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Python for Finance

You're reading from   Python for Finance Apply powerful finance models and quantitative analysis with Python

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Product type Paperback
Published in Jun 2017
Publisher
ISBN-13 9781787125698
Length 586 pages
Edition 2nd Edition
Languages
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Author (1):
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Yuxing Yan Yuxing Yan
Author Profile Icon Yuxing Yan
Yuxing Yan
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Table of Contents (17) Chapters Close

Preface 1. Python Basics FREE CHAPTER 2. Introduction to Python Modules 3. Time Value of Money 4. Sources of Data 5. Bond and Stock Valuation 6. Capital Asset Pricing Model 7. Multifactor Models and Performance Measures 8. Time-Series Analysis 9. Portfolio Theory 10. Options and Futures 11. Value at Risk 12. Monte Carlo Simulation 13. Credit Risk Analysis 14. Exotic Options 15. Volatility, Implied Volatility, ARCH, and GARCH Index

References

Please refer to the following articles:

Appendix A – data case 6: portfolio insurance

Portfolio insurance is a method of hedging a portfolio of stocks against market risk by short selling stock index futures. This hedging technique is frequently used by institutional investors when the market direction is uncertain or volatile. Assume that you manage one of the industry portfolios with a current value of $50 million. If you expect the whole market to be quite volatile in next three months--in other words, the market might go down significantly--what might be our choices at the...

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