Actuarial Calculations and Operations Research with Python
Master actuarial calculations and operations research using Python, bridging the gap between advanced coding and practical financial applications.
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Actuarial Modeling with Python
Unit 1: Introduction to Actuarial Modeling
Actuarial Science Intro
Python for Actuaries
Actuarial Data Basics
Unit 2: Life Insurance Pricing Models
Mortality Tables in Py
Life Insurance Pricing
Term Life Pricing
Endowment Policy Pricing
Unit 3: Annuity Product Pricing
Annuity Basics
Immediate Annuity Pricing
Deferred Annuity Pricing
Unit 4: Actuarial Reserves
Reserves: Intro
Prospective Reserves
Retrospective Reserves
Reserves: Case Studies
Unit 5: Financial Risk Management
Risk Modeling
Risk Mitigation
Optimization Techniques for Finance
Unit 1: Linear Programming for Portfolio Optimization
Intro to Optimization
Linear Programming
SciPy for LP
Portfolio Optimization
SciPy Portfolio
Unit 2: Integer Programming for Resource Allocation
Integer Programming
PuLP Intro
Resource Allocation
PuLP Allocation
Capital Budgeting
Unit 3: Dynamic Programming for Financial Decisions
Dynamic Programming
DP Investment
Python DP
DP Trade-Offs
Real-World Problems
Monte Carlo Simulation and Financial Risk
Unit 1: Introduction to Monte Carlo Simulation
What is Monte Carlo?
Random Number Generation
Sampling from Distributions
MC Integration Intro
Unit 2: Financial Risk Modeling with Monte Carlo
Risk Modeling Basics
Simulating Stock Prices
Value at Risk (VaR)
Expected Shortfall (ES)
Credit Risk Simulation
Unit 3: Option Pricing with Monte Carlo
Option Pricing Basics
Pricing European Options
Pricing Asian Options
Pricing Barrier Options
Unit 4: Advanced Monte Carlo Techniques
Variance Reduction Intro
Antithetic Variates
Control Variates
Time Series Analysis and Numerical Methods in Finance
Unit 1: Introduction to Time Series Analysis
Time Series Intro
Stationarity Explained
Autocorrelation & Partial AC
White Noise
Intro to statsmodels
Unit 2: ARIMA Models
ARIMA: The Basics
ARIMA: Parameter Selection
ARIMA: Implementation
ARIMA: Diagnostics
Seasonal ARIMA
Unit 3: Volatility Modeling and Numerical Methods
Volatility Modeling Intro
ARCH Models
GARCH Models
Root Finding
Numerical Integration