The objective is to elevate the students’ computer programming skills to the semi-professional level required in quantitative finance. Participants learn through hands-on experience by working on a structured set of mini projects from computational finance under the guidance of an experienced trainer and the faculty in charge. The programming language used may be C++, MATLAB, R/S, VB or another language widely used in quantitative finance and may alternate from year to year.
Prerequisites
Intermediate scientific programming skills