Python for Finance: Analyze Big Financial Data

(Elle) #1

valuation of contingent claims, European Options


Excel


basic spreadsheet interaction, Basic Spreadsheet Interaction–Using pandas for


Reading and Writing


benefits of, Excel Integration


cell types in, Reading from Workbooks


drawbacks of, Excel Integration


features of, Excel Integration


file input-output operations, Data as Excel File


integration with Python, Excel Integration


integration with xlwings, xlwings


scripting with Python, Scripting Excel with Python–User-defined functions


excursion


control structures, Excursion: Control Structures


functional programming, Excursion: Functional Programming


expected portfolio return, The Basic Theory


expected portfolio variance, The Basic Theory


F


fat tails, Value-at-Risk, Real-World Data


ffill parameter, Regression Analysis


file transfer protocol, Web Basics


fillna method, Regression Analysis


finance


mathematical tools for, Mathematical Tools–Differentiation


role of Python in, Python for Finance–Conclusions


role of technology in, Technology in Finance–The Rise of Real-Time Analytics


role of web technologies in, Web Integration


financial analytics


basic analytics, Basic Analytics


(see also financial time series data)


definition of, The Rise of Real-Time Analytics


implied volatilities example, Implied Volatilities–Implied Volatilities


Monte Carlo simulation example, Monte Carlo Simulation–Graphical Analysis

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