CSC 559: Software Engineering for Financial Markets

This course focuses on software engineering issues in creating a financial engine that drives automation and execution in a financial market. The course will cover different types of financial engines from back-office to front-office, exchange matching engines, data gathering engines, trading engines and straight through processing. The emphasis will be on the engines themselves rather than the financial models beneath them. Students will be required to work individually and/or in teams and create a financial engine. This is a project course and it will put students in the role of a domain architect who will need the skills required to communicate with financial traders and software engineers at the same time.