Book Image

Python for Finance

By : Yuxing Yan
Book Image

Python for Finance

By: Yuxing Yan

Overview of this book

A hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python. Python for Finance is perfect for graduate students, practitioners, and application developers who wish to learn how to utilize Python to handle their financial needs. Basic knowledge of Python will be helpful but knowledge of programming is necessary.
Table of Contents (14 chapters)
13
Index

Conventions

In this book, you will find a number of styles of text that distinguish between different kinds of information. Here are some examples of these styles, and an explanation of their meaning.

Code words in text, database table names, folder names, filenames, file extensions, pathnames, dummy URLs, user input, and Twitter handles are shown as follows: "Depending on your computer, choose the appropriate package, for example, Python 3.3.2 Windows x86 MSI Installer (Windows binary -- does not include source)."

If we have a program, we will see the following codes:

from matplotlib.finance import quotes_historical_yahoo
import numpy as np
import pandas as pd
import statsmodels.api as sm
ticker='IBM'
begdate=(2008,10,1)
enddate=(2013,11,30)
p = quotes_historical_yahoo(ticker, begdate, enddate,asobject=True, adjusted=True)

Any command-line input or output is written as follows:

>>>from matplotlib.pyplot import *
>>>plot([1,2,3,10])
>>>xlabel("x- axis")
>>>ylabel("my numbers")
>>>title("my figure")
>>>show()

New terms and important words are shown in bold. Words that you see on the screen, in menus or dialog boxes for example, appear in the text like this: "Click on Start and then on All Programs."