Computing and numerical methods (C++ programming) SM303

Dr Hassan Ugail & Dr Razvan Satnoianu    

This is the teaching page for the course on computing and numerical methods in finance with C++. Additional information and a mirror page is kept at www.inf.brad.ac.uk/~hugail/Teaching/SM303/

Course contents list (to be updated)

Lectures

1.       Lecture 1 Introduction to C++ (the philosophy behind C++)      

2.       Lecture 2 C++ operators and programming constructs

3.       Lecture 3 More C++ operators and programming constructs

4.       Lecture 4 Mathematical functions, numerical routines & applications      

Labs

          Lab 1      Source files                  first     test_debug    add

                         Solutions:                     add_three    temperature   probability_density

          Lab 2      Source files                                 1   2   3   4   5  

                         Solutions to tasks                            2   3   4   5   6

          Lab 3      Source files                 sort.cpp   1   2   3   4   5   6   7

                         Solutions to tasks                

          Lab 4      Source files   

                         Solutions to tasks         

 List of references

 

General information: 

Mathematical formulae

Coursework submission form