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.
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++
- Programmers with intermediate-level knowledge of C++
- Those interested in C++ as it relates to finance