Programming for Mathematical Finance

QST MF 703

In-depth discussion of object-oriented programming with Python and C for finance and data applications. Topics include built-in-types, control structure, classes, constructors, destructors, function overloading, operator functions, friend functions, inheritance, and polymorphism with dynamic binding. Case study looks at the finite differences solutions for the basic models of financial derivatives; as well as the design and development of modular, scalable, and maintainable software for modeling financial derivatives. (Mathematical Finance courses are reserved for students enrolled in the Mathematical Finance program.)

FALL 2025 Schedule

Section Instructor Location Schedule Notes
E1 HAR 404 R 6:30 pm-9:15 pm

Note that this information may change at any time. Please visit the MyBU Student Portal for the most up-to-date course information.