This workshop series will cover a broad range of topics in Quantitative Finance, starting with different models for asset pricing that are then used for the valuation of financial instruments such as general derivatives and options. The underlying goal is to derive, understand and solve the Partial Differential Equation that governs a vast proportion of Quantitative Finance: the Black-Scholes-PDE. This PDE can be analytically solved using mathematical techniques used in physics, but in practice, numerical methods are preferred for quick simulations. Both analytic and numerical methods will be discussed in the second session. In the final session, the learnt theory will be applied to practical examples using hands-on Monte Carlo simulations in finance.