Python for Finance: Analyze Big Financial Data

Variance Reduction

Valuation

European Options

American Options

Risk Measures

Value-at-Risk

Credit Value Adjustments

Conclusions

Further Reading

11. Statistics

Normality Tests

Benchmark Case

Real-World Data

Portfolio Optimization

The Data

The Basic Theory

Portfolio Optimizations

Efficient Frontier

Capital Market Line

Principal Component Analysis

The DAX Index and Its 30 Stocks

Applying PCA

Constructing a PCA Index

Bayesian Regression

Bayes’s Formula

PyMC3

Introductory Example

Real Data

Conclusions

Further Reading

12. Excel Integration

Basic Spreadsheet Interaction

Generating Workbooks (.xls)

Generating Workbooks (.xslx)

Reading from Workbooks

Using OpenPyxl

Using pandas for Reading and Writing

Scripting Excel with Python

Installing DataNitro

Working with DataNitro

Scripting with DataNitro