Mastering Python for Finance: Understand, Design, and Implement State-of-the Art Mathematical and Statistical Applications Used in Finance With Python

Details about Mastering Python for Finance: Understand, Design, and Implement State-of-the Art Mathematical and Statistical Applications Used in Finance With Python:

Book Description

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 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 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.