Python for Finance: Analyze Big Financial Data

Further Reading

For further information on the Python libraries used in this chapter, you should consult the

following web resources:

See http://docs.scipy.org/doc/numpy/reference/ for all functions used from NumPy.

The statsmodels library is documented here: http://statsmodels.sourceforge.net.

Visit http://docs.scipy.org/doc/scipy/reference/optimize.html for details on

scipy.optimize.

Integration with scipy.integrate is explained here:

http://docs.scipy.org/doc/scipy/reference/integrate.html.

The home of SymPy is http://sympy.org.

For a good reference to the mathematical topics covered, see:

Brandimarte, Paolo (2006): Numerical Methods in Finance and Economics, 2nd ed.

John Wiley & Sons, Hoboken, NJ.

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For details on the use of OLS, refer to the documentation.

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For details and examples of how to use the minimize function, refer to the documentation.