This course is designed for people interested in pursuing graduate studies in financial engineering and covers essential C++ topics with applications to finance.
With an emphasis on financial applications for quantitative finance, the certificate is also useful to professionals interested in learning the main programming language used in the quantitative financial industry.
Tutors available for in Manhattan for evening 1 on 1 private tutoring. Also, this course will set you up for your masters in Financial Engineering.
Get in touch with our Manhattan New York tutors: (929) 356-5046
You can register for the course by buying hours ($30 Per hour onsite in New York)
- Basic C/C++ Language and Syntax:
Structure and Compilation
Data types and Variables
Operators and expressions
Decisions and loops
Functions and Storage classes
Pointers and Arrays
- Object-Oriented Programming (OOP) in C++:
Classes and objects
Basic operator overloading
- Inheritance and Polymorphism :
- Generic Programming in C++ and Standard Template Library (STL):
Introduction to Generic Programming (GP)
Template classes in C++
Introduction to STL
STL containers and Algorithms
Combining OOP and GP
- An Introduction to Boost C++ Libraries:
Introduction to Boost
Continuous and Discrete Statistical Distribution
Random Number Generator
- Applications in Computational Finance:
Applications and test cases (Black Scholes pricing and Greeks)
Monte Carlo methods
Finite difference methods (Euler, Crank-Nicolson)
Exact methods (Barone-Adesi-Whaley, bonds, Swaps, Swaptions)
No programming experience is required in order to follow this course. The course has been structured in such a way that you learn C++ from the ground up. You can freely download the Visual Studio Express compiler from the Microsoft site.
Some other courses which we have taken motivation from:
Note: If you miss a scheduled one on one class, then don’t worry, you can reschedule it at your convenient time & the missed class won’t be counted. You may defer a class any number of time. Also, you get life time access to materials which gets constantly updated.
Please contact Us at firstname.lastname@example.org for any queries.