C++ continues to be the go-to language for high-volume/high-frequency trading because it is the most efficient tool for building an extensively optimized backtester and execution system for processing high volumes of data. C++ can be used in a variety of projects, particularly data simulations and modeling. The Diploma in C/C++ Programming for Financial Engineering 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. Emphasis is placed on coding style, and some essential software engineering principles are introduced. As a student in this program, learn how to develop, build, debug, test, and optimize code in the Microsoft Visual Studio environment. Also, use Excel interfacing and source control with Subversion (svn), as well as some facilities from the Standard Template Library (STL) and Boost.
This program prepares you to seek entry-level career positions. Upon completion of the Diploma, you will be able to build real-world C++ applications and to apply and use object-oriented programming (OOP) and C++ to develop stand-alone and web-based applications with database connectivity in a finance environment.
As a student in this program, you will be responsible for completing numerous smaller projects in addition to one diploma-long project that develops a solution for use within the finance industry and consists of a simulation engine capable of handling interest rate, equities, and currency financial products.
Schedule and Format
- Four noncredit courses
- On average, students take one course per semester, fall/spring/summer
- The Diploma must be completed within two years
The Diploma is awarded to students who successfully complete the four required courses within two years.
For additional information, or if you have any questions, please contact the Division of Programs in Business at firstname.lastname@example.org.
Must be completed within
You'll Walk Away With
- The ability to develop, step by step, the infrastructure needed to meet the demands of financial engineering
- Knowledge of the basic programming requirements for financial engineering work in the finance industry
- Experience completing multiple projects whose complexity and flexibility increase as new topics and techniques are introduced