Python for Finance (Paperback) (ISBN-13: 9781783284375)

"Explores the basics of programming in Python, [providing] a tutorial that will teach you ... how to run various statistic tests. ... You will also learn how to estimate illiquidity, Amihud (2002), liquidity measure, Pastor and Stambaugh (2003), Roll spread (1984), spread based on high-frequency data, beta (rolling beta), draw volatility smile and skewness, and construct a binomial tree to price American options"--Amazon.com.

Author: Yuxing Yan
ISBN-10: 1783284374
ISBN-13: 9781783284375
Publisher: Packt Publishing
Language: English
Published: 04/27/2014
Pages: 408
Format: Paperback
Weight: 1.54lbs
Size: 9.25h x 7.50w x 0.84d