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python-for-finance

Python for Finance module for Imperial MSc in Mathematics and Finance

Lecturers: Aitor Muguruza ([email protected]), Josh Hope-Collins ([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 Mondays, 12am - 2pm UK time, in person in Huxley Building, Room 139.

Note: In Spring 2023 we will be using Python 3.10

The preliminary programme is as follows:

  • Session 1 Introduction to Python; 9 Oct, 12am-2pm, Huxley 139
  • Session 2 Numpy and Scipy; 16 Oct, 12am-2pm, Huxley 139
  • Session 3 Object-Oriented Programming; 23 Oct, 12am-2pm, Huxley 139
  • Session 4 Cython; 1 Nov, 9am-11am, Huxley 140
  • Session 5 Data/Pandas/Plotting tools part 1; 6 Nov, 12am-2pm, Huxley 139
  • Session 6 Data/Pandas/Plotting tools part 2; 13 Nov, 12am-2pm, Huxley 139
  • Session 7 Functional Programming; 20 Nov, 12am-2pm, Huxley 139
  • Session 8 NO CLASS; 27 Nov, 12am-2pm, Huxley 139
  • Session 9 Parallel Computing and sympy; 4 Dec, 12am-2pm, Huxley 139
  • Session 10 Open book EXAM; 11 Dec, 12am-2pm, Huxley 139

→ The Examinable topics will be:
-Into to Python
-Numpy and Scipy
-Object Oriented Programming
-Data and Pandas
-Functional Programming

→ Non examinable topics:
-Cython
-Plotting tools
-Parallel Computing and Sympy.

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