Course Synopsis

This is a course on computational financial modeling using the Python programming language. Topics in computational finance as well as financial computing will be covered. Students will learn computational modeling with applications to option pricing and financial econometrics. Foundational concepts from computer science and software engineering will be introduced. Upon completion of the course students will have a new analytical framework for thinking about financial problem solving as well as a deep practical skill set in computational modeling.

Prerequisites

• Statistics 2000/2300 Business Statistics
• Math 1100 or 1210 Calculus
• Finance 3200 and 3400
• Or approval of the professor

Students must be prepared to program in Python for computational assignments. No prior programming experience is required!

Instructor

Tyler Brough, PhD, Associate Professor of Finance

Eccles Business Building 605

Slack

All class communication will take place using Slack, a messaging system that replaces email. Students will be invited to the Fin 5350 Slack channel prior to the first week of class.

Clients for most computing and mobile platforms can be downloaded from the Slack website, or students may use the web client via a desktop browser.