FE522 C++ Programming in Finance



Course Catalog Description

Introduction

This course is a hands on C++ introduction for Financial applications. The course will teach the basics of C++ and will teach the student how to program for finance. Very little time will be spent on the philosophy and much more time on the actual programming. The course will be designed as a prerequisite for other advanced courses at Stevens.

Campus Fall Spring Summer
On Campus X X
Web Campus

Instructors

Professor Email Office
Thiago Winkler
twinkle1@stevens.edu Babbio 109

More Information

Course Description

This course is designed for both graduate and undergraduate students. It aims to be an introduction to the C++ programming language, as well as to programming in general, including topics such as object-oriented programming and generic programming, with some basic applications in finance. No prior programming experience is required. Upon completion, students are expected to have proficient programming skills in C++ and to be able to apply these skills in any future courses and/or industry positions.



Course Resources

Textbook

Programming: Principles and Practice Using C++. Bjarne Stroustrup, Second Edition, 2014. ISBN-10: 0321992784, ISBN-13: 978-0321992789

Additional References

C++ Reference: http://en.cppreference.com/w/cpp



Grading

Grading Policies

  • Labs (10%)
  • Assignments (30%)
  • Midterm Exam (30%)
  • Final Project (30%)

Lecture Outline

Topic Reading
Week 1 Programming and “Hello, World!” Ch. 1&2
Week 2 Objects, Types, and Values & Computation Ch. 3
Week 3 Lab Problem 1 Computation Ch. 4
Week 4 Errors,Writing a Program Ch. 5 - 6
Week 5 Lab Problem 2, Completing a Program Ch. 7
Week 6 Technicalities: Functions, etc. Technicalities: Classes, etc. Ch. 8-9
Week 7 Lab Problem 3, Input/Output Streams Ch. 10
Week 8 Assignment 1 Review, Midterm Exam
Week 9 OOP: Encapsulation, OOP: Inheritance
Week 10 Lab Problem 4, OOP: Polymorphism
Week 11 Monte Carlo, Vector and Free Store Ch. 17
Week 12 Lab Problem 5, Vectors and Arrays Ch. 18
Week 13 Vector, Template, and Exceptions, Containers and Iterators Ch. 19-20
Week 14 Lab Problem 6
Week 15 Assignment 2 Review Final Project Presentations