1. Software Engineering for
Finance
25th-26th July 2016
UML Agile Development Model-based Development
A professional short course on advanced software engineering techniques for the finance sector and
for general software development.
Topics include:
 Unified Modelling Language (UML)
 Agile development using Scrum
 Model-based development (MBD)
 Domain-specific languages and reuse
 Code synthesis
 Software modernisation and re-engineering
 Big Data analysis techniques
 Agent-based techniques
 Case studies of successful use of Agile and MBD in finance
The course is taught by:
 Dr Howard Haughton, formally of Deutsche Bank and JP Morgan, and with over 20 years
experience in financial software development
 Dr Steve Phelps, a leading international expert in financial data analysis
 Dr Kevin Lano, a leading international expert in model-based development.
Cost: £750 per delegate. 10% discount for early registration up to 1st July 2016.
The course is suitable for professional software developers and business analysts who wish to learn
state-of-the-art techniques in software development and software modelling.
Location: King’s College London, Strand, London WC2R 2LS
Online Booking:
https://www.kcl.ac.uk/prospectus/shortcourses/index/name/softwareengineeringforfinance
Email: kevin.lano@kcl.ac.uk Website: www.dcs.kcl.ac.uk/staff/kcl/fse

2. Course Programme
Day 1 (9.30 to 4.30pm)
1. Introduction (H. Haughton): Financial services and markets; Legal and regulatory context; Risk
management, portfolio risk; Software development in finance, current practices and trends.
2. Introduction to software development for finance (K. Lano): Software modelling using UML;
Model-based development; Domain-specific modelling; Agile development methods: Scrum, XP.
3. Specification and Design with UML (K. Lano): Class diagrams: classes, attributes, associations,
inheritance; Use cases; OCL; Specification revision; refactoring.
4. Practical: UML specification.
Account system example.
5. Data analysis techniques for finance (S. Phelps): Data analysis; Data cleaning/merging; Big
Data.
6. Agent-based computing for financial applications (S. Phelps)
7. Practical
Order-book reconstruction example.
Day 2 (9am to 4pm)
8. Agile model-based development for finance 1 (K. Lano): Overview of UML-RSDS;
specifications and use cases; Monte-Carlo simulation example.
9. Practical
Correlation calculator example.
10. Agile model-based development for finance 2 (K. Lano): More modelling facilities;
Operations; Internal rate of return example; Validation and verification; Libraries and reuse.
11. Software modernisation and re-engineering (K. Lano, H. Haughton): Software
modernisation; Re-engineering applications using model-based development; Matlab to C# case study; Yield
curve parameter estimation case study.
12. Optimisation using MBD (K. Lano, H. Haughton): Optimisation; Approximation and caching
techniques; Collateralised debt obligations case study.
13. Agile model-based development for finance 3 (K. Lano): Existing Agile MBD approaches;
Guidelines for introducing agile MBD; Defining and using DSLs; Recommended development process;
Summary of course.