C++ For Financial Mathematics

by King’s College London Claim Listing

This course is an introduction to object oriented programming in C++ with examples drawn from financial mathematics. It will cover the procedural and object oriented features of the C++ language and the use of software design patterns to price complex financial products.

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Course Details

This course is an introduction to object oriented programming in C++ with examples drawn from financial mathematics. It will cover the procedural and object oriented features of the C++ language and the use of software design patterns to price complex financial products.

No prior C++ programming experience is required. However, it is assumed that students are concurrently taking, or have already taken, a course on numerical methods of option pricing.

 

Prerequisites

Normally students should also be taking Numerical and Computational Methods in Finance (7CCMFM06) and have taken 7CCMFM01 and 7CCMFM02.

 

Assessment

2 hr written examination or alternative assessment

 

Educational aims & objectives

The module will provide an introduction to C++ programming and will demonstrate how C++ can be used to solve the computation problems that arise in financial mathematics.

The module will demonstrate how object oriented programming techniques in C++ can be used to build scalable, testable and maintainable software for the pricing and risk management of financial derivatives.

  • London Branch

    King's College, 170 Strand, WC2R 2LS, London

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