Applications Programmng for Fe
10:10am–11:25am
PUPIN LABORATORIES PUP 329
Morningside
Seat data provenance: Directory as of August 23, 2026 at 4:00 AM
Description
Lect: 3. We will take a hands-on approach to developing computer applications for Financial Engineering. Special focus will be placed on high-performance numerical applications that interact with a graphical interface. In the course of developing such applications we will learn how to create DLLs, how to integrate VBA with C/C programs, and how to write multithreaded programs. Examples of problems settings that we consider include simulation of stock price evolution, tracking, evaluation and optimization of a stock portfolio; optimal trade execution. In the course of developing these applications, we review topics of interest to OR:FE in a holistic fashion
Reviews
Course experience
n=1, 2014
Aggregated across everyone who has taught this course.
Teaching quality
4.5 / 5
Grading fairness
No signal
Workload
No signal
Difficulty
4.3 / 5 · Hard
Overall sentiment
No signal
Would take again
No signal
Sources: CULPA (1)
In your week
Where it meets
Flat map — motion reduced
Workload and grading
- Grading
- Not published
- Format
- Not published
- Credits
- 3 credits
Reported workload
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