IE 523 - Financial Computing

Semesters Offered

Financial ComputingIE523B55482LCD1400 - 1520 M W  106B8 Engineering Hall Ramavarapu S Sreenivas

Official Description

Visual Basic (VB) types and loops, macros, arrays, and objects; C++ structures, classes, overloading, inheritance, and I/O; C++ standard libraries; financial computing case studies; illustrations of financial engineering topics using VB and illustrations of the same topics for financial markets using .NET. Course Information: Prerequisite: CS 225.

Course Description

This course will introduce you to programming and computational concepts in C++ using examples that are relevant to Financial Engineering. Topics covered include Mixed Integer Linear Program (MILP) solvers and Linear Algebra packages within C++; Computational aspects of Option Pricing; Simulation, and Statistical Computing. Prerequisite: CS 225.


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