Programming for Mathematical Finance
QST 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. (Mathematical Finance courses are reserved for students enrolled in the Mathematical Finance program.)
FALL 2023 Schedule
Section | Instructor | Location | Schedule | Notes |
---|---|---|---|---|
D1 | Kelliher | KCB 101 | R 4:00 pm-6:45 pm | WebReg Restricted Class Full |
FALL 2023 Schedule
Section | Instructor | Location | Schedule | Notes |
---|---|---|---|---|
D2 | Kelliher | KCB 101 | R 7:00 pm-9:45 pm | WebReg Restricted Class Full |
Note that this information may change at any time. Please visit the Student Link for the most up-to-date course information.