Python for Finance: Analyze Big Financial Data

structure of, NumPy Data Structures

structured arrays, Structured Arrays

with Python lists, Arrays with Python Lists

writing/reading NumPy, Writing and Reading NumPy Arrays

average loss level, Credit Value Adjustments

B

basic analytics, Basic Analytics

Bayesian regression, Bayesian Regression–Real Data

diachronic interpretation of Bayes’s formula, Bayes’s Formula

introductory example, Introductory Example

overview of, Statistics, Conclusions

PyMC3 library, PyMC3

real data, Real Data–Real Data

beliefs of agents, Statistics

Bermudan exercises, American Options, American Exercise

best practices

documentation, Documentation

functional programming tools, Excursion: Functional Programming

syntax, Python Syntax

unit testing, Unit Testing

bfill parameter, Regression Analysis

big data, The Rise of Real-Time Analytics, Input/Output Operations

binomial model, Least-Squares Monte Carlo

binomial option pricing, Binomial Option Pricing–Binomial Option Pricing

Black-Scholes-Merton model

class definition for European call option, Call Option Class–Call Option Class

European call option, Finance and Python Syntax–Finance and Python Syntax

formula for, Implied Volatilities

LaTeX code for, Markdown and LaTeX

parameters meanings, Implied Volatilities

simulating future index level, Random Variables

stochastic differential equation, Monte Carlo Simulation

Vega of a European option, Implied Volatilities