中文课程简介

现代金融市场的核心部分就是金融衍生品的定价和风险管理的理论与实践。本课程从市场实践方（券商）的角度出发，使用Python编程语言，旨在提供一个针对量化金融尤其是期权定价方面知识的通识化的介绍。学生在本课程中将会学到数值Python的基本知识，期权定价基础，数值计算方法，以及衍生品定价程序库的实用设计原则。选择本课程的学生应对微分方程，概率论和编程有基本的了解，但不需要大量编程经验。本课不需要学生具有金融学专业背景。

英文课程简介

Lying in the heart of modern financial markets are the theories and practices of derivatives pricing and risk management. This course aims to provide a gentle introduction to the field of quantitative finance (especially, options pricing), from a practitioner’s perspective, using the Python language. Students will learn the basics of Python for numerical programming, the basics of options pricing theories, numerical techniques, as well as practical designs of a derivatives pricing library. Students are expected to have basic knowledge in differential equations, probability theory and programming but not required to have extensive coding experiences. A financial background is not required.