5XÉçÇøÊÓƵ

Programming for Accounting and Banking (670N1)

15 credits, Level 7 (Masters)

Spring teaching

This module will teach you essential skills in programming and computational analytics for finance and provide them an opportunity to develop a programming toolbox. It will first introduce programming in a chosen object-oriented high-level language before moving onto finance-specific problems. Specifically, the module focuses on:

• fundamental scientific computing
• accessing and representing financial data
• building financial models
• analysing financial models using data
• solving financial problems such as performing mean-variance efficient portfolio optimisation, yield curve fitting, Monte-Carlo simulation, creating smart contracts, and algorithmic trading.

Contact hours and workload

This module is approximately 150 hours of work. This breaks down into about 33 hours of contact time and about 117 hours of independent study. The 5XÉçÇøÊÓƵ may make minor variations to the contact hours for operational reasons, including timetabling requirements.

We regularly review our modules to incorporate student feedback, staff expertise, as well as the latest research and teaching methodology. We’re planning to run these modules in the academic year 2024/25. However, there may be changes to these modules in response to feedback, staff availability, student demand or updates to our curriculum.

We’ll make sure to let you know of any material changes to modules at the earliest opportunity.