Quantitative Analysis.

Trading Platform.

Python for Excel.

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I. Basic math. 1. Conditional probability. A. Definition of conditional probability. B. A bomb on a plane. C. Dealing a pair in the "hold' em" poker. D. Monty-Hall problem. E. Two envelopes. F. Two headed coin drawn from a bin of fair coins. G. Randomly unfair coin. H. Recursive Bayesian calculation. I. Birthday problem. J. Backward induction. K. Conditional expectation. Filtration. Flow of information. Stopping time. 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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