Where C++/Python and other programming languages used in MFE programs

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++

• 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.

Python

• 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)
• MIT MFin: Programming for Financial Professionals

R

• Princeton: Statistical Analysis of Financial Data

 

[Chacinluis]

C++ at Columbia MSFE:
IEOR 4741 Programming for Financial Engineers
IEOR 4500 Applications Programming for Financial Engineering

Python at Columbia MSFE:
IEOR 4733 Algorithmic Trading
IEOR 4007 Optimization Models for FE
IEOR 4703 Monte Carlo Simulation

 

[Zihao_Liu]

UChicago also has pre-program Python course

 

[Andy Nguyen]

C++ at Columbia MSFE:
IEOR 4741 Programming for Financial Engineers
IEOR 4500 Applications Programming for Financial Engineering

Python at Columbia MSFE:
IEOR 4733 Algorithmic Trading
IEOR 4007 Optimization Models for FE
IEOR 4703 Monte Carlo Simulation

This is great. Thanks for the info. I have updated the list above to include them.

 

[QuantEnthu]

UCLA also, Have pre-program coursework in both Math, R and Python.

 

[Daniel Duffy]

C# is used as well.

C# in Financial Markets (Wiley) , Duffy and Germani 2013.

 

[Andy Nguyen]

Fordham MQF program has these courses Financial Programming (C++); Computational Finance (Python); and Advanced C++ for Finance.

 

[Daniel Duffy]

Fordham MQF program has these courses Financial Programming (C++); Computational Finance (Python); and Advanced C++ for Finance.

Out of curiosity, is there a syllabus? which version of C++?

 

[Andy Nguyen]

Oxford MSc in Mathematical and Computational Finance teaches C++ in both core courses and Python on two courses as well. Links are in first post.

 

[Andy Nguyen]

MIT MFin recently added Programming for Finance Professionals as a core course to its program. They acknowledge that you can't be a finance professional without knowing programming these days.

15.004 Programming for Finance Professionals (Summer Term)​

All MFins will enroll in a pass/fail course with supplemental recitations during the summer term which is designed to develop skills in applying basic methods from the programming language Python (with additional references from R) to financial problems. Topics include data manipulation, visualization and reporting, and an overview of programming ethics. MFin students will apply and build upon these skills in 15.433 Financial Markets and 15.450/15.457 Analytics and Advanced Analytics of Finance.

 

[Paul Lopez]

Nothing from NYU?