The School organised an intensive two day module on C++ for Finance students. This took place on Sunday the 3rd and Sunday the 17th of July and (despite the early start!) was well attended by the School's MSc students

The course introduced students to numerical methods in Finance, implemented in C++.

 The course was delivered by Ammar Kherraz a well known practitioner in the finance industry. He said the following about the course:

"C++ for Finance provides a hands-on experience in C++ programming for implementing computational techniques of quantitative finance.

C/C++ is taught from scratch. Good practice in the use of C++ and key concepts around object orientation and memory management are taught. C++ is a very powerful programming language, widely used in the industry in writing quantitative modelling libraries e.g. for bank trading desks.

One key focus of this course is practicality and relevance to the industry. Selected pricing and risk management problems that are pertinent to today’s' practice of financial derivatives modelling are gone through. Areas that typically come in up quantitative interview questions are flagged up to the students."

Posted 27th July 2011