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Mastering Python for Finance
book

Mastering Python for Finance

by James Ma Weiming
April 2015
Intermediate to advanced
340 pages
7h 21m
English
Packt Publishing
Content preview from Mastering Python for Finance

Solving linear equations using matrices

In the previous section, we looked at solving a system of linear equations with inequality constraints. If a set of systematic linear equations has constraints that are deterministic, we can represent the problem as matrices and apply matrix algebra. Matrix methods represent multiple linear equations in a compact manner while using the existing matrix library functions.

Suppose we would like to build a portfolio consisting of 3 securities, Solving linear equations using matrices, Solving linear equations using matrices and . The allocation of the portfolio must meet certain constraints: ...

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Publisher Resources

ISBN: 9781784394516