C# Programming Course Page
Lectures:
Ryerson 251 Monday & Wednesday 5-6pm
Tutorials: Tuesday 6-8pm in Eckhart 20 (Computer Lab)
Lecturer:Niels O. Nygaard niels@math.uchicago.edu
TA:Chris
Merrill cmerrill@math.uchicago.edu
Lecture 1, Sep. 24, 2007
Setting up the Visual Studio environment.
Some very simple code illustrating how to write a sentence
to the console.
Lecture 2, Sep. 26, 2007
Classes and Objects
The C# version of HelloWorld
Lecture 3, Oct. 1, 2007
The CurrencyConverter console application
Lecture 4, Oct. 3, 2007
An OO version of the CurrencyConverter program
Lecture 5, Oct. 8, 2007
More OO designs in the CurrencyConverter program
Lecture 6, Oct. 10, 2007
Windows interface for the CurrencyConverter program
Lecture 7, Oct. 15, 2007
Web based CurrencyConverter program
Lecture 8, Oct. 17, 2007
Connecting the Currency Converter to a Database
Lecture 9, Oct. 22, 2007
In today’s class we will go over last week’s projects
Lecture 10, Oct. 24, 2007
A Monte Carlo Option Pricer
Lecture 11, Oct. 29, 2007
Graphing the output with MATLAB and using external applications via the COM interface
Lecture 12, Nov. 5, 2007
Pricing different kinds of options
Lecture 13, Nov. 7, 2007
Using delegates to select the PayOff function
Lecture 14, Nov. 12, 2007
We will go over the midterm and start talking about how to make our OptionPricer more Object Oriented
Lecture 15, Nov. 14, 2007
More about making the OptionPricer more Object Oriented. The VanillaOption class
Lecture 16, Nov. 15, 2007
The VanillaOption class, implied volatility
Lecture 17, Nov. 19, 2007
Lecture 18, Nov. 26, 2007
Binomial Trees
Lecture 19, Nov. 28, 2007
Generics
Lecture 20, Jan. 7, 2008
Building an Assembly
Lecture 21, Jan. 9, 2008
Excel interface to the OptionPricer
Lecture 22, Jan. 14, 2008
Creating graphs in Excel
Lecture 24, Jan. 23, 2008
Modelling the trading game
Lecture 25, Jan. 28, 2008
AJAX Control Toolkit, Application and Session Objects, TabContainer, UpdatePanel
Videos:
Installing
AJAX Control Toolkit
First Steps
Tabs and UpdatePanel
Lecture 26, Jan. 30, 2008
Connecting to the Database
Lecture 27, Feb. 4, 2008
Trading Interface Design
Lecture 28, Feb. 11, 2008
UpdatePanel, GridView, Timers
Homework: Progress Reports from all teams due Monday Feb. 18.
Lecture 29, Feb. 13, 2008
Client Side Programming, JavaScript, Web Services and Web Methods
Project zipped
Source Files for the FirstSteps
Project
Lecture 30, Feb. 18, 2008
Presentation from some of the teams, JavaScript, Web Services and Web Methods
Lecture 31, Feb. 20, 2008
Group Presentations
Lecture 32, Feb. 25, 2008
Group Presentations
Lecture 33, Feb. 27, 2008
Group Presentations
Lecture 34, Mar. 3, 2008
How to build a custom control and link it to a database
Lecture 35, Mar. 5, 2008
Group Presentations
Lecture 36, Mar. 10, 2008
Putting the Application together
Lecture 37, Mar. 12, 2008
Putting the Application together
Trading Game Project
This
version has most features working
We still need the Game class and the OrderMatcher
Prelimenary Version of OrderMatcher
We still need Game class and
Card Dealer
Lecture 38, Mar. 31, 2008
Installing QuantLib
Lecture 39, Apr. 2, 2008
First program using QuantLib
Lecture 40, Apr. 7, 2008
Pricing Asian Options with QuantLib
Lecture 41, Apr. 9, 2008
Pricing an Arithmetic Average Asian Option
Lecture 42, Apr. 14, 2008
QuantLib and C#, SWIG
Lecture 43, Apr. 16, 2008
More on SWIG, replace the file options.i in the QuantLib_SWIG\SWIG with the enclosed options.i file
Lecture 44, Apr. 21, 2008
Adding our own arithmetic average pricing engine to the NQuantLib Assembly.
Replace the file options.i in the QuantLib_SWIG\SWIG with the enclosed options.i file and make sure that the files
analytic_cont_arith_av_price.hpp and analytic_cont_arithm_av_price.cpp are in the QuantLib-SWIG-0.9.0\QuantLib-SWIG-0.9.0\CSharp\cpp folder
Lecture 45, Apr. 23, 2008
Lecture 46, May 5, 2008
Compound Options
Lecture 47, May 12, 2008
Pricing a Compound Option
Lecture 48, May 14, 2008
Monte Carlo Pricing of Compound Options
Lecture 49, May 19, 2008
Writing a Monte Carlo Pricing engine for Compound Options