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Description:
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This will be a "Survival Computing" course for MSCF students. We will cover the basics of C++, MATLAB and VBA, all in the context of some elementary finance-related problems. The intent is to arm you with computing skills you can use in other MSCF courses, including Financial Computing II, III and IV. Reference texts (not required): Lippman et al., C++ Primer; Press et al., Numerical Recipes in C++. Prerequisite: Some experience in programming in a procedural or object-oriented language.
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