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C++ for Modeling Quantitative Finance 培训

 
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       每期人数限3到5人。
   上课时间和地点
开课地址:【上海】同济大学(沪西)/新城金郡商务楼(11号线白银路站)【深圳分部】:电影大厦(地铁一号线大剧院站) 【武汉分部】:佳源大厦【成都分部】:领馆区1号【沈阳分部】:沈阳理工大学【郑州分部】:锦华大厦【石家庄分部】:瑞景大厦【北京分部】:北京中山学院 【南京分部】:金港大厦
最新开班 (连续班 、周末班、晚班):2020年3月16日
   实验设备
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        1、培训过程中,如有部分内容理解不透或消化不好,可免费在以后培训班中重听;
        2、培训结束后,授课老师留给学员联系方式,保障培训效果,免费提供课后技术支持。
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课程大纲
 
  • Module 1(C++ Phase 1)
    Intro + References
    Basics
    Workshop Basics
    Overloading
    What can we overload, and how.
    Extra C++ Types (bool & reference)
    Workshop overloading
    OOP
    Quick introduction to Oop
    Classes
    Structs
    Access Modifiers
    Constructor
    default/delete functions
    initializer syntax / constructor initialization list
    Workshop classes
    Memory
    Classical memory interaction
    Workshop Memory
    Module 2
    Introduction to quantitative finance
    Discrete Time Models
    Continuous Time Models
    Interest rate models
    Options on bonds
    Short rate Models
    Forward Rate Models
    Market Models
    Module3 (C++ Phase2 & Quantitative final phase)
    Inheritance
    Construction
    Polymorphism
    Virtual, pure virtual, abstract, interface
    Access modifiers
    Workshop Inheritance (Shapes)
    Exceptions
    What are they
    How do they work
    What to throw and what to catch
    Workshop exceptions
    Memory exhaustion
    How it’s notified
    How to handle
    Modern Memory Management
    RAII
    Templates applied to Modern Memory Management (SmartPointer)
    Standardized C++11 SmartPointers
    Nullptr
    Workshop SmartPointers
    Namespaces
    Workshop Namespaces
    Vasicek Bond Prices in C++
    Black-Scholes Modeling in C++ put &call
    Introduction to Monte carlo Simulation
    How to price options using Simulation
    Monte carlo Simulation in C++
    Geometric Brownian Motion
    American Vs European Options
    Slice based valuation :Lattice Method
    Slice based valuation :PDE Method
    Slice based valuation :PDE Method
    Valuation of American (dates Predetermined) Bermudan Option
    Module 4 -C++ Final phase
    auto
    The new auto keyword
    The new auto return syntax
    enum
    New style enums
    constexpr
    New constant expressions
    About constness
    Const and Mutable explained
    Lambdas & function objects
    Classes that act like functions
    Introduction lambda functions
    Chrono
    An introduction to the new Chrono library
    Module 5
    Casting
    Standard library
    String
    Containers
    Vector (vs)
    List
    Map
    Array
    Tuple
    Initializer lists
    Iterators
    range-for syntax
    Std Algorithms
    Streams
    Miscellaneous Keywords
    static
    explicit
    Module 6
    Move semantics
    Introduction to L/R values
    R-value-references applied to move semantics
    Type Traits
    Obtaining information on compile time
    Concurrency
    Introduction to C++11’s Threading, async/future and atomic types implementation
    Variadic templates - An introduction to C++11’s variadic templates
 
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