Advanced C++ Design and Implementation in Quantitative Finance by Nick Webber
Online Course Running Time: 14 Hours 30 minutes
About the course:
The course uses concepts of application design to structure the presentation of C++ and numerical material. As new ideas are introduced their realizations in C++ are presented in the context of applications of simulation and lattice methods to models of option pricing. The simulation method is developed from a naive monolithic single procedure main to a powerful fully polymorphic application. The final application, employing a variety of important design patterns including a polymorphic factory, uses most of the syntactical elements of C++ in standard design paradigms. During this development a lattice method is implemented, enabling further features to be introduced.
A basic knowledge of C++ is assumed. A knowledge of classes is not assumed, nor a knowledge of object oriented programming styles. Implementations are in DevCpp, a freeware IDE wrapping the C++ 03 standard compliant GCC 3.4.2 compiler. C++ 11 extensions to C++ 03 are not required.
CPD Certification
You will be able to receive 44.5 CPD points (14 hours 30 minutes of structured CPD and 30 hours of self-directed CPD) taking this course.
The CPD Certification Service was established in 1996 as the independent CPD accreditation institution operating across industry sectors to complement the CPD policies of professional and academic bodies. The CPD Certification Service provides recognised independent CPD accreditation compatible with global CPD principles.