C++ Programming for Finance

Module code: EC7103
Module co-ordinator: Dr Carlos Diaz Vela

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
  • 9 hours of seminars
  • 121 hours of guided independent study

Assessment

  • Exam, 1 hour (25%)
  • 3 coursework assessments (75%)