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22:839:614

Object-Oriented Programming in Finance I

Rutgers University 3 credits 839

Course Description

The goal of this yearlong sequence of courses is to give a rigorous introduction to computer programming and software engineering with special emphasis on applications to financial engineering. Our primary programming language will be C++. This programming language is fast enough to accommodate the performance demanded in financial environments. At the same time C++ is an object-oriented language and, as such, is suitable for modern software design. In this course the assumption is that students have had no background in computer programming, although even people who are familiar with some programming language will hopefully benefit and learn new material. In part I in the fall semester the course will start with basic concepts of programming, but we quickly get into topics in object-oriented programming, UML diagrams, and basic patterns. We will also include introduction to basic algorithms and data structures. In part II in the spring semester, more advanced topics will be covered, including advanced algorithms and data structures especially through introduction to STL and boost libraries, numerical algorithms and introduction to BLAS and LAPACK libraries, design of graphical user interfaces, and concurrent programming (also known as multiprogramming). Fall semester only.

Code
22:839:614
Credits
3
Subject
839

Programs That Include This Course

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