Financial Computing III
Course Number: 46903
In this course, students implement in C++ key numerical routines used in the financial industry. Topics include spline interpolation, least-squares fitting, finite differences, Fast Fourier Transform, and adjoint differentiation. Examples and assignments are drawn from finance-related applications.
Concentration: Mathematics
Semester(s): Mini 4
Required/Elective: Required
Prerequisite(s): 46901, 46902, 46944