• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

"Numerical Analysis I"- Mathematica or C++ ?

roni

Cornell FE
Hi,

I want to take "Numerical Analysis I" at Hunter College during the coming summer semester.
As far as I understand, Mathematica will be used for the programming part of the course.

I don't know if C++ is used in the basic numerical analysis classes in other schools. Should I take this course in colleges that use C++ for the programming part or Mathematica will be as beneficial ?
I'm also trying to develop my C++ programming knowledge and thought that Numerical Analysis might be a good way.

So, what do you guys say ?


Thanks,
Ron.
 

dstefan

Baruch MFE Director
A numerical methods course using C++ or even Matlab would be preferable to one using Mathematics, imo.
 

Daniel Duffy

C++ author, trainer
"I'm also trying to develop my C++ programming knowledge and thought that Numerical Analysis might be a good way."

I think this is a good approach. And even C would be good in order to learn NA. And there's lots of C code out there.

Mathematica is great, later imo.
 
If you start from C/C++ then any other programming language will be a piece of cake for you. For NA you don't need that much of C/C++, it'll take you only several days to master all the language features to start coding algorithms. I'd vote for C/C++ but it depends if you can find such course. At my University (it's not in NYC) for NA courses you can use any language you're the most comfortable with, you might find the similar setup in NYC. Also, there are tons of numerical algorithms in C code on the Internet that you can adapt to your needs and you can learn from. It's probably more free NA in C available than in any other language (except maybe fortran).
 

Bastian Gross

German Mathquant
I agree with Lugh (Danie Duffy) and dstefan.
I suggest a getting started with Matlab and thereafter a extensice C++ - Course!
 
Top