Section outline

  • Course Schedule:

    28-October-23
    		 Saturday
    		 09:00-11:30 Lecture 1.5hr, Tutorial 1hr. Room: Bancroft Mason Lecture Theatre (Bancroft building)
    		C++ Introduction, Yield Curve Interpolation
    28-October-23Saturday12:30-15:00 Lecture 1.5hr, Tutorial 1hr. Room: Bancroft Mason Lecture Theatre (Bancroft building)Object Oriented Programming in C++, Algorithmic Hedging
    29-October-23Sunday 09:00-11:30Lecture 1.5hr, Tutorial 1hr.
    		 Room: Bancroft Mason Lecture Theatre (Bancroft building)Defining your own data structures in C++, Counterparty Risk Management 
    29-October-23 Sunday 12:30-15:00 Lecture 1.5hr, Tutorial 1hr. Room: Bancroft Mason Lecture Theatre  (Bancroft building)Standard Library in C++, Equity Derivative Portfolio Design and Delta-Hedging


    Final assessment date - 4 Novermber 2023.

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    Chat room: #qm_cplusplus_autumn2023
    email: zhdankin.ivan@gmail.com