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The first part of course will expand the basic concepts of C++ introduced in EN.553.488 and introduce new concepts such as inheritance and polymorphism, templates, along with example of good object-oriented design. The second part of the course will cover computational techniques for solving mathematical problems arising in finance. Numerical solution of parabolic partial differential equations for option valuation and their relation to tree methods together with a basic introduction of concepts such as convergence and stability as applied to finite difference schemes.