FNCE 451 - Python for Finance

2021-2022 Catalog Year

Credit(s): 3
Lecture: 3
Non-Lecture: 0
Python is one of the top open-source statistical software programming languages. In this course, students will begin by developing basic Python-related skills, such a defining of variables, writing Python functions, managing data input/output, and processing data. After studying the most important Python modules, students will apply Python to finance, learning about running a capital asset pricing model and a Fama-French 3-factor model, pricing various options and futures, conducting Monte Carlo Simulations, and conducting portfolio optimizations. In addition, students will learn how to download and process public data associated with economics, finance and accounting, from sources such as SEC filings, the Federal Reserve, French’s Data Library and the UC Irvine Machine Learning Repository.

Prerequisite(s): FNCE 313
Class Restriction: Junior, Senior
Graded: N - Normal