Programa

Python for Finance

Mestrado Bolonha em Finanças

Programa

1–Basics 1 .Python Language History and Overview .Python Installation, Interpreters and Versions .Variables 2–Basics 2 .Functions and Loops .Data and Variable Types .Data Input and Output 3–Modules 1 .Python Modules–general view .Python Module installation .Numpy .SciPy 4–Modules 2 .Matplotlib .Statsmodels .Pandas .Other useful Python modules for finance 5–Sources of Data, Extracting Output Data .Sources of Data .From Financial APIs .From Excel file .Extracting Output Data .to a text file .to a .csv file .to a Excel file .Using Pandas DataFrame 6– .Special DataSets-Dictionaries .Financial Applications A-Examples .NPV and IRR .Stock Price Movements, Return Distributions 7–Financial Applications .Financial Applications B-Examples .Bond Valuation .CAPM–computing beta .Time Series Analysis .Portfolio Theory 8–Financial Applications–C .Options .VaR and Expected Shortfall .Monte Carlo Simulation