Interactive notebooks live at:
This repo is to introduce the fundamental applications of Python in Finance and Portfolio Management. The contents include:
| Contents | Filename | Contents | |
|---|---|---|---|
| 1 | Time Value of Money | 11-PV-FV.py | NPV, PV, FV, Payback Period of Cashflows, Assets |
| 2 | Bond and Stock | 21-APR-EAR.py | Annual Percentage Rate, Effective Period/Annual Rates |
| 22-Term-Structure.py | Yield-to-Maturity, Spread, Duration | ||
| 3 | CAPM.py | Capital Asset Pricing Model | |
| 4 | Multifactor-Performance.py | Fama-French Factors Model | |
| 5 | Portfolio-Theory.py | Optimize Portfolio | |
| 6 | MonteCarlo-Simulation.py | Simulate the movement | |
| 7 | CreditRisk-Analysis.py | Estimate market values |