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CS 335Computational Methods in Business and Finance

Units
0.50
Faculty
Mathematics
Subject
Computer Science

When it runs

  1. F24
  2. W25
  3. S25
  4. F25
  5. W26
  6. S26
  7. F26
  8. W27
  9. S27

Ran in 5 of the last 7 terms. Winter 2027: scheduled, 2 lecture sections. Spring 2027: schedule not out yet.

An introduction to numerical methods for business and finance. Floating-point arithmetic, interpolation. Methods for portfolio optimization and contingent-claims valuation. Solution of nonlinear equations. Monte Carlo methods, lattice methods, simulation of hedging strategies.

Prerequisites

  • Complete all of the following
    • Complete 1 of the following
      • Must have completed at least 1 of the following:
        • CS116 - Introduction to Computer Science 2 (0.50)
        • CS136 - Elementary Algorithm Design and Data Abstraction (0.50)
        • CS138 - Introduction to Data Abstraction and Implementation (0.50)
        • CS146 - Elementary Algorithm Design and Data Abstraction (Advanced Level) (0.50)
      • Complete all of the following
        • Must have completed at least 1 of the following:
          • CS115 - Introduction to Computer Science 1 (0.50)
          • CS135 - Designing Functional Programs (0.50)
        • Earned a minimum grade of 60% in each of the following:
          • CS114 - Principles of Computing for Science (0.50)
    • Complete 1 of the following
      • Must have completed at least 1 of the following:
        • MATH136 - Linear Algebra 1 for Honours Mathematics (0.50)
        • MATH146 - Linear Algebra 1 (Advanced Level) (0.50)
      • Earned a minimum grade of 70% in each of the following:
        • MATH106 - Applied Linear Algebra 1 (0.50)
    • Must have completed at least 1 of the following:
      • MATH237 - Calculus 3 for Honours Mathematics (0.50)
      • MATH247 - Calculus 3 (Advanced Level) (0.50)
    • Must have completed at least 1 of the following:
      • STAT206 - Statistics for Software Engineering (0.50)
      • STAT231 - Statistics (0.50)
      • STAT241 - Statistics (Advanced Level) (0.50)

Antirequisites

Leads to

Fall 2026 sections

Enrolment from UW Open Data, which can trail Quest by up to two days. Instructors and rooms: Schedule of Classes.
SectionClassEnrolledMeets
LEC 001623978 / 110MW 13:00–14:20
TST 101671178 / 110Oct 28 16:30–18:20

Winter 2027 sections

Enrolment from UW Open Data, which can trail Quest by up to two days. Instructors and rooms: Schedule of Classes.
SectionClassEnrolledMeets
LEC 00159500 / 110MW 14:30–15:50
LEC 701232963 / 9999Online or by arrangement
TST 10161180 / 110Mar 4 16:30–18:20

Resources

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Reviewed on UW Flow

44% liked it33% easy83% useful

From 16 ratings and 6 comments on UW Flow. The most helpful comments, quoted as written, without names. Read them all on UW Flow.

  • I think this might be one of the most useful courses in FARM, covering a lot of interesting topics about option pricing, need to review some python basics before taking this course. The exams are fair, and the prof is very good.

    Apr 2026 · liked itOn UW FlowRemove this

  • Course material is not hard, I've seen half before from some ACTSC/STAT courses, and the another half is easy, because it's designed to be low level so the prof did not go too deep. Took it with prof Risi, his lecture is very clear and he was so passionate about teaching. He is a great prof and a very kind person.

    Jan 2025 · liked itOn UW FlowRemove this

  • Insane final

    Dec 2022 · didn’t like itOn UW FlowRemove this

  • The course content overall is somewhat interesting and I think I’d enjoy it a lot more if I had a good professor.

    Dec 2022 · didn’t like itOn UW FlowRemove this

  • Good and useful course, prof Justin Wan is very engaging and always tries his best to make sure students learn from his lectures. His slide is not very clear, so is his teaching but tests have the proper level of difficulty so there is not much to worry about as long as you go to lectures and do the assignments.

    Mar 2022 · liked itOn UW FlowRemove this

Discussed on r/uwaterloo

65 posts and comments in 57 threads mention CS 335, December 2014 to December 2024. Quoted word for word, newest first; each reply sits under the post and the comment that started its branch. Search r/uwaterloo for newer posts.

Fall 2024

Course Selection Help 4 points, 4 comments

u/jgcjasmine: “took cs335 and maybe the instructor was bad but my friends and i had a really hard time. theres a lot of overlap between cs335 and cs370 from my experience, but cs335 has way more applications in finance (e.g. …”

u/TDC28_: “… I know nothing about cs335 but my guess is it covers less but goes more in depth for finance.”

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FARM 2 points, 2 comments

“Does FARM include cs courses after year 1? I see some cs courses in year 1 but not sure if it is like that after? I want to do something in math and business but not cs.”

u/SoopaChris: “cs335 cs330 mandatory, cs338 "bird-ish" course (not really) 335 is useful and not that much cs (fixed/floating arithmetic) the assignments are some python coding but u will need to do that when u get a job anyways so it's decent prep for a uni course. …”

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Spring 2024

CS335 vs CS370 2 points, 3 comments

u/blacksugarmilktea2: “… I need one more CS course for my computing minor, and I'm debating between CS335 and 370. Course load doesn't matter since I will only be taking 3 courses. Which of these 2 courses is more interesting and useful? …”

u/SoopaChris: “Cs335 both interesting and useful, but quite hard if no financial background (stochastic calc, joint optimal, dynamic hedging). The latter parts of the textbook is goated but unfortunately not within the scope of the course. Very useful if trying to get into risk/quant fin. …”

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Winter 2024

Fall 2023

Spring 2023

Most Industry Useful CS Courses for Non-CS Majors? 21 points, 18 comments

“Was just wondering if someone could give insight into the most useful CS courses for non-CS majors. I know there arent many avaiable at 200 level but if there are any other courses that anyone …”

u/Jaffe240: “… https://uwaterloo.ca/computer-science/sites/ca.computer-science/files/uploads/files/2022-2023\computing\minor\jl.pdf edit: swapped CS 335 for CS 370.”

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Winter 2023

CS 335 or CS 476 1 point, 0 comments

u/DVDWK: “Currently in FARM, any survivors or recommendations for these two courses? I think CS476 is extremely difficult, but I already took CS371, if I choose to take CS335 I need to remove my credit for CS371.”

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Fall 2022

Check it elsewhere for Fall 2026

Calendar versions

Undergraduate Calendar