Description
"Explores the basics of programming in Python, [providing] a tutorial that will teach you ... how to run various statistic tests. ... You will also learn how to estimate illiquidity, Amihud (2002), liquidity measure, Pastor and Stambaugh (2003), Roll spread (1984), spread based on high-frequency data, beta (rolling beta), draw volatility smile and skewness, and construct a binomial tree to price American options"--Amazon.com.
Author: Yuxing Yan
Publisher: Packt Publishing
Published: 04/27/2014
Pages: 408
Binding Type: Paperback
Weight: 1.54lbs
Size: 9.25h x 7.50w x 0.84d
ISBN13: 9781783284375
ISBN10: 1783284374
BISAC Categories:
- Computers | Languages | Python
- Computers | Mathematical & Statistical Software
- Computers | Business & Productivity Software | Accounting & Finance
Author: Yuxing Yan
Publisher: Packt Publishing
Published: 04/27/2014
Pages: 408
Binding Type: Paperback
Weight: 1.54lbs
Size: 9.25h x 7.50w x 0.84d
ISBN13: 9781783284375
ISBN10: 1783284374
BISAC Categories:
- Computers | Languages | Python
- Computers | Mathematical & Statistical Software
- Computers | Business & Productivity Software | Accounting & Finance
This title is not returnable