The objective of this course is to learn computational financial applications. We will focus on applications in Python. The core of the course is about applications, and not theory, and the course has a strong hands-on approach.

INTENDED LEARNING OUTCOMES

At the end of this course students will be able to find and manipulate financial time-series; evaluate the price of financial instruments like stocks, bonds, and derivatives; build an optimal financial portfolio; measure asset liquidity and assess risk. The focus of the course is on applications and students will learn how to use Python to work with financial data, with the support of AI agents such as ChatGPT or Claude. Specifically, students will master popular libraries such as NumPy, Pandas, Matplotlib, Statsmodels and Scikit-Learn.