Python for Finance (2 º Sem 2020/2021)

1?Basics 1
.Python Language History and Overview
.Python Installation, Interpreters and Versions
.Variables
2?Basics 2
.Functions and Loops
.Data and Variable Types
.Data Input and Output
3?Modules 1
.Python Modules?general view
.Python Module installation
.Numpy
.SciPy
4?Modules 2
.Matplotlib
.Statsmodels
.Pandas
.Other useful Python modules for finance
5?Sources of Data, Extracting Output Data
.Sources of Data
.From Financial APIs
.From Excel file
.Extracting Output Data
.to a text file
.to a .csv file
.to a Excel file
.Using Pandas DataFrame
6?
.Special DataSets-Dictionaries
.Financial Applications A-Examples
.NPV and IRR
.Stock Price Movements, Return Distributions
7?Financial Applications
.Financial Applications B-Examples
.Bond Valuation
.CAPM?computing beta
.Time Series Analysis
.Portfolio Theory
8?Financial Applications?C
.Options
.VaR and Expected Shortfall
.Monte Carlo Simulation