Quantitative Finance with Python A Practical Guide to Investment Management Trading and Financial Engineering 1st Edition By Chris Kelliher
Quantitative Finance with Python: A Practical Guide to Investment Management, Trading and Financial Engineering*, first edition, by Chris Kelliher is a textbook and practical guide that bridges the gap between theoretical mathematical finance and its real-world applications. Published on May 20, 2022, by Chapman and Hall/CRC, the book is designed for first-year graduate students and professional investors.
Key Insights
- Target Audience: The book is ideal for students in quantitative finance programs and professionals in asset management firms or hedge funds.
- Content Mix: It provides a balance of theory and practical Python applications, including a hands-on introduction to options pricing, portfolio optimization, and machine learning.
- Practical Focus: The author, an experienced practitioner and adjunct professor, incorporates real-world case studies, such as the 2021 GameStop event, to illustrate concepts and provide cautionary tales.
- Code Availability: The Python code used throughout the book is available in a free-to-access repository on GitHub.
Book Structure
The book is divided into five sections covering a range of quantitative finance topics. These sections address the foundations of quant modeling, coding and data analysis with Python, options modeling, applications in various financial markets, and portfolio construction and risk management.