Update readme.md

Author: cybergeekgyan

Python/readme.md

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 - Multivariate Regression Analysis
 - Monte Carlo Simulations in Finance
 - Bonds Theory & Implementation
-- Derivatives Basics
+- # Python for Finance
+
+- Python Variables and Data Types
+- Basic Python Syntax
+- Python Operators
+- Conditional Statements
+- Functions
+- Sequences
+- Using Iterations in Python
+- Data Structures in Python
+- Object Oriented Programming
+- Standard Template Library(STL)
+- Multithreading & Concurrency
+
+
+
+# Finance Topics To Know 
+
+- Calculating Risk and Return
+- Calculating a security's risk of Return - Simple Return & Log Return
+- Portfolio of Securities and Its rate of return
+- Calculating the Indices Rate of Return
+- Calculating a security's risk in Python
+- Benefits of Portfolio Diversification
+- Calculating the covariance between the securities
+- Calculating Covariance and Correlation
+- Calculating the Risk of Multiple Securities
+- Calculating Portfolio Risk
+- Understanding Systematic Vs Idiosyncratic Risk
+- Calculating Diversifiable and Non-Diversiable Risk of a Portfolio
+- Using Regressions for Financial Analysis
+- Markowitz Portfolio Theory & Markowitz Model Implementation
+- Capital Asset Pricing Model(CAPM) & its Implementation
+- Multivariate Regression Analysis
+- Monte Carlo Simulations in Finance
+- Bonds Theory & Implementation
+- Derivatives(Forward, Future, Option, Swaps)
 - Black Scholes Model and Its Implementation
 - Random Behavior in Finance
 - Value at Risk(VaR) & Its Implementation
 - Interest Rate Modeling (Vasicek Model)
 - Pricing Bonds with Vasicek Model
 - Long Term Investing 
+- Black Scholes Model and Its Implementation
+- Random Behavior in Finance
+- Value at Risk(VaR) & Its Implementation
+- Interest Rate Modeling (Vasicek Model)
+- Pricing Bonds with Vasicek Model
+- Long Term Investing 
+
+
+
+## [Quant Finance Bootcamp](https://quantfinanceinstitute.com/courses/quant-finance-bootcamp-25/)
+
+- Derivatives(Forward, Future, Option, Swaps)
+- Options (Call, Put)
+- Risk Management in Derivatives
+    - Greeks (Delta, Gamma, Theta, Vega, Rho)
+    - Hedging (Delta Hedging, Gamma Hedging, Theta Hedging, Vega Hedging, RhoHedging)
+    - Value at Risk Models for Equity Portfolio
+- Quantitative Modeling
+    - Binomial Tree - One-Step, Two Step
+    - Geometric Brownian Motion
+    - Black Scholes Model
+    - Monte Carlo Methods for Quant Finance (Asian, Barrier, European Option)
+- Stochastic Interest Rate Modeling
+    - Vasicek Interest Rate Model
+    - CIR Interest Rate Model
+- Model Validation
+- Portfolio Management