Advanced Computing for Finance
Spring Quarter
Instructor: Sebastien Donadio
Syllabus
This course is intended to teach programming concepts and techniques to students desiring to work in the financial sector. At the end of this class, students will have the necessary programming skills to be successful in their daily activities. We will cover the required skills to work as a quantitative researcher: advanced data structures (STL, Boost), parallel programming, inter-process communication, linear algebra computation, simulation, and modeling. We will work on several projects aimed at building several trading strategies using C++. Classes are taught using a combination of lectures and in-class hands-on lab sessions.
This course counts towards the Financial Computing concentration.