FE 588 - Python Programming for Financial Engineering$dS_t = r S_t dt + \sigma S_t dW_t$Fall 2017-2018Instructor: Ali Taylan Cemgil Announcements
Examples covered in classReference MaterialIn this class, we won't follow a specific book but relevant material will be made available here. A Primer on Scientific Programming with Python by Hans Petter Langtangen Another online free book under MIT license Mirror Python Exercises for self study Online Slidesetshttp://www.slideshare.net/MattHarrison4/learn-90?next_slideshow=1 Slides for A Primer on Scientific Programming with Python by Hans Petter Langtangen Youtube videosOnline courses of interestProgramming environmentA Python Programming environment is required for the course. Download Anaconda (Python 3.6 version) All the development and assignments will be done on Jupyter notebooks. We will use a github education for submissions of all coursework. Timetable |