FE 588 - Python Programming for Financial Engineering

$dS_t = r S_t dt + \sigma S_t dW_t$

Fall 2017-2018

Instructor: Ali Taylan Cemgil
Bogazici University, Department of Computer Engineering,
Istanbul, Turkey

Announcements

  • (19.09) Please bring a laptop to the class

  • Lectures: VYKM 4, 19:00-22:00

Examples covered in class

Github Repo

Reference Material

In this class, we won't follow a specific book but relevant material will be made available here.

Official Python Site

List of Tutorials

A Primer on Scientific Programming with Python by Hans Petter Langtangen

Another online free book under MIT license Mirror

Python Exercises for self study

Python examples on Hackerrank

Online Slidesets

http://www.slideshare.net/MattHarrison4/learn-90?next_slideshow=1

Slides for A Primer on Scientific Programming with Python by Hans Petter Langtangen

Youtube videos

Online courses of interest

Programming environment

A 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