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Course Outline

Introduction

Configuring the Development Environment

  • Local vs. online programming environments: Anaconda and Jupyter

Python Programming Fundamentals

  • Exploring control structures, data types, functions, data structures, and operators

Extending Python's Capabilities

  • Understanding modules and packages

Building Your First Python Application

  • Calculating initial and terminal dates and times

Accessing External Data with Python

  • Importing, exporting, reading, and writing CSV data
  • Retrieving data from SQL databases

Organizing Data Using Arrays and Vectors in Python

  • Leveraging NumPy and vectorized operations

Visualizing Data with Python

  • Creating 2D and 3D plots using Matplotlib, pyplot, and SciPy

Analyzing Data with Python

  • Conducting data analysis with scipy.stats and pandas
  • Importing and exporting financial data from sources such as Excel and websites

Simulating Asset Price Trajectories

  • Applying Monte Carlo simulation techniques

Asset Allocation and Portfolio Optimization

  • Executing capital allocation, asset distribution, and risk evaluation

Risk Analysis and Investment Performance

  • Formulating and resolving portfolio optimization challenges

Fixed-Income Analysis and Option Pricing

  • Performing comprehensive fixed-income analysis and option valuation

Financial Time Series Analysis

  • Evaluating time-series data within financial markets

Deploying Your Python Application into Production

  • Integrating applications with Excel and other web-based tools

Application Performance

  • Enhancing application efficiency
  • Implementing parallel computing and multiprocessing

Troubleshooting

Closing Remarks

Requirements

  • A solid foundation in finance concepts, including securities and derivatives
  • General proficiency in probability and statistics
  • Basic knowledge of differential and integral calculus
 35 Hours

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