Complete set of slides and accompanying Python scripts [updated after the actual training which took place on Friday 06 July 2012 in Florence]. Scripts are only provided for illustration purposes.
Note that the archive is password protected. If you do not have one, send us an email via the contact form and detail what purpose you want to use the slides for. Also send us an email if you are interested in solutions for the exercises.
Major Python libraries addressed: NumPy, pandas, PyTables, Cython. Topics include Approximation, Optimization, Numerical Integration, Option Pricing, Monte Carlo Simulation, Implementing Simulation Study.
