Quantitative Finance and Insurance

Aim of the course is to give a basic knowledge of the Python language for financial applications. In particular, Pandas will be introduced in order to load, manipulate and do statistical analysis of financial datasets.

At the end of the course, a student will be able to:

• Understand the basic commands of Python and the use of Jupyter Notebooks
• Load databases (online, or from Excel, csv) to manipulate and correct data, even non well formatted (data wrangling)
• Basic statistical analysis and plots in different styles
• Preparation of small reports of data analsys

The Open Badge BESTR Programming in Python: basic level is provided to the students  who have successfully passed the exam, with the aim to certify the skills acquired and to increase their own web reputation by adding the Open Badge in digital CVs, on job platforms, e.g. LinkedIn.

The course is based on Think Python which is an classical introduction to Python programming for beginners. The book starts with basic concepts of programming, and is carefully designed to define all terms when they are first used and to develop each new concept in a logical progression. Larger pieces, like recursion and object-oriented programming are divided into a sequence of smaller steps and introduced over the course of several chapters.

A short introdution to Pandas will be given as well.

Detailed description:

1. The way of the program
2. Variables, expressions and statements
3. Functions
4. Conditional and iteration
5. Strings, lists, tuples, sets and dictionaries
6. Introduction to Pandas and plotting methods
7. Classes and objects
8. Case studies

Traditional teaching with classroom works in small groups (max 3 people) for problem solving. 

It is strongly suggested the use of a personal notebook with the Python Anaconda distribution. Instructions will be given in the Moodle page.

The students have to prepare a little code project ineherent to their activity. It is mandatory the use of a Python class with a few methods, linked from a Jupyter Notebook showing the results of their calculations.

An oral examination will allow to explain the content of the project

THe Think Python 2e can be download for free at this url: https://greenteapress.com/wp/think-python-2e/