Distills the programming challenges constantly faced by quantitative developers in the fintech space. Presents high-performance computing challenges as well as their solutions for investment banks, market-making firms, capital management funds, and loan-financing institutions. Covers the art of high-performance computing using object-oriented structure of five prevailing programming languages widely adopted in the fintech industry: Java, C++, MATLAB, R, and Python. Offers students an opportunity to obtain capabilities to successfully complete high-performance computing tasks in the following five application areas: global macro arbitrage, quantitative equity portfolio management, option pricing and trading, fixed-income securities, and market making.