Financial Computing I
Course Number: 46901
Concentration: Programming
Semester(s): Fall, Mini 1
Required/Elective: Required
Units: 6
Prerequisite(s): MSCF Programming Prep
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 the four option pricing methods: The Black-Scholes formula (and computing implied volatility), binomial trees, simulation, and numerical integration
8.Ordinary Least Squares (using NumPy)
9. Using NumPy: numerical arrays, statistical and linear algebra facilities.