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Scientific Computing with Python and C++ (Level 2)

Key Information

Module code
ISSU0069
Taught during
Session One
Module leader
Dr Riaz Ahmad
Pre-requisites
Yes. Please refer to module pre-requisites below.
Assessment method
In-class test (40%), Computational exercise (60%)
Download syllabus (PDF)

Module overview

Programming is the science of instructing computers how to perform tasks. It remains one of the biggest breakthroughs in human endeavour, with programs being some of the most complex products to have been created. Here we study both Python and C++. Why these two languages?

C++ is regarded as ‘sexy’ in the financial markets and is the most popular language in this arena. It is also a legacy language – many of the operating systems and software we use is written in C++. Python is rapidly becoming the standard in scientific computing, receiving much excitement about the application of Python to finance, medicine, mobile technology, online gaming, film industry. Its appeal continues to grow in both academia and industry. It is simple and fun to use, free to download, with a growing amount of add-on modules.

Learning outcomes

Upon successful completion of this module, students will:

  • Understand why C++ and Python are powerful languages for developing computer code.
  • Appreciate the wide-ranging applications of these languages.
  • Gain confidence in the lifecycle of producing code - writing programs, executing, testing and debugging.
  • Feel comfortable using built-in libraries in C++ and Python to perform various modelling tasks.

Module prerequisites

This is a level two module (equivalent to second year undergraduate). As well as the standard entry requirements students are expected to have completed one year of undergraduate training in maths, science, engineering, economics, business/finance.

Module hours

Classes (usually three or four hours per day) take place on the Bloomsbury campus from Monday to Friday any time between 9am and 6pm.

Assessment

  • In-class C++ test (40%)
  • Computational exercise in Python (60%)

Module leader

Dr Riaz Ahmad works at the Fitch Group and teaches Mathematical Finance; C++ and Python programming for financial engineering applications. He has been training in the financial markets for over 15 years; in London, New York and the Far East. The range of audiences he has taught include front office professionals and new graduate hires at investment banks. Riaz has been teaching Mathematical and Computational Finance courses at UCL since 2005 to BSc and MSc students. At the MSc, MBA and executive education levels, Riaz has lectured in Mathematical Finance at Oxford University, Lahore University of Management Sciences and Institute of Business Administration (Karachi). He is also fluent in Urdu, Punjabi and Hindi.

Application information

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