Product Description
by Yuxing Yan (Author)
"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.
Number of Pages: 408
Dimensions: 0.84 x 9.25 x 7.5 IN
Illustrated: Yes
Publication Date: April 27, 2014