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Recent working papers

Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change (2012)
Liudas Giraitis, George Kapetanios, Simon Price
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C++ For Finance with Ammar Kherraz

C++ For Finance with Ammar Kherraz
Event date and time: 
Sunday 12th February 2012, 09:00 - Sunday 26th February 2012, 09:00
  Time: 9:00am - 5:00pm

Venue: Francis Bancroft 1.15a

This course covers a range of numerical methods in Finance, implemented in C++. The C++ part starts from scratch and assumes no prior knowledge. It covers control structures, arrays, pointers etc. and goes all the way to object oriented programming. The numerical methods part focuses on popular methods in Finance: Monte Carlo, trees and PDE grids.
If you would like to attend please kindly email a.m.jones@qmul.ac.uk by Monday 6th February 2012