Financial Computing I

Course Number: 46901

Financial Computing I will continue with more advanced Python, and with more applications of Python to quantitative finance topics: 1.Pandas for spreadsheets and time series 2.Defining and using classes 3.More dynamic programming algorithms, standard data structures, sorting algorithms 4.Graphing with matplotlib and other visualization modules 5.Regular expression pattern matching 6.Web scraping tools 7.Brief intro to three option pricing methods: The Black- Scholes formula (and computing implied volatility), binomial trees and simulation 8.Ordinary Least Squares (using NumPy) 9. Using NumPy: numerical arrays, statistical and linear algebra facilities Prerequisites - MSCF Python Programming Basics and MSCF Programming Prep Non- MSCF students may not take this course without written permission from the instructor. To be eligible, you must be a BSCF student, or a graduate student enrolled in an MSCF participating college (Dietrich, Heinz, Tepper or Mellon), and you must satisfy the prerequisites

Concentration: Programming
Semester(s): Mini 1
Required/Elective: Required
Units: 6
Prerequisite(s): MSCF Programming Prep