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Python for Finance
book

Python for Finance

by Yves Hilpisch
December 2014
Intermediate to advanced
606 pages
13h 46m
English
O'Reilly Media, Inc.
Content preview from Python for Finance

Chapter 4. Data Types and Structures

Bad programmers worry about the code. Good programmers worry about data structures and their relationships.

Linus Torvalds

This chapter introduces basic data types and data structures of Python. Although the Python interpreter itself already brings a rich variety of data structures with it, NumPy and other libraries add to these in a valuable fashion.

The chapter is organized as follows:

Basic data types
The first section introduces basic data types such as int, float, and string.
Basic data structures
The next section introduces the fundamental data structures of Python (e.g., list objects) and illustrates control structures, functional programming paradigms, and anonymous functions.
NumPy data structures
The following section is devoted to the characteristics and capabilities of the NumPy ndarray class and illustrates some of the benefits of this class for scientific and financial applications.
Vectorization of code
As the final section illustrates, thanks to NumPy’s array class vectorized code is easily implemented, leading to more compact and also better-performing code.

The spirit of this chapter is to provide a general introduction to Python specifics when it comes to data types and structures. If you are equipped with a background from another programing language, say C or Matlab, you should be able to easily grasp the differences that Python usage might bring along. The topics introduced here are all important and fundamental for ...

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Publisher Resources

ISBN: 9781491945360Errata