Programing for Mathematical Finance

GSM MF 703

In-depth discussion of object-oriented programming with Python and C++ for finance and data applications. 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 2016 Schedule

Section Instructor Location Schedule Notes
Z1 Stevens HAR 310 TR 12:30 pm-2:00 pm Reserved for
Math Finance
students.

FALL 2016 Schedule

Section Instructor Location Schedule Notes
Z2 Stevens HAR 208 TR 2:00 pm-3:30 pm Reserved for
Math Finance
students.
Class Full

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