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上课时间和地点 |
开课地址:【上海】同济大学(沪西)/新城金郡商务楼(11号线白银路站)【深圳分部】:电影大厦(地铁一号线大剧院站) 【武汉分部】:佳源大厦【成都分部】:领馆区1号【沈阳分部】:沈阳理工大学【郑州分部】:锦华大厦【石家庄分部】:瑞景大厦【北京分部】:北京中山学院 【南京分部】:金港大厦
最新开班 (连续班 、周末班、晚班):2020年3月16日 |
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课程大纲 |
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- Introduction
- Understanding the Fundamentals of Python
- Overview of Using Technology and Python in Finance
- Overview of Tools and Infrastructure
- Python Deployment Using Anaconda
Using the Python Quant Platform
Using IPython
Using Spyder
Getting Started with Simple Financial Examples with Python
- Calculating Implied Volatilities
Implementing the Monte Carlo Simulation
Using Pure Python
Using Vectorization with Numpy
Using Full Vectoriization with Log Euler Scheme
Using Graphical Analysis
Using Technical Analysis
Understanding Data Types and Structures in Python
- Learning the Basic Data Types
Learning the Basic Data Structures
Using NumPy Data Structures
Implementing Code Vectorization
Implementing Data Visualization in Python
- Implementing Two-Dimensional Plots
Using Other Plot Styles
Implementing Finance Plots
Generating a 3D Plot
Using Financial Time Series Data in Python
- Exploring the Basics of pandas
Implementing First and Second Steps with DataFrame Class
Getting Financial Data from the Web
Using Financial Data from CSV Files
Implementing Regression Analysis
Coping with High-Frequency Data
Implementing Input/Output Operations
- Understanding the Basics of I/O with Python
Using I/O with pandas
Implementing Fast I/O with PyTables
Implementing Performance-Critical Applications with Python
- Overview of Performance Libraries in Python
Understanding Python Paradigms
Understanding Memory Layout
Implementing Parallel Computing
Using the multiprocessing Module
Using Numba for Dynamic Compiling
Using Cython for Static Compiling
Using GPUs for Random Number Generation
Using Mathematical Tools and Techniques for Finance with Python
- Learning Approximation Techniques
Regression
Interpolation
Implementing Convex Optimization
Implementing Integration Techniques
Applying Symbolic Computation
Stochastics with Python
- Generation of Random Numbers
Simulation of Random Variables and of Stochastic Processes
Implementing Valuation Calculations
Calculation of Risk Measures
Statistics with Python
- Implementing Normality Tests
Implementing Portfolio Optimization
Carrying Out Principal Component Analysis (PCA)
Implementing Bayesian Regression using PyMC3
Integrating Python with Excel
- Implementing Basic Spreadsheet Interaction
Using DataNitro for Full Integration of Python and Excel
Object-Oriented Programming with Python
- Building Graphical User Interfaces with Python
- Integrating Python with Web Technologies and Protocols for Finance
- Web Protocols
Web Applications
Web Services
Understanding and Implementing the Valuation Framework with Python
- Simulating Financial Models with Python
- Random Number Generation
Generic Simulation Class
Geometric Brownian Motion
The Simulation Class
Implementing a Use Case for GBM
Jump Diffusion
Square-Root Diffusion
Implementing Derivatives Valuation with Python
- Implementing Portfolio Valuation with Python
- Using Volatility Options in Python
- Implementing Data Collection
Implementing Model Calibration
Implementing Portfolio Valuation
Best Practices in Python Programming for Finance
- Troubleshooting
- Summary and Conclusion
- Closing Remarks
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