Python for Finance module for Imperial MSc in Mathematics and Finance 2024
Lecturers: Aitor Muguruza ([email protected]), Antoine (Jack) Jacquier ([email protected])
Each week will focus on one particular topic with
- One full IPython notebook
- One optional assignment
This is an assessed module (counting for 30% of the "Computing in Finance" module), compulsory for the students of the MSc in Mathematics and Finance, Imperial College London. The sessions take place on Tuesdays, 2pm - 4pm UK time, in person in Huxley Building, Room 139.
Note: In Spring 2024 we will be using Python 3.11
The preliminary programme is as follows:
- Session 1 Introduction to Python; 8 Oct, 2pm - 4pm, Huxley 139
- Session 2 Numpy; 15 Oct, 2pm - 4pm, Huxley 139
- Session 3 Financial Computing; 22 Oct, 2pm - 4pm, Huxley 139
- Session 4 Data/Pandas/Plotting tools part 1; 29 Oct, 2pm - 4pm, Huxley 139
- Session 5 Data/Pandas/Plotting tools part 2; 5 Nov, 2pm - 4pm, Huxley 139
- Session 6 Object-Oriented Programming; 12 Nov, 2pm - 4pm, Huxley 139
- Session 7 Functional Programming; 19 Nov, 2pm - 4pm, Huxley 139
- Session 8 Cython; 26 Nov, 2pm - 4pm, Huxley 139
- Session 9 Parallel Computing and sympy; 3 Dec, 2pm - 4pm, Huxley 139
- Session 10 Open book EXAM; 10 Dec, 2pm - 4pm, Huxley 139
→ The Examinable topics will be:
-Into to Python
-Numpy and Financial Computing, including Scipy
-Object Oriented Programming
-Data and Pandas
-Functional Programming
→ Non examinable topics:
-Cython
-Plotting tools
-Parallel Computing and Sympy.