Python for Optimization and Finance

Topic outline

• General information

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    Python ressources Page

• Documents for lectures
  • 

    Course 1 - Optimal stopping - Card Games File

    94.7 KB Document PDF
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    Lecture 2 / Homework for October 31st 2024 - Optimal stopping - Asian-like payoff File

    138.0 KB Document PDF
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    Code after lecture 1 File

    2.4 KB
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    code at the break of lecture 2 File

    3.5 KB
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    Python code after lecture 2 File

    4.4 KB
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    Lecture 3 on ML File

    146.8 KB Document PDF
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    Lecture 3 Notebook (with slightly more comments) File

    312.2 KB Archive (ZIP)
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    Notebook root solving and minimization File

    16.7 KB Archive (ZIP)
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    Lecture 4 Notebook File

    316.5 KB Archive (ZIP)
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    Lectures 5 and 6 File

    245.3 KB Document PDF
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    Homework on financial data. Due date Nov 30th 2024 File

    168.6 KB Document PDF
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    notebook lecture 5 (with prompting) File

    145.8 KB Archive (ZIP)

• Homeworks