Empirical Finance with Python
Course Notes for MATH 60207/A @ HEC Montréal
This book is aimed at students in the MSc in Finance program at HEC Montréal taking the course MATH 60207 Empirical Finance. I make it publicly available for anyone interested in learning Python for finance, but some examples and explanations are tailored to the HEC Montréal context.
This book is also available as a PDF file. Please note, however, that I will add content throught the semester, so you might want to avoid printing the whole document.
This book is a work in progress. I are constantly adding new content and refining existing content. If you have any suggestions or feedback, please reach out at vincent.gregoire@hec.ca.
Acknowledgments
I am grateful to my colleague Saad Ali Khan for his invaluable feedback and suggestions on the book, and for providing some the content used in the book.