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Python for Finance
Build real-life Python applications for quantitative
nance and nancial engineering
Yuxing Yan
BIRMINGHAM - MUMBAI
Python for Finance
Copyright © 2014 Packt Publishing
All rights reserved. No part of this book may be reproduced, stored in a retrieval
system, or transmitted in any form or by any means, without the prior written
permission of the publisher, except in the case of brief quotations embedded in
critical articles or reviews.
Every effort has been made in the preparation of this book to ensure the accuracy
of the information presented. However, the information contained in this book is
sold without warranty, either express or implied. Neither the author, nor Packt
Publishing, and its dealers and distributors will be held liable for any damages
caused or alleged to be caused directly or indirectly by this book.
Packt Publishing has endeavored to provide trademark information about all of the
companies and products mentioned in this book by the appropriate use of capitals.
However, Packt Publishing cannot guarantee the accuracy of this information.
First published: April 2014
Production Reference: 1180414
Published by Packt Publishing Ltd.
Livery Place
35 Livery Street
Birmingham B3 2PB, UK.
ISBN 978-1-78328-437-5
www.packtpub.com
Cover Image by Aniket Sawant (aniket_sawant_photography@hotmail.com)
Credits
Author
Yuxing Yan
Reviewers
Mourad MOURAFIQ
Loucas Papayiannis
Jiri Pik
Commissioning Editor
Usha Iyer
Acquisition Editors
Pramila Balan
Llewellyn Rozario
Content Development Editor
Ruchita Bhansali
Technical Editors
Shubhangi Dhamgaye
Krishnaveni Haridas
Arwa Manasawala
Ankita Thakur
Copy Editors
Roshni Banerjee
Sarang Chari
Adithi Shetty
Project Coordinator
Swati Kumari
Proofreaders
Simran Bhogal
Maria Gould
Ameesha Green
Paul Hindle
Joanna McMahon
Indexers
Mehreen Deshkmukh
Monica Ajmera Mehta
Rekha Nair
Tejal Soni
Priya Subramani
Graphics
Abhinash Sahu
Production Coordinator
Aditi Gajjar Patel
Cover Work
Aditi Gajjar Patel
About the Author
Yuxing Yan graduated from McGill university with a PhD in nance. He has
taught various nance courses, such as Financial Modeling, Options and Futures,
Portfolio Theory, Quantitative Financial Analysis, Corporate Finance, and
Introduction to Financial Databases to undergraduate and graduate students at
seven universities: two in Canada, one in Singapore, and four in the USA.
Dr. Yan has actively done research with several publications in Journal of
Accounting and Finance, Journal of Banking and Finance, Journal of Empirical
Finance, Real Estate Review, Pacic Basin Finance Journal, Applied Financial
Economics, and Annals of Operations Research. For example, his latest publication,
co-authored with Shaojun Zhang, will appear in the Journal of Banking and Finance
in 2014. His research areas include investment, market microstructure, and open
source nance.
He is procient at several computer languages such as SAS, R, MATLAB, C, and
Python. From 2003 to 2010, he worked as a technical director at Wharton Research
Data Services (WRDS), where he debugged several hundred computer programs
related to research for WRDS users. After that, he returned to teaching in 2010 and
introduced R into several quantitative courses at two universities. Based on lecture
notes, he has the rst draft of an unpublished manuscript titled Financial Modeling
using R.
In addition, he is an expert on nancial data. While teaching at NTU in Singapore, he
offered a course called Introduction to Financial Databases to doctoral students. While
working at WRDS, he answered numerous questions related to nancial databases
and helped update CRSP, Compustat, IBES, and TAQ (NYSE high-frequency
database). In 2007, Dr. Yan and S.W. Zhu (his co-author) published a book titled
Financial Databases, Shiwu Zhu and Yuxing Yan, Tsinghua University Press. Currently,
he spends considerable time and effort on public nancial data. If you have any
queries, you can always contact him at
yany@canisius.edu.
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- oyasmi2017-10-07内容很好。
yinkaisheng-nj
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