Day-by-day course files
Course materials
Each teaching day has the same four-part structure: lecture slides, a focused Python notebook, the data needed by that notebook, and the daily quiz. Files are released only after that day's package has been checked as a whole.
All ten sittings, with dates and entry links
Week One · Valuation and capital markets
Cash-flow timelines, future and present value, no-arbitrage, NPV, annuities, perpetuities and equal-payment loans.
Worked solution notebook released after the session · every cell run
Effective annual rates and APR, converting a quote to the period you need, amortising loans, inflation and real returns, the yield curve, and default risk.
Practical 2: inflation, the yield curve and risk three tasks · about twenty minutes
Worked solution notebooks all three practicals, every cell run
Bond cash flows, clean and dirty prices, spot-curve valuation, yield to maturity, duration, convexity, DV01 and credit risk.
Worked solution notebook every cell run
Market history since 1928, expected return and volatility, compounding against averages, diversification, systematic risk and the beta benchmark.
Worked solution notebook every cell run
Week Two · Risk transfer, information and digital finance
Operating exposure, forwards, futures, margin and basis risk, introductory calls and puts, cases and hedge governance.
Worked solution notebook forwards, futures, basis, margin and introductory options
Why central-bank words affect decisions; expectation formation and anchoring; forward guidance; market-implied surprises; and event-window evidence using daily Fed Funds futures and synthetic intraday prices.
Downloadable lecture PDF 64 pages
How futures prices encode expected policy; how narrow windows isolate news; and how BIS speeches reveal climate attention only after context and mandate verification.
Official gingado dataset loader documentation live collection is optional; the classroom file runs offline
Blockchain and Bitcoin; 15 years of prices, volatility and drawdowns; stablecoins and CBDC; M-Pesa, UPI and Pix; big data, algorithms and high-frequency finance.
Open the 15-year price, volatility and drawdown figure frozen Coin Metrics series; the classroom analysis runs offline
Course use. Materials are provided for students enrolled in the course. Please ask before reusing or redistributing them.
