Quantitative Finance & Algorithmic Trading in Python

Stock Market, Bonds, Markowitz-Portfolio Theory, CAPM, Black-Scholes Model, Value at Risk and Monte-Carlo Simulations

Created by: Holczer Balazs
Software Engineer

What Will I Learn?

• Understand stock market fundamentals
• Understand bonds and bond pricing
• Understand the Modern Portfolio Theory and Markowitz model
• Understand the Capital Asset Pricing Model (CAPM)
• Understand derivatives (futures and options)
• Understand credit derivatives (credit default swaps)
• Understand stochastic processes and the famous Black-Scholes model
• Understand Monte-Carlo simulations
• Understand Value-at-Risk (VaR)
• Understand CDOs and the financial crisis
• Understand interest rate models (Vasicek model)

Requirements

• You should have an interest in quantitative finance as well as in mathematics and programming!

Target audience

• Anyone who wants to learn the basics of financial engineering!