MoneyScience Financial Training Calendar
Here at MoneyScience we've teamed up with an expert team of internationally-respected financial tutors to present a series of high level financial training courses, delivering top-quality, up-to-the minute training in key and emerging areas of finance.
The goal of this three-day intensive hands-on course is to learn those advanced features in C+ that are of direct relevance to writing and extending application for quantitative and computational finance. The course uses the object-oriented and generic (templates) programming models (OOP, GP) in combination with design patterns and the STL and boost libraries to allow you to create robust and flexible applications.
Location: London, UK | Course Length: 3 Days | Tutor: Daniel Duffy
This three-day course shows how to use the Finite Difference Method (FDM) to price a range of one-factor and many-factor option pricing models for equity and interest rate problems that we specify as partial differential equations (PDEs). We introduce and elaborate modern and robust finite difference methods that solve pricing problems and that remain stable and accurate for various combinations of input parameters, payoff functions and boundary conditions.
Location: London, UK | Course Length: 3 Days | Tutor: Daniel Duffy
