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New York Institute of Finance

Python Programming for Finance

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Next dates

Aug 5—7
3 days
New York, New York, United States
USD 2294
USD 764 per day

Description

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.

Prerequisite knowledge:

  • Basic probability and statistics
  • Some familiarity with financial securities and derivatives
  • Elementary differential and integral calculus

CURRICULUM

Day 1

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
  • Multiprocessing
  • Using a dictionary for explicit indexing
  • Back to Top

MODULE 3: ARRAYS, VECTORIZATION AND RANDOM NUMBERS

  • NumPy: array processing
  • Vectorized functions
  • Random number generation

Day 2

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

Day 3

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

Who should attend

  • Developers
  • quants
  • analysts
  • financial engineers and anyone seeking to become a better financial modeler.
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