FIN 687 – Python in Finance
General Information
This course teaches students the basics of Python necessary for quantitative seminars and Master's theses in finance. It covers programming fundamentals, data handling, visualization, and analysis. Additionally, it explores accessing and working with data commonly used in finance research, including web scraping, machine learning, and managing large datasets. The course wraps up with a case study applying these skills to solve a financial research question. Practical applications take priority over theoretical programming concepts, and examples are primarily drawn from finance literature.
Learning Outcomes
- Work independently on quantitative finance topics using Python
- Gain expertise in data acquisition, transformation, visualization, and analysis
- Learn regressions and advanced techniques for finance applications
Further Information
Time and Venue
Language
Assessment
The final grade (only pass/
fail) will be based on a take home exam. Every student taking the course for credit has to register for the final exam (joining the Ilias group is not sufficient). Please make sure to register for the exam well ahead of time (three business days before the exam the latest, but ideally earlier). Note that you must register for the course (via Ilias) and be admitted in order to take the exam. It is not possible to take the exam in a respective semester without getting admitted to the course for that semester.
There is only one exam date per semester. A second attempt at the exam is hence only possible in the respective following semester. Please register for the course again and state that this is your second attempt.
Registration and Access
To participate in this course, the registration form in Ilias (Mandatory Registration Form) needs to be completed. The registration period for this step will start a few weeks before the lectures start. You will then find the form in the Ilias group. Moreover, you have to register for the exam. Only joining the Ilias group or registering for the exam is not sufficient, you have to fill in the form and be admitted to the course! You will be informed about your admission shortly after the registration period.
The number of participants is limited to 30. In case the number of registrations exceeds the participation limit, a selection process will take place. If there are more applicants than slots, students will be preferred that are planning to write an empirical seminar thesis in the Finance Area in the same semester.
You will receive an e-Mail if you have been admitted to the course. In case you have not been admitted due to excess demand, we will remove you from the course's Ilias group. Registrations for the exam of those students will be withdrawn.