**Practical Software Development**
Have you ever wondered how enterprise-class software development looks like?
What are the technologies used by big software companies and what skillset is
necessary to succeed? If your answer is yes this Credit-Suisse sponsored
course might be designed just for you.
**Goal**
The goal is to replace component by component a legacy and underperforming
option trading system. The architecture of new solution is designed to closely
mimic real-life trading systems with all main components in place. Over the
course period students will have a chance to create:
* Front-end web based user interface
* Back-end component performing automatic hedging operations
* Trade store archiving all trading operations
* Risk engine calculating price and delta risk factor of an option (implementing Black-Scholes model)
* Market price simulator (based on Brownian Motions)
To mimic real-life development process as closely as possible students will
use SVN to maintain their codebase as well as receive functional
specifications for each component in a format similar to industry standard.
**Technologies**
Over the course period students will have a chance to use:
* C# or Java for the back-end components (depending on each students preferences; all back-end related handovers are created in both languages)
* MongoDB as a store (NoSQL)
* HTML5 with ReactJS Framework for a front-end
* RESTful API and sockets to maintain component communication
**Prerequisites**
Basic understanding of object-oriented programming is necessary to
participate. All materials are prepared in both C# and Java so language choice
is up to students preferences.
**Workload**
The course is full-semester long. Expected workload outside of class hours
each week is 4-6 hours. There are few recap sessions planned during course
period with no new lecture topic and lab used to aid students with any
potential problems. Additionally Credit-Suisse experts in all used
technologies are available for consultancy over whole course period.
