Unfortunately Greg has only limited resources to work with - namely one semester, during which he wants us to get the most out of c++.
And I was lucky to have a conversation with Mr Greg on the way home today since we both take the Bronx bound 1/2/3 train, and it's not actually 'everything' been wrapped into one, that's just basically undoable. It's like ask someone to run 10mile in 10 mins, practically unachievable. So things are left out, like 'Implementing derivative pricing using C++', which could easily spend a whole semester on it. Hey, the name itself sounds exotic enough, don't you think.
... ...
recall that Mr Push from the OptionsGroup today mentioned guys from Chicago's program who makes however much... ... well, that kinda prompt me to visit their program website again both at global-derivatives.com and at U Chicago... ...
http://www.global-derivatives.com/schools/programs/chicago-mf.php
http://www-finmath.uchicago.edu/new/msfm/prospective/ourprogram_program.php
global's information is kinda outdated back 3 years. And I've noticed a big revamp in their program... ...they have introduced 3 semester long C++ courses, I believe that's not long ago. See a picture here??!!
But never self doubt :smt049
