IE 523

Fall 2026 Part of Term 1

Part of Term 1
Aug 24-Dec 9

Financial Computing

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++.

Prerequisite: CS 225.

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IE 523 class schedule data for fall 2026
	Status		CRN	Type	Section	Time	Day	Location	Instructor	Section Details
			55482	Lecture-Discussion	B	3:00PM -4:20PM	MW	Campus Instructional Facility	Vogiatzis, C	Availability: Open (Restricted) Part of Term: 1 Date Range: 08/24/26-12/09/26 Restriction(s): Restricted to MS: Financial Engineering.