Mastering Python for Finance - Second Edition

What this book covers

Chapter 1, Overview of Financial Analysis with Python, goes briefly through setting up a Python environment, including a Jupyter Notebook, so that you can proceed with the rest of the chapters in this book. Within Jupyter, we will perform some time series analysis with pandas, using plots for analysis.

Chapter 2, The Importance of Linearity in Finance, uses Python to solve systems of linear equations, perform integer programming, and apply matrix algebra to the linear optimization of portfolio allocation.

Chapter 3, Nonlinearity in Finance, explores some methods that will help us extract information from nonlinear models. You will learn root-finding methods in nonlinear volatility modeling. The optimize module of SciPy ...