This course presents the C/C++ programming language. Students learn the language from the ground up, from data types, to functions, arrays, classes, dynamic memory management, data structures and the Standard Template Library. Object-oriented programming is also discussed, including a review of commonly used design patterns. The focus is to understand C/C++ as it applies to financial mathematics and several practical examples from computational finance are presented.
[(MSF 504 with min. grade of C and MSF 505 with min. grade of C)]