Ali Hirsa is Managing Partner at Sauma Capital, LLC. Previously he was a Partner and Head of Analytical Trading Strategy at Caspian Capital Management, LLC. Prior to joining Caspian, Ali worked in a variety of quant positions at Morgan Stanley, Banc of America Securities, and Prudential...
IEORE4727 Programming for Financial Engineers
Instructor: Ali Hirsa
Additional Information: IEOR_E4727_Fall_2016_Syllabus.pdf
This course covers features of the C++ programming language which are essential in financial engineering and its applications. We start by covering basic C++ programming features and then move to some more advance features. We utilize these features for financial engineering and quantitative finance applications.