viksit / BlackScholes-Pricer

Codes for Cambridge Spark & IMC Quantitative Finance Workshop

Introduction to Quantitative Finance using Python

Link to the online notes.

Preparing for the weekend

For the workshop, you will need to bring your own laptop (see setup instructions further down).

Download this repository and put it somewhere appropriate on your computer. Bookmark the address of the repository as we will use it to share additional files on the day. In it, you will find the following files to help you prepare for the day:

1. introQF_warmup.ipynb a Jupyter notebook that runs through the python commands we will use during the weekend. We will not use classes but we will use lists manipulations, as well as numpy and matplotlib. If you haven't used those before we strongly recommend you go through this notebook and read up on those topics.
2. intrQF_introprobability.pdf a short document on basic probability theory that we will use extensively on the day. Most of you should be familiar with this, if not, we recommend you go through the document and make sure everything is clear.

Note: we will use Jupyter notebook throughout the day. If you've never used a Jupyter notebook before, read this tutorial.

Setup Instructions

If you use Python on a regular basis and are familiar with the way Python environments work, you can skip these instructions. Just bear in mind that we will use Python 3 syntax so that if you prefer using Python 2.7, you'll have to remember to write

from __future__ import print_function, division

at the beginning of your notebooks to make sure everything is compatible.

For the others, please install the latest version of Anaconda with Python 3.6. Note that:

• if you already have some pre-existing, older, installation of Anaconda, we recommend uninstalling that one first and installing the latest one. If you have another existing Python setup like WinPython or Enthought Canopy, we still strongly recommend you install Anaconda so that everyone works in the same environment.
• we will use Python 3 conventions. If you have learned a bit of Python 2, don't worry, most of it will look very similar.
• if you encounter an issue, have a look here to see if it hasn't been answered already.

Once you have installed Anaconda,

• (Windows) launch the conda prompt and navigate (using cd) to the course folder. Write jupyter notebook
• (Mac, Linux) in your terminal, navigate to the course folder and write jupyter notebook

this will launch a web browser and you will be able to launch the introQF_warmup.ipynb notebook.

Contacts

• Logistics: [e-mail]
• IMC contact: [e-mail]