IE 523
IE 523 - Financial Computing
Fall 2017
| Title | Rubric | Section | CRN | Type | Hours | Times | Days | Location | Instructor |
|---|---|---|---|---|---|---|---|---|---|
| Financial Computing | IE523 | B | 55482 | LCD | 4 | 1400 - 1520 | M W | 106B8 Engineering Hall | Ramavarapu S Sreenivas |
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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.
Last updated
8/23/2016