You can try df.column_name = df.column_name.astype(float). As for the NaN values, you need to specify how they should be converted, but you can use the .fillna method to do it.
Example:
In [12]: df
Out[12]:
a b
0 0.1 0.2
1 NaN 0.3
2 0.4 0.5
In [13]: df.a.values
Out[13]: array(['0.1', nan, '0.4'], dtype=object)
In [14]: df.a = df.a.astype(float).fillna(0.0)
In [15]: df
Out[15]:
a b
0 0.1 0.2
1 0.0 0.3
2 0.4 0.5
In [16]: df.a.values
Out[16]: array([ 0.1, 0. , 0.4])