Quantitative Analysis.

Trading Platform.

Python for Excel.

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I. Basic math. II. Pricing and Hedging. III. Explicit techniques. 1. Black-Scholes formula. 2. Change of variables for Kolmogorov equation. 3. Mean reverting equation. 4. Affine SDE. 5. Heston equations. 6. Displaced Heston equations. 7. Stochastic volatility. 8. Markovian projection. 9. Hamilton-Jacobi Equations. A. Characteristics. B. Hamilton equations. C. Lagrangian. D. Connection between Hamiltonian and Lagrangian. E. Lagrangian for the heat equation. IV. Data Analysis. V. Implementation tools. VI. Basic Math II. VII. Implementation tools II. Bibliography.

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