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 |
Students MUST have passed:
|
Co-requisites | |
| Prohibited Combinations | |
Other requirements | At least one semester of an undergraduate course dedicated to programming (in any language). Understanding of flow control, methods/functions and some basics of data structures. This requirement is for both UG students and PGT students from MSc programmes other than MSc Computational Mathematical Finance. |
Course Delivery Information
|
| Academic year 2018/19, Not available to visiting students (SS1)
|
Quota: None |
| Course Start |
Semester 1 |
Timetable |
Timetable |
| Learning and Teaching activities (Further Info) |
Total Hours:
100
(
Lecture Hours 6,
Supervised Practical/Workshop/Studio Hours 16,
Programme Level Learning and Teaching Hours 2,
Directed Learning and Independent Learning Hours
76 )
|
| Assessment (Further Info) |
Written Exam
0 %,
Coursework
100 %,
Practical Exam
0 %
|
| Additional Information (Assessment) |
Coursework 100% |
| Feedback |
Not entered |
| No Exam Information |
Learning Outcomes
On completion of this course, the student will be able to:
- Demonstrate appropriate use of flow-control, functions and data-types in the context of a specific object-oriented programming language (e.g. C++ or C#).
- Understand basic concepts of object oriented programming: classes / objects, inheritance, interfaces.
- Implement some numerical methods (root finding, numerical integration, finite-difference, Monte-Carlo) in a high level programming language.
- Use good programming style and writing of code that is reliable, extendible and reusable, by constructing relevant algorithms in reports and/or exams.
|
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 Goncalo Dos Reis
Tel: (0131 6)51 7677
Email: g.dosreis@ed.ac.uk |
Course secretary | Miss Sarah McDonald
Tel: (0131 6)50 5043
Email: sarah.a.mcdonald@ed.ac.uk |
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