FE522 C++ Programming in Finance

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Course Catalog Description


This course is a hands on C++ introduction for Financial applications. The course will teach the basics of C++ and will teach the student how to program for finance. Very little time will be spent on the philosophy and much more time on the actual programming. The course will be designed as a prerequisite for other advanced courses at Stevens.
Campus Fall Spring Summer
On Campus X X
Web Campus


Professor Email Office
Thiago Winkler
twinkle1@stevens.edu Babbio 109

More Information

Course Description

This course is designed for both graduate and undergraduate students. It aims to be an introduction to the C++ programming language, as well as to programming in general, including topics such as object-oriented programming and generic programming, with some basic applications in finance. No prior programming experience is required. Upon completion, students are expected to have proficient programming skills in C++ and to be able to apply these skills in any future courses and/or industry positions.


Course Resources


Programming: Principles and Practice Using C++. Bjarne Stroustrup, Second Edition, 2014. ISBN-10: 0321992784, ISBN-13: 978-0321992789

Additional References

C++ Reference: http://en.cppreference.com/w/cpp


Grading Policies

Grades will be based on:

Drills (20%) Assignments (20%) Midterm Exam (30%)

Final Project (30%)

Lecture Outline

Topic Reading
Week 1 Programming and “Hello, World!” Ch. 1-2
Week 2 Objects, Types, and Values & Computation Ch. 3-4
Week 3 Errors & Writing a Program Ch. 5-6
Week 4 Completing a Program & Technicalities: Functions, etc. Ch. 7-8
Week 5 Technicalities: Classes, etc. & Input/Output Streams Ch. 9-10
Week 6 Review & Catch-up
Week 7 Customizing I/O Ch. 11
Week 8 A Display Model & Graphics Classes Ch. 12-13
Week 9 Graphics Class Design & Graphing Functions and Data Ch. 14-15
Week 10 Graphical User Interfaces & Vector and Free Store Ch. 16-17
Week 11 Vectors and Arrays & Vector, Template, and Exceptions Ch. 18-19
Week 12 Containers and Iterators & Algorithms and Maps Ch. 20-21
Week 13 TBD
Week 14 Review & Catch-up