Department of Finance

B404B Modern Issues in Finance: Computational Finance in Python


Dr. Thomas Schön

Language: English
Recommended for:

M.Sc., 1st year

Course type and number of hours: 4 hours lecture/practical class
ECTS credits: 6 ECTS
Type of exam: Assignment/Presentation
Time and place:

02:15 PM – 5:45 PM (room: Pc-Lab, Nauklerstraße 47) on the following days

  • Friday, April 19, 2024
  • Friday, April 26, 2024
  • Friday, May 03, 2024
  • Wednesday, May 8, 2024

The details for the registration will be communicated in the first two lectures. The course materials are uploaded to ILIAS.


The course is creditable towards the Modules B404 & B405 Modern Issues in Finance I & II. Please be aware that you can only fill each of these 2 modules once, hence you're able to acquire 12 ECTS credits in total from these modules.


Students develop a fundamental knowledge of computational finance and the programming language Python. They learn how to implement financial models and analyze real-world data with a strong focus on practical applications.



This module enables students to extend their knowledge in selected areas of advanced finance by choosing appropriate courses. These courses deal with various aspects of portfolio management, asset pricing and risk management.