Financial Modelling and Simulation with Python: using Numpy, Scipy, Matplotlib and Pandas

Saurabh Jaiswal (~saurabh5)


21

Votes

Description:

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This Talk is about evolution of Python as a major technology used in Finance. These days various Financial Models are been simulated using python scientific libraries with amazing capabilities of Analysis, Calculation with higher order mathematical equations and statistical modelling complimented by Ploting libraries with 2D Graphs, Charts and Histograms.

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  1. Introduction of Python for Finance
  2. Black & Scholes for European Call Options
  3. Monte Carlo simulation for European Call Options
  4. Value at Risk calculation using Monte Carlo Simulation
  5. Geometric Brownian Motion
  6. Basics of Volatility and Normal function
  7. Basics of Correlation, Covariance and VaR

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Prerequisites:

Knowledge of Basics of Python and Libraries like Numpy, Scipy, Matplotlib and Pandas .

Content URLs:

http://saurabhjaiswal.com/Financial%20Modelling%20and%20Simulation.pdf

Speaker Info:

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Speaker Links:

You can find me at:

www.saurabhjaiswal.com

https://www.linkedin.com/in/saurabh37

https://twitter.com/saurabh3737

Section: Scientific Computing
Type: Talks
Target Audience: Intermediate
Last Updated: