This article will be updated frequently. If you are a student of the programs below, please feel free to contribute to the course name, link to the course as well as the programming used.
To apply to MFE programs, you have to demonstrate a programming proficiency. Some programs are very specific on what would meet the requirement Others are more lenient.
Below is a look at how different languages are used or taught in various courses at different MFE programs. Starting with the most famous C++, followed by the up and coming Python, and the rest.
C++
To apply to MFE programs, you have to demonstrate a programming proficiency. Some programs are very specific on what would meet the requirement Others are more lenient.
Below is a look at how different languages are used or taught in various courses at different MFE programs. Starting with the most famous C++, followed by the up and coming Python, and the rest.
C++
- Baruch MFE: MTH 9821 Numerical Methods for Finance
- Princeton: Computational Finance in C++
- Chicago: Computing for Finance in C++, Advanced Computing for Finance (C++), Introduction to HPC in Finance
- Columbia MSFE: IEOR 4741 Programming for Financial Engineers, IEOR 4500 Applications Programming for Financial Engineering
- Fordham MQF: Financial Programming (C++) and Advanced C++ for Finance.
- Oxford: Financial Computing with C++ Part I and Part II.
- Baruch MFE: MTH 9815 Software Engineering for Finance
- Princeton: Topics in Finance, Quantitative Data Analysis in Finance, Financial Risk Management
- Berkeley (Pre-program Python course)
- Chicago: Computing for Finance in Python
- Columbia MAMF: Programming for Quantitative and Computational Finance
- Columbia MSFE: IEOR 4733 Algorithmic Trading, IEOR 4007 Optimization Models for FE, IEOR 4703 Monte Carlo Simulation
- Cornell: Python Programming and its Applications in Statistics, Big Data Technologies
- Fordham: Computational Finance
- Oxford: Python, Deep Learning (teaches PyTorch)
- Princeton: Statistical Analysis of Financial Data
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