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C++ for Financial Engineering

Gain an overview of how to apply the object-oriented and generic features of the C++ programming language to create robust and flexible applications in the financial arena. This advanced course teaches the C++ programming tools needed to model and create financial instruments including plain vanilla options; to calculate option sensitivities such as delta, gamma, and theta; to model finite difference methods for one-factor Black-Scholes models; to create C++ classes for numerical analysis applications in finance; and to design Monte Carlo simulations and binomial tree models that numerically compute the prices of options.

More details

You'll Walk Away with

  • The skills to create robust and flexible applications in the financial arena using the C++ programming language
  • Proficient programming skills in C++

Ideal for

  • Programmers with intermediate-level knowledge of C++
  • Those interested in C++ as it relates to finance
NO open sections available for this course at the moment. Please check back next semester.
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Closed

    • Section

      1
    • Semester

      Spring 2018
    • Date

      Feb 10 - Apr 14
    • Day

      Saturday
    • Time

      9:30AM-12:30PM
      • In-Person
    • Format

      In-Person
      • In-Person
    • Sessions

      10
    • Location

      Washington Square
    Tuition $900