C++ Programming for Finance
Module code: EC7103
In this module you will study the key numerical techniques that underlie modern risk management. You will learn the C++ programming language, which you can use to solve risk problems during your degree.
Topics covered
- Basic C++ programming
- Declaration and use of functions
- Creation and use of user-defined classes
- Numerical integration
- Numerical optimisation
- Introduction to Monte Carlo methods
- Introduction to software architecture
Learning
- 20 hours of lectures
- 5 hours of seminars
- 125 hours of guided independent study
Assessment
- Exam, 1 hour (25%)
- 3 coursework assessments (75%)