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• Module 1(C++ Phase 1)
  Intro + References
  Basics
  Workshop Basics
  Overloading
  What can we overload, and how.
  Extra C++ Types (bool & reference)
  Workshop overloading
  OOP
  Quick introduction to Oop
  Classes
  Structs
  Access Modifiers
  Constructor
  default/delete functions
  initializer syntax / constructor initialization list
  Workshop classes
  Memory
  Classical memory interaction
  Workshop Memory
  Module 2
  Introduction to quantitative finance
  Discrete Time Models
  Continuous Time Models
  Interest rate models
  Options on bonds
  Short rate Models
  Forward Rate Models
  Market Models
  Module3 (C++ Phase2 & Quantitative final phase)
  Inheritance
  Construction
  Polymorphism
  Virtual, pure virtual, abstract, interface
  Access modifiers
  Workshop Inheritance (Shapes)
  Exceptions
  What are they
  How do they work
  What to throw and what to catch
  Workshop exceptions
  Memory exhaustion
  How it’s notified
  How to handle
  Modern Memory Management
  RAII
  Templates applied to Modern Memory Management (SmartPointer)
  Standardized C++11 SmartPointers
  Nullptr
  Workshop SmartPointers
  Namespaces
  Workshop Namespaces
  Vasicek Bond Prices in C++
  Black-Scholes Modeling in C++ put &call
  Introduction to Monte carlo Simulation
  How to price options using Simulation
  Monte carlo Simulation in C++
  Geometric Brownian Motion
  American Vs European Options
  Slice based valuation :Lattice Method
  Slice based valuation :PDE Method
  Slice based valuation :PDE Method
  Valuation of American (dates Predetermined) Bermudan Option
  Module 4 -C++ Final phase
  auto
  The new auto keyword
  The new auto return syntax
  enum
  New style enums
  constexpr
  New constant expressions
  About constness
  Const and Mutable explained
  Lambdas & function objects
  Classes that act like functions
  Introduction lambda functions
  Chrono
  An introduction to the new Chrono library
  Module 5
  Casting
  Standard library
  String
  Containers
  Vector (vs)
  List
  Map
  Array
  Tuple
  Initializer lists
  Iterators
  range-for syntax
  Std Algorithms
  Streams
  Miscellaneous Keywords
  static
  explicit
  Module 6
  Move semantics
  Introduction to L/R values
  R-value-references applied to move semantics
  Type Traits
  Obtaining information on compile time
  Concurrency
  Introduction to C++11’s Threading, async/future and atomic types implementation
  Variadic templates - An introduction to C++11’s variadic templates