C++ Programming for Financial Engineering
The premier C++ course tailored for individuals pursuing quantitative masters degrees, covering essential topics and applications in quantitative finance.
- Recommended by admission officers from top MFE programsC++ Programming for Financial Engineering
The premier C++ course tailored for individuals pursuing quantitative masters degrees, covering essential topics and applications in quantitative finance.
- Recommended by admission officers from top MFE programsCourse Details
- Location
- Online
- Length
- 16 weeks
- Times
- Self-paced
- Cost
- $1,450
Overview
Our "C++ Programming for Financial Engineering" certificate has propelled thousands of graduates into top-ranked quantitative finance and MFE programs, as well as prestigious financial institutions. With its focus on financial applications, this course is indispensable for professionals keen to master the primary programming language of the quantitative finance industry.
Highlights
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One-on-One Support
Each student is assigned a personal Teaching Assistant (alumni of Baruch MFE with a decade of professional experience as a quant/trader) who will provide timely personalized feedback on homework as well as input on coding improvement.
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Community Support
A dedicated forum is available to discuss homework problems where fellow students and instructors are actively helping one another with questions. Most questions are easily searchable.
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Intuitive, Comprehensive Structure
This 16-week course consists of 10 levels where students build their cohesive knowledge upon previously mastered material.
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Great investment
Our graduates overwhelmingly recommend this course for its values, experience and services.
Exam and Certification
The final exam is proctored online by the TA. Upon successful completion of the course, the Baruch MFE program will issue a Certificate of Completion to students who pass the final exam and obtain a 70% or higher average. A Certificate of Completion with Distinction will be awarded to students with 90% or higher average.
What You'll Learn
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Basic C/C++ Language and Syntax
Data types, variables, operators and expressions, decisions and loops, functions and storage classes, the preprocessor, pointers and arrays, data aggregates.
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Object-Oriented Programming (OOP) in C++
Classes and objects, basic operator overloading, memory management, namespaces.
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Inheritance and Polymorphism
Object-oriented modeling, simple inheritance, polymorphism, exception handling.
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Generic Programming in C++ and Standard Template Library (STL)
Introduction to generic programming (GP), template classes in C++, introduction to STL, STL containers and algorithms, combining OOP and GP.
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An Introduction to Boost C++ Libraries
Introduction to Boost, continuous and discrete statistical distribution, random number generator.
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Applications in Computational Finance
Applications and test cases (Black Scholes pricing and Greeks), Monte Carlo methods, finite difference methods (Euler, Crank-Nicolson), lattice methods, exact methods (Barone-Adesi-Whaley, bonds, swaps, swaptions).
Baruch MFE Certificate
The "C++ Programming for Financial Engineering" Online Certificate is a joint project by the Baruch MFE program, QuantNet and Dr. Daniel Duffy, founder of Datasim Education, who has been involved with C++ since 1988 as developer, designer and trainer. His clients are companies in all areas of software development over the world, including investment banks, hedge funds and MFE students at several universities. He has written ten books on software design, C++ and their application to computational finance. He holds a PhD in numerical analysis from Trinity College (University of Dublin).
Don't forget:
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GARP credits:
This program has been approved by GARP and qualifies for 15 GARP CPD credit hours. If you are a Certified FRM or ERP, please record this activity in your credit tracker at garp.org/cpd.
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Secure your future:
Thousands of students who successfully completed the certificate have been enrolled and are employed at numerous selective quantitative finance programs and financial institutions.
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You're not alone:
From one-on-one support to community support. We want to see you succeed and will be here to support you along your course
Latest reviews
lifeisagamble -
I thought the course was very well designed. Intensive and builds from the ground up. I found after a few levels I was no longer "thinking" as much while coding and it became more of "speaking" to the program. I came into the course with some experience in C++ but I felt that this program allowed me to substantially improve the foundational programming skills needed to advance further in this field. I loved the exercises and felt they all had something to offer. It did not get too repetitive...
loresena -
Experience was excellent, I really feel i have learnt something i can use. The greatest thing is I realized how many applications c++ has and i want to discover all of them. I found the course well structured and the ta are amazing. I started it because I'd like to work in quantitative finance
Hao Wang -
I was lucky enough to have this course recommended to me by some lovely seniors and sisters who were studying abroad. They told me this course is really well-known in the financial engineering program and is a great choice for students who want to build on their C++ skills. My learning process has been a bit of a journey! I'm studying by chance during the summer internship, so it's been a slow but steady progress. After that, I really focused on learning, completed all the levels from 3 to...
karim_r -
I enjoyed the class. I found the TAs, the forum, and the professor helpful. There are a lot of exercises and I believe there is a good combination of doing and lectures. It's weighted towards doing.
Haotian Yang -
I first became aware of this course because of Baruch's graduate program MFE. also I was well aware of the importance of C++ in the quantitative field. Looking at the results, I think my coding level has improved significantly.
- Published
- 9/24/12
- Page views
- 27,068