Introduction to Python in Finance 9-11 Dec 2014 ISEG

This is a 3-day introductory workshop on Python, focused on its use in finance. This workshop is aimed at users with few or no proficiency in Python who want to apply numerical methods in Finance. A short introduction to the language and its syntax will be given, as well as a brief description of the most important modules (NumPy, SciPy, Matplotlib, Pandas, IPython) for scientific and financial analysis purposes. The workshop will consist of interactive lectures with several examples followed by practical sessions.

• ##Day1

  • Local:Python Online(read-only):NBViewer Additional Resources: Python
  • Local:IPython Online(read-only):NBViewer Additional Resources: IPython
  • Local:Numpy Online(read-only):NBViewer Additional Resources: Numpy
  • Local:Matplotlib Online(read-only):NBViewer Additional Resources: Matplotlib

• ##Day2

  • Local:SciPy Online(read-only):NBViewer Additional Resources: SciPy
  • Local:Pandas Online(read-only):NBViewer Additional Resources: Pandas
  • Local:Tips and Tricks Online(read-only):NBViewer
  • Local:Benchmarks Online(read-only):NBViewer Additional Resources: Cython Numba Parakeet
  • Local:Randomness Online(read-only):NBViewer
  • Local:FFT Online(read-only):NBViewer
  • Local:Option Pricing Online(read-only):NBViewer

• ##Day3

  • Local:Parallel Python Online(read-only):NBViewer Additional Resources: Parallel Python
  • Local:MPI Online(read-only):NBViewer Additional Resources: MPI4py
  • Local:NumbaPro Online(read-only):NBViewer Additional Resources: NumbaPro
  • Local:PyCuda Online(read-only):NBViewer Additional Resources: PyCuda