IE 523 A - Financial Computing
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 1Number of Required Visit(s): 0
Course Level: Graduate