Introduction

This is a Python🐍 tutorial, that we will cover around 18 weeks in the course CM526, but you can refer to it and learn more in the future (i.e., 18 weeks + more to learn 😂🤣).

This tutorial includes:

1. Hello World
2. Variables & statistics
3. Graph & Regression
4. Functions & Conditional
5. Forward and Futures Price
6. Binomial Tree model
7. Distribution of stock price and returns
8. BSM model
9. Stochastic (Price) Process
10. Greeks
11. Execucomp
12. Quantile & VaR
13. Implied Volatility

Others

More reading

If you love this kind of tutorial, you may want to check other repositories below:

• py4fi

Other userful materials

• 🏡
• Yahoo Finance, e.g., Microsoft (MSFT) options price

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CHANGE LOGS

• 2020/5/27: add implied volatility
• 2020/5/11: add VaR
• 2020/5/11: add market return distribution in note 07 + add simulation in note 09b
• 2020/4/12: add execucomp
• 2020/3/26: add function to get bond yield, using Newton optimization
• 2020/3/10: add greeks
• 2020/3/9: add BSM model & stock return distribution
• 2020/3/8: add binomial tree model

TODO

• quantile & VaR (value-at-risk)
• git & github
• volatility smile
• how to build your own module with related functions

LICENSE

MIT

CONTACT

buidiengiau@gmail.com