Introduction to Numerical Finance with C++
Posted on January 23, 2009 in Blog
Yesterday I somehow managed to sit through the first half of a 3 hour lecture in Introduction to Numerical Finance with C++ . I have never had such a hard time sitting through any class ever. Thankfully I have learned C++ before so I knew pretty much everything being covered. The teacher, Dr Benjamin Keeping, really lacks organizational skills. The material is just put up on slides in no common logical order and he jumps from one concept to another and leaves out much of the things that need to be covered to understand what is going on. I fear for my fellow students who have never done C++ before. The course is suppose to be open for all without any prior knowledge of C++. That may hold given that everyone were just suppose to read the book, Accelerated C++ , on their own and have no lectures. I however feel that the lectures should help you get the basics explained for you and then you read the book for clarification. In this hour and a half he managed to brutalize the student’s minds with content that any normal teacher in C++ would not have subjected students to until they had at least a basic grasp of C++. He assumed that everyone knew the concepts of variables, functions, expressions, algorithm. Those things are common with most languages so they didn’t bother me but that’s not the bad part. The bad part is that he just used includes, constants, namespaces, the STL library’s ready made objects and functions (no he didn’t define those at all either) and other parts straight away. He did not explaining the basics and how the basics eventually connect to these terms nor why these are helpful or anything at all really.
Maybe it doesn’t matter at all since Imperial hates programming anyway. The course is called Introduction to Numerical Finance with C++ with half the lectures being numerical analysis and the other half being C++. However the test, which is 85% of the grade, is going to be only on the analytical part and 15% of the grade is from a single C++ project. This is pretty much the same with any class in the Imperial College Business school, they hate putting programming in a written exam. I don’t know if they are just bad at it or if there is something else behind it. I took a number of written programming exams in Reykjavík University and it was never a problem. They could at least make the coursework a bigger part of the grade.
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