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C/C++ For Finance Course

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.

You can register for the course by buying hours ($30 Per hour)

Course Structure:

  • Basic C/C++ Language and Syntax: 

Structure and Compilation
Data types and Variables
Operators and expressions
Decisions and loops
Functions and Storage classes
Preprocessor
Pointers and Arrays
Data aggregates

  • Object-Oriented Programming (OOP) in C++: 

Classes and objects
Basic operator overloading
Memory Management
Namespaces

  • Inheritance and Polymorphism : 

Object-Oriented Modeling
Simple Inheritance
Polymorphism
Exception Handling

  • 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)
Lattice methods
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:

http://www.city.ac.uk/courses/short-courses/financial-engineering-c-computational-finance-using-advanced-c-design-techniques

https://www.quantnet.com/attachments/quantnet_online_c-_course-pdf.3736/

http://mfe.baruch.cuny.edu/online-programming/

http://www.cqf.com/program-structure/lifelong-learning/classes?page=3

http://www.quantstart.com/online-classes/C-For-Quantitative-Analysts/Introduction-to-the-Course

http://www.scps.nyu.edu/content/scps/academics/course_detail.html?id=INFO1-CE9723

http://www.amazon.com/Patterns-Derivatives-Pricing-Mathematics-Finance/dp/0521721628

 

 

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 info@qcfinance.in for any queries.

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