If you've been looking to implement Markov chain Monte Carlo using python then you might be interested in PyMC.
From the PyMC site:
PyMC is a python module that implements a suite of MCMC algorithms as python classes, and is extremely flexible and applicable to a large suite of problems. PyMC includes methods for summarizing output, plotting, goodness-of-fit and convergence diagnostics.
Nuclear Phynance is a good place to find information on various financial topics.
Here's a cute paper on Dispersion Trading that I've found to be a useful intro.