Python for Finance
Python is an open-source programming language which brings a lot of added value for anybody working in the financial industry with a quantitative background. The rising popularity of machine learning and artificial intelligence has given this relatively young language a serious boost. This practical course covers several aspects of the Python programming language with a focus on financial topics (risk, insurance, trading,…).
Practical information:
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- Prerequisites: basic notions of mathematical Finance; no prior knowledge of Python is required
- Price: €50-€300
The course material will be made available.
In a first step the delegate will be introduced into the main packages making up the backbone of Python in a financial context: NumPy, Pandas and Sci-Kit Learn. Topics such as broadcasting and universal functions, which make up the DNA of Python, will be explained. After this introductory step, Python will be put at work through several case studies that will be solved during the course.
The case studies and programs will be developed in Jupyter Notebooks.
Case Studies:
- Monte Carlo simulation
- Building an option pricer
- Kernel density estimation
- Time series analysis
- Asset allocation
Presenters
- Lieven Op de Beeck
- Jan De Spiegeleer