This two-part (6 hour) workshop, over two days, introduces the Python programming language with applications in Finance. The first part of the workshop covers data types and structures, reading data files, functional programming, data exploration and visualization using the base Python library and open-source packages. During the second part of the workshop, these skills are applied to various topics in applied finance including financial time series analysis, simulation, value-at-risk, portfolio optimization, derivative pricing, and credit modeling. Each part will be…
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This two-part (6 hour) workshop, over two days, introduces the Python programming language with applications in Finance. The first part of the workshop covers data types and structures, reading data files, functional programming, data exploration and visualization using the base Python library and open-source packages. During the second part of the workshop, these skills are applied to various topics in applied finance including financial time series analysis, simulation, value-at-risk, portfolio optimization, derivative pricing, and credit modeling. Each part will be…
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This 3-hour workshop will take the participants through a PPNR validation case study. The workshop will start with a review of the general concepts and best practices for all validations and then discuss those in the context and challenges of PPNRs. This will be followed by a detailed validation applying the principles introduced and extending them to the particular components of a typical PPNR validation. The workshop will consist of presentations by the instructors and hands-on exercises to be completed…
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