In this chapter, we introduced the two most important modules, called NumPy
and SciPy
, which are used intensively for scientific and financial computation. NumPy
is for numerical methodology, and SciPy
could be viewed as an extension of NumPy
. In this book, many chapters depend on these two modules. In addition, many other modules depend on these two modules. For instance, the Matplotlib
(for graph) module, which will be discussed in Chapter 7, Visual Finance via Matplotlib, and Statsmodels
(for statistical/financial modeling), which will be discussed in Chapter 8, Statistic Analysis of Time Series, depend on these two modules.
It is a very useful tool for visualization. We are going to use this module intensively when we explain option theory.