Naik Krish. Hands-On Python for Finance: A practical guide to implementing financial analysis strategies using Python

Packt Publishing, 2019. — 378 р. — ISBN: 978-1789346374.
Python is one of the most popular languages used for quantitative finance. With this book, you'll explore the key characteristics of Python for finance, solve problems in finance, and understand risk management.
The book starts with major concepts and techniques related to quantitative finance, and an introduction to some key Python libraries. Next, you'll implement time series analysis using pandas and DataFrames. The following chapters will help you gain an understanding of how to measure the diversifiable and non-diversifiable security risk of a portfolio and optimize your portfolio by implementing Markowitz Portfolio Optimization. Sections on regression analysis methodology will help you to value assets and understand the relationship between commodity prices and business stocks. In addition to this, you'll be able to forecast stock prices using Monte Carlo simulation. The book will also highlight forecast models that will show you how to determine the price of a call option by analyzing price variation.