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Fall 2017 Mathematics GR5260 section 001
PROG FOR QUANT & COMP FINANCE

Call Number 70047
Day & Time
Location
R 8:10pm-10:00pm
203 Mathematics Building
Points 3
Approvals Required None
Instructor Keith Lewis
Type LECTURE
Course Description This course covers features of the C++ programming language which are essential in quantitative/computational finance and its applications. We start by covering basic C++ programming features and then move to some more advance features. We utilize these features for financial engineering and quantitative finance applications primarily for pricing of financial derivatives and computational finance. Those applications include transform techniques, Monte Carlo simulation, calibration and parameter estimation techniques.
Web Site CourseWorks
Department Mathematics
Enrollment 45 students (75 max) as of 7:01PM Saturday, September 23, 2017
Subject Mathematics
Number GR5260
Section 001
Division Graduate School of Arts and Sciences
Open To Barnard, Columbia College, Engineering and Applied Science: Graduate, Graduate School of Arts and Science, General Studies, School of Professional Studies, Global Programs, International and Public Affairs
Campus Morningside
Section key 20173MATH5260G001

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SIS update 09/23/17 19:01    web update 09/24/17 15:03