Audios and Demos

Computational and Quantitative Finance in C++

• Course overview presentation

• Module 2.02 - Overview of the Standard Template Library (STL)
  
• Module 5.07 - Excel Add-ins

Advanced C++ - Programming Models, Libraries and Parallel Computation

Overviews

• Course overview presentation

• Module 4.08 - Function Library
• Module 8.01 - OpenMP Overview and Background

• Module 2 - Generic Programming and Policy-based Design

Advanced C# for Computational Finance and Derivatives' Pricing

• Module 2.13a - Generics

Course overview

Mathematics for Quantitative and Computational Finance

• Module 1.1.2 - Numerical Sequences and Series

Exercise examples:

• Module 1.1 - Sets and Relations

Boost Overview Presentations

• Boost Overview - A to F
  
• Boost Overview - G to P
  
• Boost Overview - R to S
  
• Boost Overview - T to Z