Master's in Financial Engineering Program

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 C++ course is closed. Registration for the 2010 preprogram course will open by November 2009.

The next preprogram course session will run from January-March 2010. 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 Master's 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:

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

Dates and times for the 2010 session will be posted when available.

We will be sending you the location of the class via email for the in class option a few days prior to the first day of the course. For the on-line option we will email you the log in, password and the web link a few days prior to the first day of the course. If you do not receive the notice, please contact the CEE office by calling us at 510-643-4481 or emailing us at mfe@haas.berkeley.edu

Course Fee and Registration

The course fee for the 2009 program was $1,325 ($1,125 for those admitted to the MFE program).


Course Registration will open November 2009.

 

Krishnan Rattan, MFE 03

Krishnan Rattan, MFE 03

Current Position
Director
Deutsche Bank
London

"Since I didn't know just where my career would take me, I chose electives that were intellectually interesting. The balance of theoretical and market-facing coursework offered at Haas has served me well."