Quantitative Analysis.

Trading Platform.

Python for Excel.

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I. Basic math. 1. Conditional probability. 2. Normal distribution. 3. Brownian motion. 4. Poisson process. 5. Ito integral. 6. Ito calculus. 7. Change of measure. 8. Girsanov's theorem. 9. Forward Kolmogorov's equation. 10. Backward Kolmogorov's equation. 11. Optimal control, Bellman equation, Dynamic programming. II. Pricing and Hedging. III. Explicit techniques. IV. Data Analysis. V. Implementation tools. VI. Basic Math II. VII. Implementation tools II. Bibliography.

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