- Docente: Mauro Gaspari
- Credits: 6
- SSD: INF/01
- Language: English
- Teaching Mode: Traditional lectures
- Campus: Bologna
-
Corso:
Second cycle degree programme (LM) in
Quantitative Finance (cod. 8854)
Also valid for Second cycle degree programme (LM) in Economics and Economic Policy (cod. 8420)
Learning outcomes
At the end of the course, the student has a basic understanding of computational tools and terminology, including object oriented programming techniques. He is able to: - use programming languages to write small scale programs; - understand programs written by others; - map financial problems, such as pricing systems and risk measurement models, into computational solutions.
Course contents
Basic notions on operating systems, networks and information
systems.
Scripting Languages. The Python interpreter. Computer programming
in Python.
Variables expressions, and statements; Functions, conditionals and
recursion; Iteration; Data types; Tables; csv files; spreadsheet creation; Web scraping;
Object Oriented Programming; case studies. Accessing Financial Data.
Readings/Bibliography
How to Think Like a Computer Scientist: Learning with Python, by
Allen Downey, Jeff Elkner and Chris Meyers. Gree Tea Press (link:
https://media.readthedocs.org/pdf/howtothink/latest/howtothink.pdf)
Finantial Modelling in Python, by S. Fletcher and C. Gardner. Wiley
Finance 2009.
Teaching methods
lectures and class exercises.
As concerns the teaching methods of this course unit, all students must attend Module 1, 2 [https://www.unibo.it/en/services-and-opportunities/health-and-assistance/health-and-safety/online-course-on-health-and-safety-in-study-and-internship-areas] on Health and Safety online.
Assessment methods
Written test: 1/3 programming exercises in Python
Teaching tools
whiteboard + video projector + laptop
Links to further information
http://www.cs.unibo.it/~gaspari/www/teaching/index.html
Office hours
See the website of Mauro Gaspari
SDGs



This teaching activity contributes to the achievement of the Sustainable Development Goals of the UN 2030 Agenda.