Fall

IEORE4738 Programming for FE 1: Tools for Building Financial Data and Risk Systems


Additional Information: IEOR_E4729_Fall_2013_Syllabus_v2.pdf

3 pts. Lect: 3. Refer to course syllabus. This course is part of the programming track for the MS Program in Financial Engineering (FE) program and only suitably qualified MS Program in FE and MS in OR students will be admitted. (Preference will be given to MS Program in FE students in the event that the course is over-subscribed.) Python 2.7 will be the "default" programming language for the course but we will also use SQL, Excel-VBA, Bloomberg and the Bloomberg API's. We will use Microsoft's SQL Server Express as our database "server". Details on downloading the various components and configuring the programming environment will be provided in the first lecture. Students taking this class should already know how to code and be familiar with object-oriented programming. This course will therefore focus as much on applications and the core project as it will on programming. These applications will draw mainly from finance but we will also consider some simple applications from "data-science" if time permits.

Fall Term - Programming Track

This course is part of the programming track for the graduate students in Financial Engineering. Python 2.7 will be the "default" programming language for the course but we will also use SQL, Excel-VBA, Bloomberg and the Bloomberg API's. We will use Microsoft's SQL Server Express as our database "server". Details on downloading the various components and configuring the programming environment will be provided in the first lecture. 

Students taking this class should already know how to code and be familiar with object-oriented programming. This course will therefore focus as much on applications and the core project as it will on programming. These applications will draw mainly from finance but we will also consider some simple applications from "data-science" if time permits.
 
Prerequisites: As stated above, students taking this class should already know how to code and be familiar with object-oriented programming. Students can demonstrate that they have the appropriate background by demonstrating their knowledge via an interview with the course instructors. Students are not expected to know Python, SQL, Excel-VBA or be familiar with Bloomberg in order to take this class. (The course was formerly known as IEOR E4728 Advanced Programming for FE I)


500 W. 120th St., Mudd 315, New York, NY 10027    212-854-2942                 
©2014 Columbia University