Synopsis for Financial Computing with C++ (Part I)

Basic syntax of C++. Implementing functions. Object Oriented design, classes and polymorphism. Function and class templates. Function objects, Standard Template Library. Highlights of extensions to STL Libraries for computing. Brief overview of software development in a banking environment.

The aim of this course is to give an introduction to C++ programming and object oriented design with a special focus on applications in computational finance. The course is a combination of lectures and practical programming sessions. The recommended platform is Windows using MS Visual Studio. All course material will be supplied.

Reading list

1. [(1)] Bjarne Stroustrup: Programming: Principles and Practice Using C++, Addison Wesley 2008
2. [(2)]Andrew Koenig, Barbara E. Moo: Accelerated C++: Practical Programming by Example, Addison Wesley, 2000