Python for Finance [Yan 2014-05-11].pdf

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Python for Finance
Build real-life Python applications for quantitative
finance and financial engineering
Yuxing Yan
BIRMINGHAM - MUMBAI
Python for Finance
Copyright © 2014 Packt Publishing
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However, Packt Publishing cannot guarantee the accuracy of this information.
First published: April 2014
Production Reference: 1180414
Published by Packt Publishing Ltd.
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Birmingham B3 2PB, UK.
ISBN 978-1-78328-437-5
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Cover Image by Aniket Sawant (
aniket_sawant_photography@hotmail.com
)
Credits
Author
Yuxing Yan
Reviewers
Mourad MOURAFIQ
Loucas Papayiannis
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Commissioning Editor
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Technical Editors
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Copy Editors
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Production Coordinator
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Cover Work
Aditi Gajjar Patel
Project Coordinator
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Proofreaders
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Indexers
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Priya Subramani
Graphics
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About the Author
Yuxing Yan
graduated from McGill university with a PhD in finance. He has
taught various finance 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, Pacific 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 finance.
He is proficient 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 first draft of an unpublished manuscript titled
Financial Modeling
using R.
In addition, he is an expert on financial 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 financial 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 financial data. If you have any
queries, you can always contact him at
yany@canisius.edu
.

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