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Who should attend
- financial engineers and anyone seeking to become a better financial modeler.
About the course
This course will teach you the essential elements of Python to build practically useful applications and conduct data analysis for finance.
This course is a component of the Data Analysis and Programming for Finance Professional Certificate.
- Basic probability and statistics
- Some familiarity with financial securities and derivatives
- Elementary differential and integral calculus
MODULE 1: INTRODUCTION TO PYTHON
- The Anaconda Python distribution
- Interactive programming: IPython and Jupyter notebooks
- Programming: control structures, data types, functions, data structures
- Modules and Packages
- Back to Top
MODULE 2: ESSENTIAL PYTHON TOOLKIT
- Date and time management : format, measuring time lapse, etc.
- How to build and run a standalone application
- Parsing command line arguments
- Importing/Exporting files
- Reading and writing in CSV format
- Accessing SQL databases
- Using a dictionary for explicit indexing
- Back to Top
MODULE 3: ARRAYS, VECTORIZATION AND RANDOM NUMBERS
- NumPy: array processing
- Vectorized functions
- Random number generation
MODULE 1: SCIENTIFIC COMPUTING WITH PYTHON
- Matplotlib: 2D and 3D plotting
- Using pyplot
- SciPy: scientific computing
- Root finding, interpolation, integration and optimization
MODULE 2: DATA ANALYSIS WITH PYTHON
- Data analysis with scipy.stats and pandas
- Pandas data structures: series and data frames
- Importing and exporting data from/to MS Excel
- Importing data from websites
MODULE 1: PYTHON APPLICATIONS
- Monte Carlo simulation basics
- Simulating asset price trajectories
- Variance reduction techniques
- Pricing options by Monte Carlo simulation
- Pricing options by finite difference methods
WHAT YOU'LL LEARN
- Learn the basic elements of programming in Python
- Learn essential data analysis concepts and techniques for finance
- Build realistic applications for finance using Monte Carlo methods and other useful techniques
Because of COVID-19, many providers are cancelling or postponing in-person programs or providing online participation options.
We are happy to help you find a suitable online alternative.