{"id":3266,"date":"2024-02-02T16:29:59","date_gmt":"2024-02-02T16:29:59","guid":{"rendered":"https:\/\/bankfin.unipi.gr\/mscfintech\/?post_type=courses&#038;p=3266"},"modified":"2024-02-28T12:10:45","modified_gmt":"2024-02-28T12:10:45","slug":"computational-and-quantitative-finance-with-cpp","status":"publish","type":"courses","link":"https:\/\/bankfin.unipi.gr\/mscfintech\/en\/courses\/computational-and-quantitative-finance-with-cpp\/","title":{"rendered":"Computational and Quantitative Finance with C++"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-post\" data-elementor-id=\"3266\" class=\"elementor elementor-3266\">\n\t\t\t\t<div class=\"elementor-element elementor-element-a9cd0f7 e-flex e-con-boxed wpr-particle-no wpr-jarallax-no wpr-parallax-no wpr-sticky-section-no e-con e-parent\" data-id=\"a9cd0f7\" data-element_type=\"container\" data-settings=\"{&quot;background_background&quot;:&quot;gradient&quot;,&quot;content_width&quot;:&quot;boxed&quot;}\" data-core-v316-plus=\"true\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-937adca elementor-widget elementor-widget-heading\" data-id=\"937adca\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<style>\/*! elementor - v3.19.0 - 07-02-2024 *\/\n.elementor-heading-title{padding:0;margin:0;line-height:1}.elementor-widget-heading .elementor-heading-title[class*=elementor-size-]>a{color:inherit;font-size:inherit;line-height:inherit}.elementor-widget-heading .elementor-heading-title.elementor-size-small{font-size:15px}.elementor-widget-heading .elementor-heading-title.elementor-size-medium{font-size:19px}.elementor-widget-heading .elementor-heading-title.elementor-size-large{font-size:29px}.elementor-widget-heading .elementor-heading-title.elementor-size-xl{font-size:39px}.elementor-widget-heading .elementor-heading-title.elementor-size-xxl{font-size:59px}<\/style><h1 class=\"elementor-heading-title elementor-size-default\">Computational and Quantitative Finance with C++<\/h1>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-d35c1dd elementor-widget elementor-widget-text-editor\" data-id=\"d35c1dd\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<style>\/*! elementor - v3.19.0 - 07-02-2024 *\/\n.elementor-widget-text-editor.elementor-drop-cap-view-stacked .elementor-drop-cap{background-color:#69727d;color:#fff}.elementor-widget-text-editor.elementor-drop-cap-view-framed .elementor-drop-cap{color:#69727d;border:3px solid;background-color:transparent}.elementor-widget-text-editor:not(.elementor-drop-cap-view-default) .elementor-drop-cap{margin-top:8px}.elementor-widget-text-editor:not(.elementor-drop-cap-view-default) .elementor-drop-cap-letter{width:1em;height:1em}.elementor-widget-text-editor .elementor-drop-cap{float:left;text-align:center;line-height:1;font-size:50px}.elementor-widget-text-editor .elementor-drop-cap-letter{display:inline-block}<\/style>\t\t\t\t<p><strong><span style=\"color: #ffc747;\">1st Semester, <\/span><\/strong><span style=\"color: #00ffff;\">Course Code: <strong>\u039c\u0395\u03a7\u03a4\u0395104<\/strong><\/span><\/p><p><strong>Credits:<\/strong>\u00a0<strong>7,5<\/strong><\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-26aed2c e-con-full e-flex wpr-particle-no wpr-jarallax-no wpr-parallax-no wpr-sticky-section-no e-con e-child\" data-id=\"26aed2c\" data-element_type=\"container\" data-settings=\"{&quot;content_width&quot;:&quot;full&quot;}\">\n\t\t\t\t<div class=\"elementor-element elementor-element-98ddf4d elementor-widget elementor-widget-button\" data-id=\"98ddf4d\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t<a class=\"elementor-button elementor-size-xs\" role=\"button\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t<span class=\"elementor-button-text\">Course Description (Greek)<\/span>\n\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-3968b70 elementor-widget elementor-widget-button\" data-id=\"3968b70\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-xs\" href=\"#\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t<span class=\"elementor-button-text\">Course Description (English)<\/span>\n\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-d398266 e-flex e-con-boxed wpr-particle-no wpr-jarallax-no wpr-parallax-no wpr-sticky-section-no e-con e-parent\" data-id=\"d398266\" data-element_type=\"container\" data-settings=\"{&quot;background_background&quot;:&quot;classic&quot;,&quot;content_width&quot;:&quot;boxed&quot;}\" data-core-v316-plus=\"true\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t<div class=\"elementor-element elementor-element-616ca6d e-con-full e-flex wpr-particle-no wpr-jarallax-no wpr-parallax-no wpr-sticky-section-no e-con e-child\" data-id=\"616ca6d\" data-element_type=\"container\" data-settings=\"{&quot;content_width&quot;:&quot;full&quot;}\">\n\t\t\t\t<div class=\"elementor-element elementor-element-26e19d2 elementor-widget elementor-widget-heading\" data-id=\"26e19d2\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Learning Outcomes<\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-724b6c6 elementor-widget elementor-widget-text-editor\" data-id=\"724b6c6\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p>The intent of this course is to describe the technical and algorithmic aspects of a wide spectrum of computer applications currently used in the financial industry, and to prepare students for the development of new applications. It addresses to those who wish to learn modern and state-of-the art C++ language features, de-facto standard C++ libraries, and use them to create financial applications. The course uses object-oriented, modular and generic programming techniques, design patterns, and the interoperability with Excel to create efficient applications for a range of derivatives, such as equity and options.