No content
Sn  Topics 
Finance basics with Python  
01 
Setting up Python Infrastructure

02 
Arithmetic operations

03 
Data Structure

04 
Object Oriented Programming
PythonLab – Create a Custom Class for Black Scholes Option Price and Greeks 
05 
Numerical computing with NumPy

06 
Data Analysis with Pandas

07 
Data Visualization with Matplotlib, Seaborn & Cufflinks

08 
Calculus
Python Lab – Solving the heat equation 
09 
Numerical Integration
Python Lab – Custom class to find CDF of normal distribution using numerical integration 
10 
Probability & Statistics with SciPy
Python Lab – Custom Class for numerical computation of Expectation and Variance 
11 
Univariate Financial Time Series Analysis with Statsmodels
Excel & Python Lab – Custom class to perform BoxJenkins methodology to fit the best model. 
12 
Multivariate Financial Time Series Analysis with Statsmodels
Excel & Python Lab – Joint forecasting of macroeconomic time series 
13 
Conditional Volatility Models
Excel & Python Lab – Custom Class for ValueatRisk under different volatility models 
14 
Monte Carlo Methods

15 
Copula Models
Excel & Python Lab – Simulating default times for a nth to default basket CDS. . 
Stochastic Calculus for Finance  
01 
Stochastic process

02 
Change of Measure
Excel & Python Lab – ABM, GBM, OU 
Equity Derivatives  
01 
Binomial Asset Pricing Model

02 
Black Scholes

03 
Jump Process

04 
Finite Difference Methods for Option pricing
Excel & Python Lab – Price first generation exotics using Finite Difference 
05 
Monte Carlo methods for Option pricing
Excel & Python Lab – Custom class for Exotic pricing and Greeks 
06 
Volatility Surface
Excel & Python Lab – Custom class for pricing under Heston and SABR models 
Interest Rate & FX Derivatives  
01 
Rates and Rate Instruments
Excel & Python Lab – valuation of Bonds, FRAs and Swaps 
02 
Term Structure Models

02 
Options on rates
Excel & Python Lab – Calibration of swaption volatility surface 
03 
FX Instruments
Excel & Python Lab – Pricing of FX derivatives with volatility smile Excel & Python Lab – CVA calculation for a portfolio of derivatives 
Quantitative Portfolio Management  
01 
Portfolio Theory & Optimization
Excel & PythonLab – A real life portfolio optimization problem Excel & Python Lab – Implementation of Pairstrading (A statistical arbitrage trading strategy) 
Machine Learning for Finance  
01 
Traditional Supervised algorithms using Scikit Learn

02 
Traditional Unsupervised algorithms using Scikit Learn

03 
Deep Learning with Tensorflow

No content
No content
Sn  Topics 
Finance basics with Python  
01 
Setting up Python Infrastructure

02 
Arithmetic operations

03 
Data Structure

04 
Object Oriented Programming
PythonLab – Create a Custom Class for Black Scholes Option Price and Greeks 
05 
Numerical computing with NumPy

06 
Data Analysis with Pandas

07 
Data Visualization with Matplotlib, Seaborn & Cufflinks

08 
Calculus
Python Lab – Solving the heat equation 
09 
Numerical Integration
Python Lab – Custom class to find CDF of normal distribution using numerical integration 
10 
Probability & Statistics with SciPy
Python Lab – Custom Class for numerical computation of Expectation and Variance 
11 
Univariate Financial Time Series Analysis with Statsmodels
Excel & Python Lab – Custom class to perform BoxJenkins methodology to fit the best model. 
12 
Multivariate Financial Time Series Analysis with Statsmodels
Excel & Python Lab – Joint forecasting of macroeconomic time series 
13 
Conditional Volatility Models
Excel & Python Lab – Custom Class for ValueatRisk under different volatility models 
14 
Monte Carlo Methods

15 
Copula Models
Excel & Python Lab – Simulating default times for a nth to default basket CDS. . 
Stochastic Calculus for Finance  
01 
Stochastic process

02 
Change of Measure
Excel & Python Lab – ABM, GBM, OU 
Equity Derivatives  
01 
Binomial Asset Pricing Model

02 
Black Scholes

03 
Jump Process

04 
Finite Difference Methods for Option pricing
Excel & Python Lab – Price first generation exotics using Finite Difference 
05 
Monte Carlo methods for Option pricing
Excel & Python Lab – Custom class for Exotic pricing and Greeks 
06 
Volatility Surface
Excel & Python Lab – Custom class for pricing under Heston and SABR models 
Interest Rate & FX Derivatives  
01 
Rates and Rate Instruments
Excel & Python Lab – valuation of Bonds, FRAs and Swaps 
02 
Term Structure Models

02 
Options on rates
Excel & Python Lab – Calibration of swaption volatility surface 
03 
FX Instruments
Excel & Python Lab – Pricing of FX derivatives with volatility smile Excel & Python Lab – CVA calculation for a portfolio of derivatives 
Quantitative Portfolio Management  
01 
Portfolio Theory & Optimization
Excel & PythonLab – A real life portfolio optimization problem Excel & Python Lab – Implementation of Pairstrading (A statistical arbitrage trading strategy) 
Machine Learning for Finance  
01 
Traditional Supervised algorithms using Scikit Learn

02 
Traditional Unsupervised algorithms using Scikit Learn

03 
Deep Learning with Tensorflow

No content