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Distance Learning for Financial EngineersComputational and Quantitative Finance in C++The hands-on distance-learning course is a thorough introduction to the C++ object-oriented language and how to apply it to designing and developing applications in Quantitative Finance. It is intended for busy quants, quant developers and financial engineers who are interested in learning in their own time and who wish to avail of the relevant resources after course completion, for example, source code, articles and communication with other course participants. For those who already have knowledge and experience with basic C++, there is the possibility to follow only the 2nd half of the course. More information about these Distance Learning courses:
Mathematics for Quantitative and Computational Finance - Analysis, Algebra and Numerical MethodsThe goal of this distance learning course is to introduce and elaborate the mathematical concepts, methods and algorithms that lay the foundations for quantitative finance applications. The course contents are applicable to a wide range of real-world domains, including derivatives pricing and risk management applications. It lays the mathematical foundations for careers in a number of areas in the financial world.The course is intended for novice quantitative analysts and developers who are working in quantitative finance. The level of this course is similar to what a second year mathematics course would offer. More information about this Distance Learning course: Advanced C++ - Programming Models, Libraries and Parallel ComputationThe goal of this hands-on distance learning course is to learn the most advanced features of object-oriented and generic programming in C++, the STL and boost libraries and modern software design methods. We have developed this course for those professionals working in business, engineering and other areas who are involved in software development.More information about this Distance Learning course: Advanced C# for Computational Finance and Derivatives' PricingThe goal of this hands-on distance learning course is to apply the C# object-oriented language and the libraries in the .NET framework to the design and implementation of flexible and robust applications. The focus of the course is on using object-oriented and generic programming models in combination with useful libraries to help the quant developer produce running code for a range of pricing applications for equities and interest rate products. We also discuss how to implement the Gamma (GOF) design patterns in C# and we have seen a many-fold productivity improvement because the .NET libraries support them or can be easily adapted to support them.More information about this Distance Learning course: |