Financial Computing with C++ Part I (2019-2020)

2019-2020
Lecturer(s): 
Dr Lajos Gergely Gyurko
Course Term: 
Michaelmas
Course Overview: 

The aim of this course is to give an introduction to C++ programming and object oriented design with a special focus on applications in computational finance. The course is a combination of lectures and practical programming sessions. All course material will be supplied.

Course Syllabus: 

Basic syntax of C++. Implementing functions. Object Oriented design, classes and polymorphism. Function and class templates. Function objects, Standard Template Library. A selection of C++11 and C++14 features. Highlights of extensions to STL Libraries for computing. Brief overview of software development in a banking environment.

Reading List: 

1) Bjarne Stroustrup: Programming: Principles and Practice Using C++, Addison Wesley 2008
2) Andrew Koenig, Barbara E. Moo: Accelerated C++: Practical Programming by Example, Addison Wesley, 2000

Please note that e-book versions of many books in the reading lists can be found on SOLO and ORLO.

Further Reading: 

1) Scott Meyers: Effective C++: 55 Specific Ways to Improve Your Programs and Designs, Addison Wesley, Third edition, 2005
2) Scott Meyers: Effective Modern C++: 42 Specific Ways to Improve Your Use of C++11 and C++14, Addison Wesley, First edition, 2014
3) Bjarne Stroustrup: Programming: Principles and Practice Using C++, Addison Wesley, Fourth Edition, 2013
4) Nicolai M. Josuttis: The C++ Standard Library: A Tutorial and Reference Hardcover, Addison Wesley, Second Edition, 2012