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Hi everyone, currently working as mid-office quant.Objective: gain proficiency in C++ OO design and be able to develop/implement C++ based pricing/risk management engines for exotic rates products.Programming experience: MATLAB, Python, Mathematica, VBAIntended pace: make full use of 16 weeks, seeking help/guidance on extra-curriculum stuff, e.g. external C++ (quant finance) books, codes etc.
Hi everyone, currently working as mid-office quant.
Objective: gain proficiency in C++ OO design and be able to develop/implement C++ based pricing/risk management engines for exotic rates products.
Programming experience: MATLAB, Python, Mathematica, VBA
Intended pace: make full use of 16 weeks, seeking help/guidance on extra-curriculum stuff, e.g. external C++ (quant finance) books, codes etc.
