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C++ For Financial Mathematics

Key information

  • Module code:

    7CCMFM13

  • Level:

    7

  • Semester:

      Spring

  • Credit value:

    15

Module description

Syllabus

This course is an introduction to object oriented programming in C++ with examples drawn from financial mathematics. It will cover the procedural and object oriented features of the C++ language and the use of software design patterns to price complex financial products. No prior C++ programming experience is required. However, it is assumed that students are concurrently taking, or have already taken, a course on numerical methods of option pricing.

Prerequisites

Normally students should also be taking Numerical and Computational Methods in Finance (7CCMFM06) and have taken 7CCMFM01 and 7CCMFM02.

Assessment details

Assessment

2 hr written examination or alternative assessment

Educational aims & objectives

The module will provide an introduction to C++ programming and will demonstrate how C++ can be used to solve the computation problems that arise in financial mathematics. The module will demonstrate how object oriented programming techniques in C++ can be used to build scalable, testable and maintainable software for the pricing and risk management of financial derivatives.

Teaching pattern

2 hour lecture and 1 hour lab work.

Department

Module description disclaimer

King’s College London reviews the modules offered on a regular basis to provide up-to-date, innovative and relevant programmes of study. Therefore, modules offered may change. We suggest you keep an eye on the course finder on our website for updates.

Please note that modules with a practical component will be capped due to educational requirements, which may mean that we cannot guarantee a place to all students who elect to study this module.

Please note that the module descriptions above are related to the current academic year and are subject to change.