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.
DurationThis 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.
King’s College London is an internationally renowned university delivering exceptional education and world-leading research. We are dedicated to driving positive and sustainable change in society and realising our vision of making the world a better place.
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Through our commitment to exceptional education, impactful research and genuine service to society, we are creating positive change in our communities, both in London and on the world stage. Our Strategic Vision 2029 looks forward to our 200th anniversary in 2029 and sets out our ambitious plans in five key areas:
Educating the next generation of change-makers;
Challenging ideas and driving change through research;
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Fostering global citizens with an international perspective.
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