Abstraction is viewed as a key concept in computer science. It is not only an important concept but also one that is difficult to master. This paper focuses on the problems that novices experience when they first encounter this concept. Three assignments from introductory courses are analyzed,...

TAQ stands for the Trade and Quote Database and the time stamps of either second (MTAQ) or millisecond (DTAQ). The research area by using TAQ is called Market Microstructure. Many related findings help us understand how financial markets function. However, almost no instructors have discussed...

It is always my firm belief that an ambitious finance-major student should master at least one computer language. This is especially true for students from quantitative-finance, MSF, business analytics or financial engineering programs. Among many good languages, R and Python are the two best...