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readme.md

Python for Finance

Python Variables and Data Types
Basic Python Syntax
Python Operators
Conditional Statements
Functions
Sequences
Using Iterations in Python
Data Structures in Python
Object Oriented Programming
Standard Template Library(STL)
Multithreading & Concurrency

Time Series Modeling in Python

AR Model
MA Model
ARMA Model
ARIMA Model
ARIMAX Model
SARIMAX Model
ARCH Model
GARCH Model

Finance Topics To Know

Calculating Risk and Return
Calculating a security's risk of Return - Simple Return & Log Return
Portfolio of Securities and Its rate of return
Calculating the Indices Rate of Return
Calculating a security's risk in Python
Benefits of Portfolio Diversification
Calculating the covariance between the securities
Calculating Covariance and Correlation
Calculating the Risk of Multiple Securities
Calculating Portfolio Risk
Understanding Systematic Vs Idiosyncratic Risk
Calculating Diversifiable and Non-Diversiable Risk of a Portfolio
Using Regressions for Financial Analysis
Markowitz Portfolio Theory & Markowitz Model Implementation
Capital Asset Pricing Model(CAPM) & its Implementation
Multivariate Regression Analysis
Monte Carlo Simulations in Finance
Bonds Theory & Implementation
Derivatives(Forward, Future, Option, Swaps)
Black Scholes Model and Its Implementation
Random Behavior in Finance
Value at Risk(VaR) & Its Implementation
Interest Rate Modeling (Vasicek Model)
Pricing Bonds with Vasicek Model
Long Term Investing
Black Scholes Model and Its Implementation
Random Behavior in Finance
Value at Risk(VaR) & Its Implementation
Interest Rate Modeling (Vasicek Model)
Pricing Bonds with Vasicek Model
Long Term Investing

Quant Finance Bootcamp

Derivatives(Forward, Future, Option, Swaps)
Options (Call, Put)
Risk Management in Derivatives
- Greeks (Delta, Gamma, Theta, Vega, Rho)
- Hedging (Delta Hedging, Gamma Hedging, Theta Hedging, Vega Hedging, RhoHedging)
- Value at Risk Models for Equity Portfolio
Quantitative Modeling
- Binomial Tree - One-Step, Two Step
- Geometric Brownian Motion
- Black Scholes Model
- Monte Carlo Methods for Quant Finance (Asian, Barrier, European Option)
Stochastic Interest Rate Modeling
- Vasicek Interest Rate Model
- CIR Interest Rate Model
Model Validation
Value at Risk Models
- Historical Method & its implementation
- Variance Covariance Method & its implementation
- Monte Carlo Simulation Method & its implementation
- Backtest VaR Using Traffic Light Approach - Theory & Excel Implementation
- Backtest VaR Using Kupiec Test - Theory & Excel Implementation
- Expected Shortfall Theory & its implementation
Portfolio Management
Credit Risk Modeling in Python
- Probability of Default (PD) Model
- Loss Given Default (LGD) Model
- Exposure at Default (EAD) Model