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.
- Baruch MFE (admitted students required to take Adv C++): 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
- 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
- Princeton: Statistical Analysis of Financial Data