* mandatory
Advanced Financial Engineering in C++ is a hands-on course for C++ programmers with a solid grounding in financial engineering concepts and basic option pricing techniques to extend their expertise to the field of interest rate derivatives. You will learn how to compute prices analytically where possible, but mainly numerically via binomial trees and Monte Carlo techniques. You will learn how and when to apply advanced design patterns such as delegation, double dispatch, functors and templated class hierarchies. You will solidify and extend your existing knowledge of probability theory and stochastic calculus, applying it to interest rate derivative pricing.
Applicants must be proficient in written and spoken English.
| Starting | How long | Days you attend | Tutor | Where | Class info | Price |
|---|
|
January – contact provider for latest dates |
10 Weeks |
Part-time evening | Not specified |
City Of London, EC1V 0HB |
Not specified |
£640.00 |
Advanced
C++ (Computer Programming Language), Engineering Studies
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If you love maths and science then civil engineering is for you. I love learning about the way buildings, bridges, sky scrapers are made and maintained. Anything that is made and constructed has an engineer involed in it at some p...more
3 Hotcourses user(s) found the following review helpful.Although the course seems quite structured - mixing grammar points with films/literature/up-to-the minute newspaper articles etc - it is built around the requirements of the students. The class is pretty advanced - so I'm able to learn fro...more
It's an excellent course. Although it feels quite structured - grammar exercises follow on from areas we've been discussing, work becomes gradually harder, etc - the course is built around the requirements of the pupils. The work varies a ...more
3 Hotcourses user(s) found the following review helpful.I have been studying for a year at City and the progression from term to term is very smooth although new students turn up every term. It's a very interactive course where there was a lot of interaction between students and we got talking r...more
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UPDATED on 08 Nov 2011: "The Advanced Financial Engineering in C++ - Interest Rate Derivatives in C++" offered in City Of London by City University.
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