Course Page

Financial Computing I

Course Number:

46901


Faculty

Steven Roehrig, roehrig@andrew.cmu.edu


Program

MSCF


Concentrations

MSCF


Course Description

In this course, and its continuation Financial Computing II, we will give a fairly complete treatment of essential C++, in the context of some elementary finance-related problems. The intent is to arm you with computing skills you can use in other MSCF courses. In this first course, we'll cover the use of the C++ Standard Library for I/O, pointers and references (including function pointers), function and operator overloading and other basic concepts. Reference texts (not required): "C++ Primer" by Lippman, et al, "Numerical Recipes in C++" by Press, et al. Prerequisite: Some experience in programming in a procedural or object-oriented language, or the Programming Prep course.

Format

Lecture: 100min/wk and Recitation: 50min/wk


Pre-requisites

None