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            C++ for Modeling Quantitative Finance 培訓

             
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            最新開班 (連續班 、周末班、晚班):2020年3月16日
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            課程大綱
             
            • 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
             
              備案號:備案號:滬ICP備08026168號-1 .(2024年07月24日)....................
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