Notebook Summaries
These are concise summary versions of the FIN 4506 notebooks.
For full versions, see Notebooks.
| Notebook Summary | Description |
|---|---|
| Introduction to Jupyter Notebooks | Condensed introduction to Python notebook workflow, basic return calculations, plotting, and a first regression. |
| Optimization in Python | Short overview of numerical optimization tools in Python for finance use cases. |
| A Market Index for Cryptocurrencies | Summary of crypto index construction, beta estimation, and comparison with SPY. |
| Minimum Variance Portfolio | Key steps for minimum-variance portfolio construction and interpretation. |
| Analyzing Mutual Fund Performance | Streamlined walkthrough of mutual fund performance analysis with regression-based metrics. |
| Option Pricing with Neural Networks | Brief implementation and evaluation of neural network option pricing. |
| Volatility Surface Modeling with Neural Networks | Concise treatment of SPX implied volatility surface fitting with ML. |
| Blockchain Foundations | Summary of hashing, block structure, PoW intuition, and network security ideas. |
| Proof of Work Example | Minimal PoW blockchain implementation with validation and integrity checks. |