ToolsGeneratorPlanner
Research & LibraryNewslettersResearchArticlesLibraryLeaderboard
PlatformAboutPricing
Get Started

C++ for Quantitative Finance

An exhaustive, highly rigorous 12-module curriculum bridging low-level C++ software engineering with advanced financial mathematics, derivative pricing, and algorithmic trading infrastructure.

Created Byeulerfoldeulerfold
12 weeks
4 Learners
May 24
to start learning
Curriculum

Share:

W1

Module 1: C++ Core Mechanics & Memory Layout

Master compilation pipelines, stack vs heap allocation, and raw pointers.

3 videos•135m
3 topics
1 homework
Learn

Topics

1.1
Compilation & CMake
CMake Doesn't Have to Be Painful | Simple Strategies That Work - Bret Brown - CppCon 2025
63 minutes
1.2
Pointers and References
POINTERS in C++
17 minutes
1.3
Memory Architecture
CppCon 2016: Matt P. Dziubinski “Computer Architecture, C++, and High Performance"
55 minutes
W2

Module 2: Object-Oriented & RAII

Engineer robust classes using RAII principles and understand vtables for polymorphism.

3 videos•129m
3 topics
1 homework
Learn
W3

Module 3: Modern C++ (C++11 to C++20)

Apply move semantics, smart pointers, and lambdas for zero-cost abstractions.

3 videos•89m
3 topics
1 homework
Learn
W4

Module 4: Generic Programming & STL

Write highly reusable generic code using templates and optimize STL containers.

3 videos•84m
3 topics
1 homework
Learn
W5

Module 5: Multithreading & Concurrency

Build multi-threaded pricing engines avoiding race conditions and deadlocks.

3 videos•102m
3 topics
1 homework
Learn
W6

Module 6: Low-Latency Engineering (HFT)

Optimize C++ for High-Frequency Trading by managing cache lines and network sockets.

3 videos•193m
3 topics
1 homework
Learn
W7

Module 7: Applied Math & Linear Algebra (Eigen)

Perform high-speed matrix computations required for portfolio optimization (Markowitz).

3 videos•156m
3 topics
1 homework
Learn
W8

Module 8: Stochastic Calculus & Monte Carlo Pricing

Implement random walks, Geometric Brownian Motion (GBM), and price options using Monte Carlo.

3 videos•32m
3 topics
1 homework
Learn
W9

Module 9: Derivatives & Black-Scholes

Derive and code the Black-Scholes-Merton model and calculate the Option Greeks.

3 videos•53m
3 topics
1 homework
Learn
W10

Module 10: Finite Difference Methods (PDEs)

Solve the Black-Scholes PDE numerically to price American and Exotic options.

3 videos•111m
3 topics
1 homework
Learn
W11

Module 11: Quantitative Libraries (QuantLib)

Integrate industry-standard C++ financial engineering libraries into your projects.

3 videos•38m
3 topics
1 homework
Learn
W12

Module 12: Building a Matching Engine

Engineer a limit order book (LOB) simulating a cryptocurrency or stock exchange.

3 videos•130m
3 topics
1 homework
Learn
Rate this course
0.0
0 reviews

Community Insights

0

Join the discussion

Sign in to share your thoughts and technical insights.

Loading insights...