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Home > Computing and Information Technology Books > Computer programming / software engineering > Programming and scripting languages: general > Mastering Python for Finance: Understand, design, and implement state-of-the-art mathematical and statistical applications used in finance with Python
Mastering Python for Finance: Understand, design, and implement state-of-the-art mathematical and statistical applications used in finance with Python

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


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About the Book

Key Features Book DescriptionIf 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 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 Who this book is forIf 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.

Table of Contents:
Table of Contents

  1. Python for Financial Applications
  2. The Importance of Linearity in Finance
  3. Nonlinearity in Finance
  4. Numerical Procedures
  5. Interest Rates and Derivatives
  6. Interactive Financial Analytics with Python and VSTOXX
  7. Big Data Analytics with Python
  8. Algorithmic Trading
  9. Backtesting
  10. Excel with Python


About the Author :
James Ma Weiming is a software engineer based in Singapore. His studies and research are focused on financial technology, machine learning, data sciences, and computational finance. James started his career in financial services working with treasury fixed income and foreign exchange products, and fund distribution. His interests in derivatives led him to Chicago, where he worked with veteran traders of the Chicago Board of Trade to devise high-frequency, low-latency strategies to game the market. He holds an MS degree in finance from Illinois Tech's Stuart School of Business in the United States and a bachelor's degree in computer engineering from Nanyang Technological University.


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Product Details
  • ISBN-13: 9781784397876
  • Publisher: Packt Publishing Limited
  • Publisher Imprint: Packt Publishing Limited
  • Language: English
  • Sub Title: Understand, design, and implement state-of-the-art mathematical and statistical applications used in finance with Python
  • ISBN-10: 1784397873
  • Publisher Date: 29 Apr 2015
  • Binding: Digital (delivered electronically)
  • No of Pages: 340


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