Computational Finance in C++

Subject associations
ORF 531 / FIN 531
Fall 2021
Michael Sotiropoulos
Registrar description

The intent of this course is to introduce the student to the technical and algorithmic aspects of a wide spectrum of computer applications currently used in the financial industry, and to prepare the student for the development of new applications. The student is introduced to C++, the weekly homework involves writing C++ code, and the final project also involves programming in the same environment.