Tutorial objective: write and understand simple minimal programs in python for pricing financial derivatives

topics:

**Brownian motion**

objective: draw and calculate properties of brownian motion using python

**Black scholes pricing**

objective: calculate call option price

**Heston model**

objective: draw forward smile as function of parameters

Libor Market model

objective: implement minimal libor market model

**Markov functional model**

objective: implement minimal libor markov functional model

**Local Volatility model**

objective: implement simplest local vol model

**PDE Black Scholes**

objective: implement simple PDE pricer

all topics are divided into 3 parts:

Maths,python,exercises for extension of topic