Python for Finance module for Imperial MSc in Mathematics and Finance
Lecturers: Jack Jacquier (a.jacquier@imperial.ac.uk), Aitor Muguruza (aitor.muguruza-gonzalez15@imperial.ac.uk)
Each week will focus on one particular topic with
- One full IPython notebook
- One assignment
This is a non-assessed module, compulsory for the students of the MSc in Mathematics and Finance, Imperial College London. The sessions will take place on Fridays, 3pm - 5pm UK time, in person in Clore Lecture Theatre. A link to join the sessions will be posted on the Teams Channel of the module and on Blackboard. The preliminary programme is as follows:
- Session 1: Fundamentals of Python
- Session 2: Mathematical Finance in Python
- Session 3: Importing data and visualisation tools
- Session 4: Object-Oriented Programming
- Session 5: Introduction to Pandas for data
- Session 6: Functional Programming
- Session 7: Introduction to Cython
- Session 8: Multi-processing and sympy
- Session 9: xlwings; dealing with large datasets