Friday 6th July, 2012
9:00am to 10:30am
This training is about the efficient implementation of tasks and algorithms typically encountered in financial settings (e.g. trading, investing, portfolio and risk management, derivatives analytics). Topics include:
1) Libraries useful for financial applications 2) Convenient data structures for finance 3) Data gathering from the Web 4) Data crunching in-memory and out-of-memory 5) Discounting cash flows in Python 6) Simulation and valuation algorithms in Python 7) Optimization in Python 8) Visualization of time series and other data
The goal is to introduce Python as very useful language and environment for the rapid development of financial applications. To follow the training and to use the code provided you should have installed (at least) Python 2.7.x, IPython, SciPy, PyTables, pandas.
Managing Partner, Visixion GmbH
1993-1996: undergraduate studies in business administration (Dipl.-Kfm.)1996-2000: doctoral studies in mathematical finance/option theory (Dr.rer.pol.)1997-2004: top management consulting for financial services & insurance companies2005-today: owner and MD of Visixion GmbH, Germany, using Python to develop financial engineering applications; major product: DEXISION - Derivatives Analytics on Demand (http://www.dexision.com)2010-today: lecturer for mathematical finance at Saarland University, Germany, using Python in financial derivatives courses
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