Carnegie Mellon University

Financial Computing I

Professor: John K. Ostlund

Department: Heinz

Course Number: 46901

Description: In this course, and its continuation Financial Computing II, we will give a fairly complete treatment of essential C++, in the context of some elementary finance-related problems. The intent is to arm you with computing skills you can use in other MSCF courses. In this first course, we'll cover the use of the C++ Standard Library for I/O, pointers and references (including function pointers), function and operator overloading and other basic concepts. Reference texts (not required): "C++ Programming Language, 4th Edition" by Stroustrup, "C++ Standard Library: A Tutorial and Reference, 2nd Edition" by Josuttis, "C++ Primer" by Lippman, et al, "Numerical Recipes in C++" by Press, et al.

Prerequisites: Some experience in programming in a procedural or object-oriented language, or the Programming