C++ Programming for Financial Engineers
Please note that the C++ Programming for Financial Engineers Course will be available online for students unable to attend in person.
Registration for the 2009 preprogram courses is now OPEN
The next preprogram course session will run from January-March 2009. Registration for these sessions will open in October. Please check back at that time to register. A tentative schedule is posted below.
This course will be taught by Dr. Domingo Tavella
For more information on this course please contact the MFE program at (510) 642-4417 or mfe@haas.berkeley.edu. For questions regarding registration, please call (510) 643-4649.
Programming Environment:
A C++ Programming enviroment is required for the course. The instructor recommends
Microsoft Visual C++ 2008 Express Edition. This is a FREE C++ environment available for
download from Microsoft.
The instructor will be using this environment for his in-class examples.
Any C++ environment should be sufficient for the course but if you have questions please contact mfe@haas.berkeley.edu.
If you are attending the in-class lectures, you need to bring a laptop with the C++ environment installed on it.
This is very important since the second half of all lectures will be hands-on practice.
Course description:
This course is designed as a first introduction to object oriented programming
in C++ for financial engineers, quantitative analysts, accountants, and other finance
professionals. The course focuses on programming skills required for pricing and risk managing
financial instruments in equities, fixed income, and credit.
This course is introductory in nature and is not intended for information technology specialists, computer scientists, or professional programmers in the finance industry.
Each session consists of a one-hour lecture followed by a half-hour segment of hands-on exercises. In the course of the program, participants will develop, step by step, the infrastructure needed to meet the demands they will encounter in the Masters of Financial Engineering at UC Berkeley, as well as the basic programming requirements for financial engineering work in the derivatives securities in industry.
The following topics will be covered, with concentrated focus on financial problems:
- Fundamentals and C++ functions
- Structures
- Introduction to classes
- Working with classes
- Overloading and inheritance
- Input, output, and exception handling
- Call back functions and information transfer
- Architectural design issues in derivatives pricing, risk management and simulation
Successful students will earn a certificate
of completion from the UC Berkeley Center for Executive Education.
Dates and Times:
C++ PROGRAMMING FOR FINANCIAL ENGINEERS COURSE
| Date | Time |
| 1/17/09 | 8:00 pm - 10:00 pm |
| 1/14/09 | 8:00 pm - 10:00 pm |
| 1/21/09 | 8:00 pm - 10:00 pm |
| 1/28/09 | 8:00 pm - 10:00 pm |
| 2/2/09 | 8:00 pm - 10:00 pm |
| 2/4/09 | 8:00 pm - 10:00 pm |
| 2/9/09 | 8:00 pm - 10:00 pm |
| 2/11/09 | 8:00 pm - 10:00 pm |
| 2/18/09 | 8:00 pm - 10:00 pm |
| 2/25/09 | 8:00 pm - 10:00 pm |
| 3/4/09 | 8:00 pm - 9:00 pm |
Course Fee and Registration
The course fee for the 2009 program is $1325 ($1125 for those admitted to the MFE program).
