Intermediate → Advanced

C++ & HPC for Quants

The implementation half of quant work — modern C++, numerically-sound pricers, and the high-performance computing (cache, SIMD, threads, GPU) that production pricing engines run on.

📚 15 lessons⏱ ~2 hours∑ Server-rendered mathematics

All-access membership — $29/mo

Unlocks this and every other course.

What you'll learn

  • ✓Write modern, RAII-based C++ with templates, the STL, and move semantics
  • ✓Build numerically-stable Monte-Carlo and finite-difference pricers in C++
  • ✓Exploit the memory hierarchy, SIMD, and multithreading for speed
  • ✓Parallelize a pricing engine across cores and reason about GPU acceleration

Use the outline on the left to navigate — or press ⌘K to jump to any lesson.