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Financial Python | Studies in Finance and Python

Studies in Finance and Python

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This Time It’s Different | Financial Python

https://financialpython.wordpress.com/2009/12/21/this-time-its-different

Studies in Finance and Python. This Time It’s Different. Leave a comment ». I was looking up Reinhart and Rogoffs book, This Time Its Different, on Amazon and the following results appeared:. December 21, 2009 at 4:53 pm. Laquo; Gamma, Delta, and Mark-to-Market. Leave a Reply Cancel reply. Enter your comment here. Fill in your details below or click an icon to log in:. Address never made public). You are commenting using your WordPress.com account. ( Log Out. Notify me of new comments via email.

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Mint on Unemployment | Financial Python

https://financialpython.wordpress.com/2009/12/04/mint-on-unemployment

Studies in Finance and Python. Leave a comment ». December 4, 2009 at 2:23 pm. Laquo; The Physics of Economics and Climate Change. Gamma, Delta, and Mark-to-Market. Leave a Reply Cancel reply. Enter your comment here. Fill in your details below or click an icon to log in:. Address never made public). You are commenting using your WordPress.com account. ( Log Out. You are commenting using your Twitter account. ( Log Out. You are commenting using your Facebook account. ( Log Out. Sqlite or Pytables or Text?

3

Top 5 Posts | Financial Python

https://financialpython.wordpress.com/2009/12/29/top-5-posts

Studies in Finance and Python. Leave a comment ». I just noticed I passed 100 posts a little while ago. Small potatoes in comparison to the geometrically increasing data puking contest that is the Internet. Nevertheless, as we close out 2009, I thought it would be interesting to review the top five posts:. 1) Delta and Mark-to-Market. A brief explanation of corporate synthetic tranche value sensitivity to the underlying portfolio. 2) Use your.flowingdata.com…for the children. 3) Sqlite and Sqlalchemy.

4

Gamma, Delta, and Mark-to-Market | Financial Python

https://financialpython.wordpress.com/2009/12/06/gamma-delta-and-mark-to-market

Studies in Finance and Python. Gamma, Delta, and Mark-to-Market. Leave a comment ». Ive gotten a few questions about gamma vs. delta as it relates to tranches (partially in reaction to an old post. So I thought Id post my response here. As I mentioned in Delta and Mark-to-Market, one way to describe tranche risk is in terms of delta:. As I also mentioned in that older post, however, tranches gain and lose delta depending on the expected loss of the underlying index. If the expected loss of the index ...

5

Sqlite or Pytables or Text? | Financial Python

https://financialpython.wordpress.com/2009/08/07/sqlite-or-pytables-or-text

Studies in Finance and Python. Sqlite or Pytables or Text? Leave a comment ». I’m wondering whether it makes more sense to store time series data in sqlite. Or a hierarchical database (like PyTables. Which is based on the HDF5 format). Or maybe even straight-up text files! Sqlite is nice because it runs everywhere and can connect to almost anything. Could serve as the ‘ Rosetta Stone. 8216; for slinging data around. But PyTables is nice because it integrates with multidimensional numpy. An error has occu...

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Financial Python | Studies in Finance and Python

Studies in Finance and Python. Monte carlo and fundamental analysis. Leave a comment ». A recent discussion about stock options and the creation of Trefis. And its ability to model firm value in a friendly way) made me wonder: Why isnt monte carlo isnt used more often in standard valuation models? Every b-school graduate has used @Risk. So associating probability distributions to revenue, expense, and other model drivers should be vaguely familiar at least. But why do this? Look for fundamental value to ...

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