Browse Hierarchy MTH773P: Advanced Computing in Finance

Back to EM-MATH-MATH: School of Mathematical Sciences
This module covers the advanced programming techniques in C++ that are widely used by professional software engineers and quantitative analysts & developers. The most important of these techniques is object-oriented programming, embracing the concepts of encapsulation, inheritance and polymorphism. We then use these techniques to price a wide range of financial derivatives numerically, using several different pricing models and numerical methods. On completion of this module, you will have acquired the key skills needed to apply for your first role as a junior 'quant' or software developer in a financial institution.

Sorry, there are no lists here yet. You could try:

  • Clicking My Lists from the menu. Your course enrolled lists are stored here.
  • Searching for the list using the form below:

Lists linked to Advanced Computing in Finance

There are currently no lists linked to this Module.