Financial Modeling

Objectives

The Financial Modelling course aims to extend students' capabilities in programming and data science. Having Finance and business problems as our playground, students will be invited to cross the traditional and rational business reasoning to deal with real live data-driven financial problems. This course helps fill that gap, by showing how to unlock the power of the Python language for financial modeling and providing an excellent insight into the programming techniques needed if it is to be used for practical business applications in the industry. Key language capabilities are described in parallel with the development of a comprehensive framework for the business industry (ranging from high-frequency trading, digital marketing, and crypto assets, among others).


General characterization

Code

2270

Credits

3.5

Responsible teacher

Pedro Alexandre Calheiros Souto

Hours

Weekly - Available soon

Total - Available soon

Teaching language

English

Prerequisites

n/a

Bibliography

Financial Modelling in Python - By (author) Shayne Fletcher, By (author) Christopher Gardner

Basic Python for Data Management, Finance, and Marketing: Advance Your Career by Learning the Most Powerful Analytical Tool - By (author) Art Yudin

Quantitative Finance with Python: A Practical Guide to Investment Management, Trading, and Financial Engineering - By (author) Chris Kelliher


Teaching method

Classes contain both expositions of the theory and immediate applications. In the course, you will learn by examples, learn-by-teaching, and learn-by-doing. 


Evaluation method

•    Weekly Assignments: 50%
•    Exam    50%

Subject matter

Introduction to the course

Principles of model building

Data modelling

Leverage data with coding

Coding for business

Python for finance

Extract, Transform & Load

Data Insights Data Science at Scale