C++ Programming for Financial Engineering

I had programmed before, however, this class teaches you from the ground up, and made me learn much more. Most of my work is done in python, and this class definitely made me a better python programmer.

The greatest online course from my experience. All the TA, instruction and forum are so helpful. The courses structure are also clear and well-developed.

The overall quality of the teaching methodology is very good. I found the forum is really helpful where I can find most solutions of common problems. However, the lecture videos are too simple compared to the homework we need to do. There are many points that the lecturer did not mention in the videos so that I found it struggle to finish the homework especially for those whom do not have any programming experience before.

I had previously done a C++ course in the 1st year of undergrad and my performance was not that great. I never really had the confidence that I can get into programming. Now since I was applying to the MFE programs, I decided to take this course and it was a very good decision.

Syllabus : The content and the structure of the program is pretty extensive. All the topics are covered with the right amount of detail. I really had to put in a lot of efforts to complete the assignments (over 10+ hours every week).

TA : To put it in 1 word : Awesome

The quality of the course is good and the homework helps to learn. The TA is knowledgable and grades fast.

The lecture videos are not well-organized. They are too long for the quantity of information that they include. They could be much more efficient by splitting them into smaller, self-contained and ""to the point"" units, see the example of MOOCs.

It was very common that the questions in homework were not clear. The questions/problems should be clarified. There are many clarification questions in the forums that could give some guidance for making the questions more clear. If one wants to know exactly what is asked in the homework they have to go through most of the forum to find the clarification answers of the TAs. This takes long and is not productive time.

The homework grading was not always in line with the lecture notes/sample code. For example, at level5 Payoff.h & CallPayoff.h sample code the virtual keyword is not used in the derived classes but points were taken off for the same reason in the homework. Other similar minor cases also exist. Of course this does not make a big difference except if someone is looking for a high grade or if he is in the limit of passing the course.

In conclusion, I learned many things in this class but I spend much time that was not productive. It could be more efficient.

Great course!

I have learned a lot about C++(basic syntax,OOP, generic programming, STL , BOOST and so on).

What's more, its application on Financial Engineering benefits me a lot, which help me apply for MFE.

It's a really time consuming class..Many HWs are complex and difficult for me.

I really appreciate Avi's timely help. He solved many puzzles in HWs and content in lecture.

The course is very rich and well structured. It covers the elementary principles of programming up to some advanced aspects of C++.

The provided material is more than enough to complete the exercises and quizzes.

The exercises are the core of the course: they test the students' understanding either by small and well tailored tasks

or by building from the scratch big projects which are updated and enriched with advanced language features as the course proceeds through its levels.

The TA is fast and clear in answering any question about the course topics and the exercise grading.

This is one of the best courses I've taken ever, in this subject or in any subject. The instructors are skillful in that they know how to give you just the right amount of inspiration, information, and guidance, so that you will grasp what is going on in a way that is meaningful for you. If they were to spoon feed you, you wouldn't be encouraged to explore. And explore you will. When you look back on where you started near the end of the course, it's hard to believe the course only happened in a few months. The videos are created in a way that avoids unnecessary fluff so that you get quickly to the essentials of what is needed for the homework, without drudgery. Daniel Duffy, Avi Palley, and Pavlos Sakoglou are friendly and patient, but they avoid coding things for you, which is good. They take suggestions and feedback about the course material, and make updates as needed. The bottom line is, you learn a lot about derivatives pricing and how to code pricing tools in a practical way.

I have to say, the homework is the key to understand how to program in C++. During these sleepless nights devoted to homework, one of the most important things I learned is how to develop a good programming habit. Though there're tons of textbooks teaching how to program in C++, very few of them help people know how NOT to program in C++. I believe it's all based on the excellent design of this course and the efficient support from our TA, Avi. Thanks so much.

TA's were amazing. They would often respond really quickly and at various times of the day (useful for me since I live in a different timezone). Their answers were sometimes a bit cryptic but that is understandable since if they were any more specific they would be doing our homework for us. The course was a good introduction but when asked to do the homework it was sometimes difficult to find a reference to what was being asked in the lecture notes or videos and online searching was needed. I would recommend it to people who want to learn C++ but would warn them that it requires some amount of time dedicated to it, it shouldn't be underestimated. Some parts were more tricky to understand coming from a finance background so perhaps some practice problems to reinforce the concepts covered in that lesson which are answered with solutions prior to the homework would be useful.

The course is very helpful for me to command basic skills in both C and C++ programming through various exercises and quizzes. What's more, it includes knowledge and applications in financial engineering, such as option pricing and MC Method. Both the TA and students here are very professional and provide me with great guidance. My TA, Apalley, always responds to my questions so quickly & efficiently, offering impressive advice which is rather important during my learning process. Moreover, we have chance to communicate with Professor Duffy who is an excellent expert in programming. I like the course very much and enjoy taking it.

I had some coding experience in statistical packages like SAS and R, but no experience with object-oriented languages like C++. I found this course challenging yet extremely beneficial. The lectures taught by Dr. Duffy are clear. The TAs are very helpful and responsive. There are a lot of discussions on the forum regarding the homework questions. They are useful hints and led me to the correct directions with my program. Upon finishing the course, I have a good understanding of the important topics in C++ languages. In addition, I feel more confident with other languages as well.

This course is overall very comprehensive, especially for those without any experience in programming. The TA and the forum is extremely helpful.

This course is really great for programming beginners with the focus on financial engineering. TAs are super helpful. The forum is an efficient place to ask questions and get immediate feedback. Thanks for the support team.

I thought the course went well, and was worth taking. Dr. Duffy provided great video instruction, and the TAs promptly answered questions on the forum. I intend to take the Advanced C++ course next.

The course is generally good, though I'm not sure if an update could make the course better.

TA is helpful and offers on time answers and replies.

I took this course as a newcomer, and received more than I expect. The class structure is well-designed for people like me, serving as an efficient introduction to c++ programming language and its application in financial engineering as well. I have been benefited from the forum a lot, where I can search for question regarding to the material and get help from the TA and fellow students. In particular, the TAs respond quickly to the posts and are patient with any question. Overall, I would recommend people, who want to have a taste of c++ programming but are afraid of the difficulty of the material, to take this course.

One of the strong points of the course was the breadth and depth of the material. I was introduced to many concepts that I didn't know of before, and the exercises were good for applying the material and thereby developing new skills accordingly. I appreciate the helpfulness of my TA, Avi Palley, for always giving prompt and informative replies when I had questions.

The course is well structured. It covers the important topics such as inheritance and generic programming. I had one year of Java programming experience so the course is ok for me. I believe that it can be challenging for people who has no experience with programming.

The TAs are helpful. They usually responded to my question within an hour. They were patient enough to answer the same question over and over again.

TAs are really helpful! They always reply to my questions as quick as possible and they are professional!

The course is detailed, including all basic C++ knowledge that useful to MFE. I like to read the materials in advance of watching the video.