Python for Finance module for Imperial MSc in Mathematics and Finance 2025
Lecturer: Aitor Muguruza (aitor.muguruza@imperial.ac.uk)
Each week will focus on a particular topic with at least
- One full IPython notebook
- One optional assignment
Coursework and examination:
- There will be 4 courseworks to be submitted in GitHub classroom with a total weighting of 30% of the total Grade. Each will count 7.5% of the total grade.
- There will be a final exam with a weighting of 70% of the total grade
This is an assessed module (counting for 30% of the "Computing in Finance" module), compulsory for the students of the MSc in Mathematics and Finance, Imperial College London. The sessions take place on Fridays, 9AM - 12PM UK time, in person in Huxley Building, Room 139.
Note: In 2025-2026 we will be using Python 3.12
The preliminary programme is as follows (subject to changes depending on the pace ):
- Session 1 Introduction to Python; 10 Oct, 9AM - 12PM, Huxley 139
- Session 2 Numpy & intro to Financial Computing; 17 Oct, 9AM - 12PM, Huxley 139
- Session 3 Financial Computing & Functional Programming; 24 Oct, 9AM - 12PM, Huxley 139
- Session 4 Data Analysis with Pandas and plotting tools; 31 Oct, 9AM - 12PM, Huxley 139
- Session 5 Continuation of data analysis and intro to Object-Oriented Programming; 7 Oct, 9AM - 12PM, Huxley 139
- Session 6 Object-Oriented Programming; 14 Oct, 9AM - 12PM, Huxley 139
- Session 7 Cython and Parallel Computing; 21 Nov, 9AM - 12PM, Huxley 139
- Session 8 Open book EXAM; Date to be confirmed but tentative 12 Dec, 9AM - 12PM, Huxley 139
→ The Examinable topics will be:
-Into to Python
-Numpy and Financial Computing, including Scipy
-Object Oriented Programming
-Data and Pandas
-Functional Programming
→ Non examinable topics:
-Cython
-Plotting tools
-Parallel Computing and Sympy.