Carnegie Mellon University

Financial Computing III

Professor: John K. Ostlund

Department: Heinz

Course Number: 46903

Description: This course will present a spectrum of programming topics that should be of use to you in other courses in MSCF, and in your careers. We first look at Python, an open-source, easy-to-learn language based on C++, that is often a good substitute for MATLAB. Two or three weeks will be spent examining the central ideas of data structures and algorithms. Some time will be spent on learning to write add-ins for Excel, using Python and PyXll, C++ in DLLs, and C++ in COM objects. As time permits, we will look at more sophisticated C++ ideas like overriding the new and delete operators, profiling and code optimization. Reference texts (not required): "Effective C++" by Meyers, "Learning Python" by Lutz, and "Data Structures and Algorithms" by Aho, Hopcroft and Ullman.

Prerequisites: 46901, 46902