Mastering Python for Finance

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Mastering Python for FinanceUnderstand, design, and implement state-of-the-art mathematical and statistical applications used in Finance with PythonJames Ma WeimingBIRMINGHAM - MUMBAIMastering Python for FinanceCopyright 2015 Packt PublishingAll rights reserved. No part of this book may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, without the prior written permission of the publisher, except in the case of brief quotations embedded in critical articles or effort has been made in the preparation of this book to ensure the accuracy of the information presented.

Bond options 144 Callable bonds 145 Puttable bonds 146 Convertible bonds 146 Preferred stocks 147 Pricing a callable bond option 147 Pricing a zero-coupon bond by the Vasicek model 147 Value of early-exercise 150 Policy iteration by finite differences 152 Other considerations in callable bond pricing 161 Summary 162

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