IE 523 - Financial Computing
|Financial Computing||IE523||B||55482||LCD||1400 - 1520||M W||106B8 Engineering Hall||Ramavarapu S Sreenivas|
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.