Want to learn C++ programming but have no experience? Or just want to brush up or take your skills to the next level? This course features more than 70 hours of tuition across 28 sessions. And again, it's all inlcuded with your course fees.

C++ in Finance
The vast majority of professional software development in quant finance is in C++. To be an effective member of a quant team you need to write high-quality code, and you must also be able to understand the C++ written by others.

Goals of the Syllabus
By the end of this syllabus you will be able to take important pricing models, and translate them into working C++ code. Starting with elementary C++, the 28 sessions will cover both the principles and practicalities of producing robust code in a quant finance environment. You will learn not only the theory of design, but also specific details of implementing hardcore techniques in financial mathematics, as well as connecting your software to applications such as Excel. Uniquely, this course covers the pitfalls and problems that you will face in debugging and faulty design, equipping you for the realities of programming in banks.

Mathematical Finance in C++
You will learn the techniques necessary to convert pricing models into the algorithmic form suitable for coding in C++. A wide variety of numerical schemes used in quantitative finance will be used for examples.

Extending the CQF
C++ is critical to a role as a modern quant in a top-tier investment bank, so as part of the continual improvement of the CQF program we are including the entire Computational Finance series as a self-contained subset of the recorded alumni classes. CQF delegates who want to take this syllabus are advised to do so after they have completed the CQF, or in parallel with the CQF after discussion with a Course Director.

"The C++ course taught me how to implement important quantitative techniques. Turning the formulas into C++ code really gave me a solid understanding of the concepts."
Christopher Grune, CQF Delegate, June 04
Chris's full testimonial