<\/p>\n<p>Upon successful completion of the course, the students will be able to<\/p>\n<ul>\n<li>develop numerical algorithms in C++ for pricing financial derivatives and computing their Greek letters with the simulation method of Monte Carlo.<\/li>\n<li>employ variance reduction techniques for the numerical improvement of simulation methods of random numbers.<\/li>\n<\/ul>\n<ul>\n<li>develop numerical lattice algorithms in C++ for pricing financial derivatives with the method of Binomial Tree.<\/li>\n<\/ul>\n<ul>\n<li>solve numerically partial differential equations in C++ for pricing financial derivatives with the method of Finite Differences.<\/li>\n<\/ul>\n<ul>\n<li>construct in C++ numerical paths of Geometric Brownian Motion for simulating dynamic risk hedging and pricing path-dependent financial derivatives with the simulation method of Monte Carlo<\/li>\n<\/ul>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-0abe04b elementor-widget elementor-widget-heading\" data-id=\"0abe04b\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">General Competences<\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-6062543 elementor-widget elementor-widget-text-editor\" data-id=\"6062543\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<ul>\n<li>Search for, analysis and synthesis of data and information, with the use of the necessary technology.<\/li>\n<\/ul>\n<ul>\n<li>Adapting to new situations.<\/li>\n<\/ul>\n<ul>\n<li>Decision-making.<\/li>\n<\/ul>\n<ul>\n<li>Working independently.<\/li>\n<\/ul>\n<ul>\n<li>Team work.<\/li>\n<\/ul>\n<ul>\n<li>Working in an interdisciplinary environment.<\/li>\n<\/ul>\n<ul>\n<li>Introduction of innovative research.<\/li>\n<\/ul>\n<ul>\n<li>Critical thinking.<\/li>\n<\/ul>\n<ul>\n<li>Development of free, creative and inductive thinking.<\/li>\n<\/ul>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-259d8e9 elementor-widget elementor-widget-heading\" data-id=\"259d8e9\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Course Content<\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-5bcff43 elementor-widget elementor-widget-text-editor\" data-id=\"5bcff43\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p>The following sections will be presented:<\/p>\n<ul>\n<li>Monte Carlo Simulation: Generating Random Numbers, Expected Value Estimation, Pricing of European Options, Number of Replications.<\/li>\n<li>Variance Reduction Techniques: Antithetic Sampling, Control Variates, Common Random Numbers &#8211; Estimation of the Greeks.<\/li>\n<li>Binomial Model Simulation: Construction of Binomial Tree, Pricing of European and American Options.<\/li>\n<li>Finite Difference Method: Difference Quotients, Construction of Grid, Boundary Conditions, Explicit and Implicit Methods in Pricing European Options, Connection with Trinomial Tree.<\/li>\n<li>Simulation of Geometric Brownian Motion: Sources of Errors, Asset Path Generation, Stop-Loss and Delta Hedging Strategies, Pricing of Exotic Options &#8211; Asian, Barrier and Lookback Options.<\/li>\n<\/ul>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-d52efb5 elementor-widget elementor-widget-heading\" data-id=\"d52efb5\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Student Performance Evaluation<\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-95a2ae3 elementor-widget elementor-widget-text-editor\" data-id=\"95a2ae3\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<ol>\n<li>Project (40%) that includes the development and execution of computational algorithms for pricing and\/or hedging financial derivatives.<\/li>\n<li>Presentation (30%) of the above project.<\/li>\n<li>Coursework (30%) that includes the development and execution of computational algorithms for the numerical solution of problems, subject to the material taught in class.<\/li>\n<\/ol>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-2efc78d elementor-widget elementor-widget-heading\" data-id=\"2efc78d\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Bibliography<\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-a16d3c3 elementor-widget elementor-widget-text-editor\" data-id=\"a16d3c3\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p><strong>Suggested Bibliography<\/strong><\/p><ul>\n<li>Erik Schlogl, Quantitative Finance: An Object-Oriented Approach in C++, 1st Edition, Kindle Edition, Chapman and Hall\/CRC Financial Mathematics, 2018.<\/li>\n<li>John C. Hall, Options, Futures, And Other Derivatives, 8th Edition, Prentice Hall, New Jersey, 2011.<\/li>\n<\/ul>\n<p><strong>Related Academic Journals<\/strong><\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-91d51c3 e-con-full e-flex wpr-particle-no wpr-jarallax-no wpr-parallax-no wpr-sticky-section-no e-con e-child\" data-id=\"91d51c3\" data-element_type=\"container\" data-settings=\"{&quot;content_width&quot;:&quot;full&quot;,&quot;background_background&quot;:&quot;classic&quot;}\">\n\t\t\t\t<div class=\"elementor-element elementor-element-fce1af9 elementor-widget elementor-widget-heading\" data-id=\"fce1af9\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h4 class=\"elementor-heading-title elementor-size-default\">M.Sc. in<br> \u00abFinancial Technology\u00bb<\/h4>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-5250787 elementor-widget elementor-widget-heading\" data-id=\"5250787\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h4 class=\"elementor-heading-title elementor-size-default\">Courses<\/h4>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-72470fb hfe-nav-menu__breakpoint-none hfe-nav-menu__align-left hfe-submenu-icon-arrow hfe-link-redirect-child elementor-widget elementor-widget-navigation-menu\" data-id=\"72470fb\" data-element_type=\"widget\" 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