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| Publisher | Packt Publishing |
| ISBN 13 | 9781783284375 |
| ISBN 10 | 1783284374 |
| Author | Dr Yuxing Yan |
| Language | English |
| Book Description | "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. |
| Publication Date | 27 April 2014 |
| Number of Pages | 408 pages |
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