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After completing the C++ Programming for Financial Engineering course, I was eager to build on my knowledge and take my skills to the next level. My goal was to simplify and modularize my approach to option pricing, making the code more accessible and flexible while still retaining the computational rigor required in financial engineering. Moreover, I knew I needed to get my Python skills back into good shape for the start of my MFE program. This ambition led to the creation of the Python...

This project contains several Python packages for performing various financial calculations. Each package focuses on a specific aspect of financial analysis and provides functionalities to compute specific metrics and models. The packages included in this repository are: bond_pricing: A package for bond pricing and valuation calculations. credit_yield_curve: A package for constructing and analyzing credit yield curves. jtd_calculator: A package for computing Jump-to-Default (JTD) risk for...

For people interested in pursuing graduate studies in financial engineering and learning essential C++ topics with applications to finance. The course is 16 weeks long and no prior programming experience is required. Thousands of students who successfully completed the certificate have been accepted into highly selective quantitative finance programs and prestigious financial institutions. With an emphasis on financial applications for quantitative finance, the course is useful to...