C, C++, C#, Java, VBA programming

[sonnyshook]

New Year's Resolution: I have been looking at mastering new programming skills (Java and then C++ , Matlab maybe at a later point) through a distance-learning course hopefully to increase my chances of becoming a Quant Actuary at some point in the future. I know some of you will say "buy a book like C# for dummies”... I am only looking to get some form of qualification to motivate me to work you dummies. I am wondering if there are many actuaries or actuarial students with good programming skills. VBA is all I know and a bit of FORTRAN.

 

[DevonMatthews]

I have been looking at mastering new programming skills (Java and then C++ , Matlab maybe at a later point) through a distance-learning course

This sounds relevant to my interests, what courses have you been looking at? Ps. I only currently have skills in C, hence I selected the poll option titled "C".

 

[sonnyshook]

This sounds relevant to my interests, what courses have you been looking at? Ps. I only currently have skills in C, hence I selected the poll option titled "C".

I am only doing Java for now - the objective being to learn an Object-Oriented language comprehensively so that I can move to C++ which is the daddy in quantitative finance. Here are some courses which I have listed in order of preference:

http://education.oracle.com/pls/web_prod-plq-dad/db_pages.getpage?page_id=41&p_exam_id=1Z0_850
http://www3.open.ac.uk/study/undergraduate/course/m255.htm
http://www.homelearningcollege.com/Courses/IT-And-Computing/Java-Programming/
http://cs-cert.unisa.ac.za/index2.html?course_name=Introduction to Java Programming
http://www.oreillyschool.com/courses/java/
http://www.open.edu.au/public/courses-and-units/it/unit-cpt121-2011

 

[DevonMatthews]

That first course looks to be the most credible, but judging from the practice exam questions also looks to be the toughest. How many hours of study do you estimate would be required to pass that? It also appears that you can take the exam whenever you want which is relevant to my interests. The others are all courses run by actual universities but delivered online and they all seem to run to a schedule. Probably not very compatible with studying actuarial at the same time.

 

[sonnyshook]

After sitting actuarial exams nothing scares me.

However the Oracle Certified Associate (OCA) qualification is just a stepping stone. What I really want is the Oracle Certified Programmer (OCP) for Java, which is the next step after this. Getting both qualifications takes 240 hours. I can do this in a year at about 5 hours per week or in 6 months at about 10 hours a week. Both especially on the preparation materials side can be very expensive. I plan to only pay for the exams and for the prep materials I shall say no more....if you catch my drift.

I have seen an interesting course for Financial Engineering in C++ which you may also be interested in: http://www.city.ac.uk/cae/cfa/computing/programming_c/financialengineering.html

 

[DevonMatthews]

I noticed the recommended materials include some spectacularly ridiculous prices, how do you plan on doing this without paying a fortune? Plz elaborate.

 

[sonnyshook]

An anagram for you: Stern rot

 

[DevonMatthews]

I checked that out the other day, but couldn't seem to find..

 

[sonnyshook]

I checked that out the other day, but couldn't seem to find..

I see what you mean but I think there is something free out there if we all look hard enough. I will tell you if I find something and where I find something.

 

[DevonMatthews]

you has a deal sonny, brb searching furiously.

 

[Elroy]

New Year's Resolution: I have been looking at mastering new programming skills (Java and then C++ , Matlab maybe at a later point) through a distance-learning course hopefully to increase my chances of becoming a Quant Actuary at some point in the future. I know some of you will say "buy a book like C# for dummies”... I am only looking to get some form of qualification to motivate me to work you dummies. I am wondering if there are many actuaries or actuarial students with good programming skills. VBA is all I know and a bit of FORTRAN.

Why Java?

I reckon C# would be your best starting point. Has a lot of great features for modelling:

http://en.wikipedia.org/wiki/Parallel_Extensions
http://en.wikipedia.org/wiki/Language_Integrated_Query

I haven't actually used the above myself, but they look right up the actuarial street.


For C++ have a look at

http://mindview.net/Books/DownloadSites

This is a good book with good excercices. It doesn't require previous C knowledge and has excercises with a reasonable learning curve.


Theres a good list of quant finance/ programming books:
http://www.markjoshi.com/RecommendedBooks.html

 

[sonnyshook]

Why Java?

I reckon C# would be your best starting point. Has a lot of great features for modelling:

Thanks for that. I have taken note of the good links.

C-sharp - I know very little about it. I am open to the suggestion obviously.

I chose Java because I hear more of it in quantitative finance and general industry than any other with the exception of C++. I also chose Java as a good way of understanding OO programming. I will eventually move to C++ after becoming an Oracle Certified Java Programmer (OCJP) which is probably in a year's time. I like the structured approach of the OCJP process because I prefer studying to qualfiy for something concrete rather than studying to just know. In any case I hear it is very easy to move from Java to C-sharp

 

[sonnyshook]

you has a deal sonny, brb searching furiously.

I have discovered an alternative route...remembering that Sun and Oracle are basically the same thing

For SCJA/OCJA qualification you will need

• http://www.amazon.com/Learn-Program...r_1_22?s=books&ie=UTF8&qid=1290730559&sr=1-22
• http://www.amazon.com/Beginning-Pro...=sr_1_4?s=books&ie=UTF8&qid=1290734523&sr=1-4
• http://www.amazon.com/Certified-Ass...19-Certification/dp/0071490035/ref=pd_sim_b_3
• http://www.amazon.com/Certified-Associate-Questions-McKenzie-CX-310-019/dp/1598729039/ref=pd_sim_b_2

For SCJP/OCJP you will need

• SCJP Sun Certified Programmer for Java 6 Study Guide (**I already have this straight download from the internet 2008 edition, can you believe it but here it is at Amazon http://www.amazon.com/SCJP-Certifie...=sr_1_4?s=books&ie=UTF8&qid=1290731128&sr=1-4)
• http://www.amazon.com/Programmer-Practice-Exams-310-065-ebook/dp/B004C44KIS/ref=sr_

 

[Falak Soomro]

Can anyone tell me how do I use my ASP.Net short-course certification, using C# and SQL Server, for actuarial modelling? I took up this course to learn C# and SQL, but this was nothing for model development, instead it was for data management system such as softwares for hospital and inventory management.

Advice anyone? Possibly if anyone has seen developed models on C++/C# on some external links, please do let me know. I also notice that C++/C# is totally not for Excel based models.

Thanks!

Falak Soomro

 

[sonnyshook]

Can anyone tell me how do I use my ASP.Net short-course certification, using C# and SQL Server, for actuarial modelling? I took up this course to learn C# and SQL, but this was nothing for model development, instead it was for data management system such as softwares for hospital and inventory management.

Advice anyone? Possibly if anyone has seen developed models on C++/C# on some external links, please do let me know. I also notice that C++/C# is totally not for Excel based models.

Thanks!

Falak Soomro

Looking for anything to do with actuarial modelling using programming is very difficult because the actuarial sector is niched and this type of training is provided as inhouse training depending on the company.

The first thing you should look at is generic risk and financial modelling... firstly by going on Amazon and just looking at the books and their reviews..

Anyway one of the things you probably know already about programming is that once you have MASTERED a programming language then you can make it do anything..even if its long-winded.