Browse Hierarchy MTH790U: Programming in C++ for Finance

This module will provide you with the necessary numerical skills and tools to investigate a variety of problems in mathematical finance. It is based on C++, the programming language of choice for many practitioners in the finance industry. You will learn about basic concepts of the C part of C++ such as loops, arrays, functions, and branching statements, and then be introduced to the object-orientated programming part of C++. As an application you will deal with binomial trees in C++ and the pricing of various types of options in this context.