Description
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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”–.
Number of Pages: 408Dimensions: 0.84 x 9.25 x 7.5 INIllustrated: YesPublication Date: April 27, 2014
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