Postgraduate Course: Object-Oriented Programming with Applications (MATH11152)
Course Outline
| School | School of Mathematics |
College | College of Science and Engineering |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Availability | Not available to visiting students |
| SCQF Credits | 10 |
ECTS Credits | 5 |
| Summary | This course will equip the student with skills to design and implement numerical solutions to problems in financial and applied mathematics in an object-oriented language like C++ or C# in an efficient, extendable and robust manner. |
| Course description |
Object-Oriented Programming:
- compilation, Hello World, variables & simple data types,
- flow-control, functions,
- classes / objects,
- basic algorithms and data structures
Applications:
- Root finding and numerical integration,
- Recombining trees / lattices,
- Monte Carlo,
- Finite Difference or Element methods
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Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
|
Co-requisites | |
| Prohibited Combinations | |
Other requirements | None |
Course Delivery Information
| Not being delivered |
Learning Outcomes
It is intended that students will demonstrate
1) appropriate use of flow-control, functions and data-types in the context of a specific object-oriented programming language (e.g. C++ or C#),
2) understanding of basic concepts of object oriented programming: classes / objects, inheritance, interfaces,
3) ability to implement some numerical methods (root finding, numerical integration, finite-difference, Monte-Carlo) in a high level programming language,
4) use of good programming style and writing of code that is reliable, extendible and reusable,
by constructing relevant algorithms in reports and/or exams.
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Reading List
- Flowers B. An Introduction To Numerical Methods In C++. Oxford University Press. 2000.
- Capinski M, Zastawniak T. Numerical Methods In Finance With C++. Cambridge University Press. 2012
- Joshi M. S. C++ Design Patterns And Derivatives Pricing. Cambridge University Press. 2008.
- Lippman S, Lajoie J, Moo B. C++ Primer. Addison-Wesley 2013. |
Additional Information
| Graduate Attributes and Skills |
Not entered |
| Keywords | OPA |
Contacts
| Course organiser | Dr Sotirios Sabanis
Tel: (0131 6)50 5084
Email: S.Sabanis@ed.ac.uk |
Course secretary | Mrs Kathryn Mcphail
Tel: (0131 6)50 4885
Email: k.mcphail@ed.ac.uk |
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