C++ Programing for Mathematical Finance

GSM MF 703

In-depth discussion of object-oriented programming with C++ for mathematical finance. Topics include built-in-types, control structure, classes, constructors, destructors, function overloading, operator functions, friend functions, inheritance, and polymorphism with dynamic binding. Case study looks at the finite differences solutions for the basic models of financial derivatives; as well as the design and development of modular, scalable, and maintainable software for modeling financial derivatives.

FALL 2015 Schedule

Section Instructor Location Schedule Notes
Z1 Staff SMG 404 TR 11:00 am-12:30 pm Reserved for
Math Finance
students.

FALL 2015 Schedule

Section Instructor Location Schedule Notes
Z2 Staff SMG 406 MW 9:30 am-11:00 am Reserved for
Math Finance
students.

Note that this information may change at any time. Please visit the Student Link for the most up-to-date course information.