於建模、交易、定價和分析等關鍵方面的最先進基礎設施

本書適合對象

本書適合本科生、研究生、算法開發和研究初學者,以及金融行業中希望使用Python進行金融量化方法的軟件開發人員。對基本的Python使用有一定的熟悉會有幫助,但不需要有先前的經驗。

您將學到什麼


  • 使用IPython Notebook進行交互式計算

  • 解決金融模型的線性方程並進行最小二乘回歸

  • 探索非線性建模和使用根尋找算法和求解器的最佳點解決方案

  • 了解定價期權所使用的不同類型的數值程序

  • 使用債券和利率對固定收益工具進行建模

  • 使用NoSQL管理大數據並使用Hadoop進行分析

  • 使用Python構建高頻算法交易平台

  • 創建事件驅動的回測工具並測量您的策略

詳細內容

Python最初是為科學計算而建立的,但很快在金融領域找到了自己的位置。它的靈活性和強大性能可以輕鬆地應用於數學研究、研究和軟件開發。

通過本書,您將學習所有成功進行研究和建模、改進交易策略以及有效管理風險所需的工具。您將探索在金融領域常見的解決複雜問題所使用的各種工具和技術。

您將學習如何使用計算方法對股票、期權、利率衍生品和期貨等金融工具進行定價。此外,您還將學習如何對市場指數進行數據分析並使用NoSQL存儲Tick數據。