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IE 523 A - Financial Computing

Campus: Urbana-Champaign


Review of C++ programming: structures, classes, I/O, C++ standard libraries, Recursion. Linear Algebra tools and MILP solvers in C++. Computational aspects of probability, statistics and simulation in C++. Methods: Root-finding, Taylor's Expansion, FFTs, Dynamic Programming, Monte Carlo Methods. Financial computing case studies in C++. Course Information: 4 graduate hours. No professional credit. Prerequisite: CS 225.

Academic Program Restrictions:

MS:Env Engr CivilEngr ONL-UIUC

Option 1

Number of Required Visit(s): 0

Course Level: Graduate

Credit: 4

Term(s): Summer


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