March 2022
Beginner to intermediate
796 pages
18h 14m
Korean
Content preview from 파이썬을 활용한 금융 분석(2판) : 파이썬의 기초부터 금융공학, 머신러닝, 퀀트 분석, 매매 시스템 구현까지
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247
7
장
데이터 시각화
➊
파란색 선으로 함숫값을 그린다.
➋
가로축이 될
y
최솟값을 정의한다.
➌
적분 영역을 회색 다각형으로 그린다.
➍
플롯 내부에 적분 공식을 추가한다.
➎
축 레이블을 추가한다.
➏
x
레이블을 추가한다.
➐
y
레이블을 추가한다.
그림
7-19
지수함수의 적분 면적과 레이텍 레이블
7.2
정적
3
차원 플롯
금융 분야에서는
3
차원 플롯을 사용할 분야가 많지는 않다. 그러나 변동성 곡면은 일련의 만기
와 행사가 조합에 대한 내재 변동성을 나타낸 것으로
3
차원 플롯이 필요하다. 유러피안 콜 옵
션의 가치 곡면과 베가 곡면은 [부록
B
]를 참조한다. 여기에서는 변동성 곡면과 유사한 플롯을
인위적으로 그려본다. 일단 다음과 같은 경우를 고려한다.
248
3
부
금융 데이터 과학
●
행사가는
50
에서
150
사이
●
만기는
0
.
5
년에서
2
.
5
년 사이
이를 그리면
2
차원 좌표 시스템이 된다.
NumPy
의
np
.
meshgrid
( )
함수는
1
차원
ndarray
객
체 두 개에서
2
차원 좌표를 생성한다.
In [34]: strike = np.linspace(50, 150, 24)
➊
In ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.