General Information
| Course Code | E_FIN_PFIN |
|---|---|
| Credits | 6 EC |
| Period | P1 |
| Course Level | 400 |
| Language of Tuition | English |
| Faculty | School of Business and Economics |
| Course Coordinator | dr. K.L. Wolk |
| Examiner | dr. K.L. Wolk |
| Teaching Staff |
dr. K.L. Wolk |
|
Part of programme(s)
Master
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Practical Information
You need to register for this course yourself. The (de)registration deadlines can be found on VU.nl
| Teaching Methods | Study Group, Lecture |
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Target audiences
This course is also available as:
Course Objective
Finance has become a data-driven science and the objective of the courseis to address and solve financial problems using the Python programming
language. The main focus of the course is to develop Python programming
and problem solving skills that prepare students for more advanced
Python programming within the domain of finance.
Course Content
The course focuses on numerical computing, data analysis andvisualization for financial applications. We address financial problems,
such as option pricing using binomial trees and Monte Carlo methods as
well as asset pricing.
Additional Information Teaching Methods
Lectures, online videos and computer labs
Method of Assessment
Assignment(s)Take home exam
Entry Requirements
Knowledge of computer programming with PythonLiterature
Recommended (not required): Hilpisch, Y. (2019). Python for Finance,Second edition, O’Reilly.
Additional Information Target Audience
DHP Finance and Technology program.Custom Course Registration
Only students in the DHP Finance and Technology track within the MScFinance can register for and participate in the course.
Recommended background knowledge
Students are expected to have a strong background in finance (corporatefinance, investments, portfolio optimization) and knowledge of computer
programming with Python