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Financial Computing III

Course Number:






Course Description

This course will present a spectrum of programming topics that should be of use to you in other courses in MSCF, and in your careers. We first look at Python, an open-source, easy-to-learn laguage based on C++, that is often a good substitute for MATLAB. Two or three weeks will be spent examining the central ideas of data structures and algorithms. Some time will be spent on learning to write add-ins for Excel, using Python and PyXll, C++ in DLLs, and C++ in COM objects. As time permits, we will look at more sophisticated C++ ideas like overriding the new and delete operators, profiling and code optimization. Reference texts (not required): "Effective C++" by Meyers, "Learning Python" by Lutz, and "Data Structures and Algorithms" by Aho, Hopcroft and Ullman. 


Lecture: 100min/wk and Recitation: 50min/wk


(46901) AND (46902)