hfsl_course
 Fall On Campus
 Spring On Campus
completing this course will gain this very important programming skill.
This course is a primer on Python (language syntax, data structures, basic data processing,
Python functions, modules and classes). The remainder of the course covers open source Python
tools relevant to solving financial programming problems. The lecture, supporting examples, and
practical applications are intertwined. The content will be delivered in a fully equipped financial
computing laboratory where the students are immersed in case studies of real life applications.
There will be reading assignments of the corresponding chapters in the textbook and additional
materials will be provided.
After taking this course, the students will be able to:
1. Get a fundamental knowledge of Python
2. Learn about interfacing with C++
3. Applying and implementing financial models in Python
4. Develop analytics on financial data using Python
Fletcher, S. and Gardner, C., Financial Modelling in Python, Wiley,
2009. (ISBN: 9780 47098784 1)
HW 30% Midterm 20% Final 20% Projects 30%
Topic(s)  Reading  Class exercises (Optional) 
HW 

Week 1  The Python Language  Ch. 1 in textbook  
Week 2  The Python Library  Ch. 1 in textbook  Class Exercise  
Week 3  The PPF Package  Ch. 2 in textbook  HW1 Due  
Week 4  Extending Python from C++  Ch. 3 in textbook  Class Exercise  
Week 5  Basic Mathematical Tools  Ch. 4 in textbook  
Week 6  Market: Curves and Surfaces  Ch. 5 in textbook  Class Exercise  HW2 Due 
Week 7  Data Model  Ch. 6 in textbook  
Week 8  Timline: Events and Controller  Ch. 7 in textbook  Midterm  
Week 9  The HullWhite Model  Ch. 8 in textbook  Class Exercise  
Week 10  Pricing using Numerical Methods  Ch. 9 in textbook  
Week 11  Pricing Financial Structures in HullWhite  Ch. 10 in textbook  Class Exercise  HW3 Due 
Week 12  Hybrid Python/C++ Pricing Systems  Ch. 11 in textbook  
Week 13  Python Excel Integration  Ch. 12 in textbook  Class Exercise  Project Report Due 
Week 14  Project presentation  Final 