Workgroup Financial Mathematics

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Modern Java Tools and Software Frameworks in the Context of Applications from Mathematical Finance

quantLab Seminar


Schedule and Venue

Oliver Dauben, Commerzbank AG

Dates and Times: December 17, 2015, 16:00-18:00

Room B 121


Professional software engineering plays an important part in todays banks trading and risk management activities. Over the past years, several frameworks and techniques have emerged to support developers in building resilient, scalable and maintainable systems.

This course will provide an introduction to the popular Spring Framework from theoretical foundations to a hands-on sample, where you will have the opportunity to see dependency injection and aspect oriented programming in action.

We will then provide an overview of runtime code inspection using Java Management Extensions (JMX) and Java Flight Recorder (JFR), both being integral parts of the current Java 8 Virtual Machine (JVM). In another hands-on session, you will detect and fix performance issues with the analysis tools shipped with your JVM.

The course concludes with a presentation of a contemporary message broker architecture based on Apache ActiveMQ. Again, you will be given the opportunity to implement your own broker based architecture in the practical part of the session.