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所在平台: Udemy |
课程主页: https://www.udemy.com/course/hands-on-python-for-finance/
课程评论：没有评论
课程名称：实践中的Python金融应用 概述：您知道Python是定量分析财务状况的最佳工具之一吗？本课程通过实践引导开发者和定量分析师入门Python，并深入探讨在定量金融中使用Python的关键要素。课程开始时将介绍Python及其各种数据结构，随后深入了解第三方库。学员将使用专门为分析和可视化而设计的Python库和工具，了解时间线上的现金流，并学习时间序列评估、预测、线性回归等概念，重点关注线性模型、相关性和投资组合构建等重要方面。 最后，学员将计算风险价值（VaR）并利用蒙特卡罗模拟来模拟投资组合价值，了解这一类计算算法的应用。通过大量的实践例子，您将建立一个完整的蒙特卡罗框架，该框架用于基于模拟的衍生品和风险分析。 关于讲师：Matthew Macarty在教授研究生和本科生的商业课程方面拥有超过15年的经验，目前在Bentley大学任教，教授统计学、定量方法、信息系统和数据库设计等课程。
Did you know Python is the one of the best solution to quantitatively analyse your finances by taking an overview of your timeline? This hands-on course helps both developers and quantitative analysts to get started with Python, and guides you through the most important aspects of using Python for quantitative finance.You will begin with a primer to Python and its various data structures.Then you will dive into third party libraries. You will work with Python libraries and tools designed specifically for analytical and visualization purposes. Then you will get an overview of cash flow across the timeline. You will also learn concepts like Time Series Evaluation, Forecasting, Linear Regression and also look at crucial aspects like Linear Models, Correlation and portfolio construction. Finally, you will compute Value at Risk (VaR) and simulate portfolio values using Monte Carlo Simulation which is a broader class of computational algorithms.With numerous practical examples through the course, you will develop a full-fledged framework for Monte Carlo, which is a class of computational algorithms and simulation-based derivatives and risk analytics.About the AuthorMatthew Macarty has taught graduate and undergraduate business school students for over 15 years and currently teaches at Bentley University. He has taught courses in statistics, quantitative methods, information systems and database design.
