Not available in 2022/23
Applied Computational Finance

This information is for the 2022/23 session.

Teacher responsible

Mr Alberto Pellicioli


This course is available on the MSc in Accounting and Finance, MSc in Finance (full-time), MSc in Finance (full-time) (Work Placement Pathway), MSc in Finance and Economics, MSc in Finance and Economics (Work Placement Pathway), MSc in Finance and Private Equity, MSc in Finance and Private Equity (Work Placement Pathway) and MSc in Quantitative Methods for Risk Management. This course is available with permission as an outside option to students on other programmes where regulations permit.

FM457A is intended for students taking FM442 Quantitative Methods for Finance and Risk Analysis and FM404 Forecasting Financial Time Series. 

FM457B is available to students on the MSc Finance (Full-time), MSc Finance and Private Equity, MSc Finance and Economics and MSc Risk and Finance programmes.

Course content

Applied Computational Finance is a non-assessed, optional course intended to provide a solid foundation in the R numerical programming package.  It does not assume students have any prior programming knowledge. It is based on the R/RStudio environment and basic programming concepts, moving on to libraries, functions, plotting, source code management, how to import data locally and via internet APIs, basic analysis and big data techniques. The course uses practical problems in finance for illustration, like risk analysis, price forecasting and derivative pricing.


FM457A: 10 hours of seminars in the MT.

FM457B: 10 hours of seminars in the MT.

Indicative reading

Teaching notes will be distributed.


This is an additional, non-assessed computer course to supplement MSc level courses in the Department of Finance.

Key facts

Department: Finance

Total students 2021/22: Unavailable

Average class size 2021/22: Unavailable

Controlled access 2021/22: No

Value: Non-credit bearing

Guidelines for interpreting course guide information

Course selection videos

Some departments have produced short videos to introduce their courses. Please refer to the course selection videos index page for further information.

Personal development skills

  • Problem solving
  • Application of information skills
  • Application of numeracy skills
  • Commercial awareness
  • Specialist skills