IE 523

• Course in Catalog
• List of Terms offered
• Register for Classes

Credit: 4 hours.

Review of C++ programming: structures, classes, I/O, C++ standard libraries, Recursion. Linear Algebra tools and MILP solvers in C++. Computational aspects of probability, statistics and simulation in C++. Methods: Root-finding, Taylor's Expansion, FFTs, Dynamic Programming, Monte Carlo Methods. Financial computing case studies in C++.

4 graduate hours. No professional credit. Prerequisite: CS 225.

• My Favorites
• My Schedule