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Our Degree Programs
Establishment
Language of instruction
English
Teaching content
FINANCE
Training officer(s)
T.RENAULT
Stakeholder(s)
T.RENAULT
Présentation
Prerequisite
Knowledge in Finance: option pricing, Monte Carlo simulation and trading strategies.
Basic knowledge in computer programming (VBA or any other language) is preferable.
Basic knowledge in computer programming (VBA or any other language) is preferable.
Goal
At the end of the course, the student should be able to:
-Import a financial dataset into Python and analyze it using the relevant commands and procedures.
-Take an existing quantitative financial method and develop an algorithm based on it. Then code this algorithm in Python.
-Take financial decisions based on the results of a quantitative analysis.
-Import a financial dataset into Python and analyze it using the relevant commands and procedures.
-Take an existing quantitative financial method and develop an algorithm based on it. Then code this algorithm in Python.
-Take financial decisions based on the results of a quantitative analysis.
Presentation
1-E-learning module called "Data Analysis on Python" by Le Wagon
2-One session in class to present the case study
3-Team work on the case study to submit to the professor
2-One session in class to present the case study
3-Team work on the case study to submit to the professor
Modalités
Organization
| Type | Amount of time | Comment | |
|---|---|---|---|
| Présentiel | |||
| Cours interactif | 2,67 | ||
| Autoformation | |||
| E-Learning | 30,00 | ||
| Travail personnel | |||
| Group Project | 13,00 | ||
| Charge de travail personnel indicative | 5,00 | ||
| Overall student workload | 50,00 | ||
Evaluation
- Students have to finalize the e-learning module "Data Analysis on Python" by a specific date (information will be provided by email). The grade for this part with count for 50% of the final grade of the course.
- Second, students will work in teams on a case study in finance that has to be solved by using Python code and data. This part will count for 50% of the final grade.
- Second, students will work in teams on a case study in finance that has to be solved by using Python code and data. This part will count for 50% of the final grade.
| Control type | Duration | Amount | Weighting |
|---|---|---|---|
| Autres | |||
| Etude de cas | 13,00 | 0 | 50,00 |
| Projet Individuel | 30,00 | 0 | 50,00 |
| TOTAL | 100,00 | ||
Ressources
Bibliography
Hilpisch, Y. (2018). Python for Finance: Mastering Data-Driven Finance . " O'Reilly Media, Inc." -
Internet resources