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Classroom Contents
Monte Carlo Simulation with Python - Python for Finance
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- 1 Introduction
- 2 What is Monte Carlo Simulation
- 3 Resources
- 4 Introduction to Monte Carlo Simulation
- 5 The game we will simulate with Monte Carlo Simulation
- 6 The Monte Carlo Simulation code
- 7 Executing the Monte Carlo Simulation
- 8 Making multiple simulations to get more accurate results
- 9 Visualize the Monte Carlo Simulation results with matplotlib
- 10 Calculating the actual probability
- 11 Monte Carlo Simulation to Optimize a Portfolio with Sharpe Ratio
- 12 Creating a random portfolio preparation
- 13 Calculating the expected return
- 14 Calculating the expected volatility
- 15 Calculating the Sharpe Ratio for the portfolio
- 16 Make a Monte Carlo Simulation of the Sharpe Ratio
- 17 Getting the optimal portfolio
- 18 Visualizing the Efficient Frontier
- 19 Conclusion and next lesson
