Course Outline

Introduction

Setting up the Development Environment for Government

  • Programming locally versus online: Anaconda and Jupyter

Python Programming Fundamentals

  • Control structures, data types, functions, data structures, and operators

Extending Python's Capabilities

  • Modules and packages

Your First Python Application for Government

  • Estimating beginning and ending dates and times

Accessing External Data with Python for Government

  • Importing and exporting, reading and writing CSV data
  • Accessing data in an SQL database

Organizing Data Using Arrays and Vectors in Python for Government

  • NumPy and vectorized functions

Visualizing Data with Python for Government

  • Matplotlib for 2D and 3D plotting, pyplot, and SciPy

Analyzing Data with Python for Government

  • Data analysis with scipy.stats and pandas
  • Importing and exporting financial data (Excel, website data, etc.)

Simulating Asset Price Trajectories for Government

  • Monte Carlo simulation

Asset Allocation and Portfolio Optimization for Government

  • Performing capital allocation, asset allocation, and risk assessment

Risk Analysis and Investment Performance for Government

  • Defining and solving portfolio optimization problems

Fixed-Income Analysis and Option Pricing for Government

  • Performing fixed-income analysis and option pricing

Financial Time Series Analysis for Government

  • Analyzing time series data in financial markets

Taking Your Python Application into Production for Government

  • Integrating your application with Excel and other web applications

Application Performance for Government

  • Optimizing your application
  • Parallel computing and multiprocessing

Troubleshooting for Government

Closing Remarks for Government

Requirements

  • An understanding of financial concepts, including securities and derivatives, for government applications.
  • A foundational knowledge of probability and statistics.
  • Basic skills in differential and integral calculus.
 35 Hours

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