C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,322 reviews

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Well-structured curriculum, abundant teaching resources, dedicated teaching assistants
I first learned about this course through a recommendation from a classmate, who believed it would be very beneficial for those studying quantitative methods. After enrolling in the course, I found it had a well-structured curriculum, abundant teaching resources, dedicated teaching assistants, and a very active and friendly forum atmosphere. I completed the course and found that it indeed provided me with significant help.
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Teaching how to design code concisely and elegantly.
Great course even for someone who already has coding experience! I have mainly been coding in Python in the past, with some exposure to C++ and Fortran. So the material isn't entirely new to me. I still learned a lot from this course. The feedback from APalley is very useful in teaching me how to design code concisely and elegantly. And the forum is very helpful. You can find all the solutions/hints to homework from the forum, and many other C++ knowledge. The lecture notes are good too. I would definitely review the notes from time to time.
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Incredibly valuable course. Forum discussion is great!
I found the course to be incredibly valuable in preparing me for my Master's in Financial Engineering at Stevens Institute of Technology. The content provided a strong foundation in Syntax, Inheritance and Polymorphism, which has proven to be invaluable as I delve deeper into the intricacies of financial modeling and analysis. I was particularly impressed by the course's emphasis on practical application. The assignments were challenging yet rewarding, allowing me to apply theoretical concepts to real-world scenarios. This hands-on experience has significantly boosted my confidence in tackling complex financial problems.

The forum was an invaluable resource. The discussions among classmates and the insights shared by the instructor created a stimulating learning environment. Overall, I am grateful for the opportunity to have taken this course. It has not only strengthened my academic foundation but also equipped me with the necessary tools to excel in my Master's program.
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Highly recommend this course to everyone!
I had heard about this high-quality course for a long time. To enhance and solidify my C++ programming skills and further learn about its application in quantitative finance, I chose this course and gained a lot from it. I carefully watched each lecture video, took notes based on the slides, and supplemented my knowledge base. I believe this course provides a very detailed introduction to the application of C++ in quantitative finance, making it an excellent course for both beginners and advanced learners. The assignments were also interesting, allowing me to reinforce what I had learned in a timely manner. I am especially grateful to the teaching assistant, Avi, who provided precise feedback on each of my assignments, helping me recognize my mistakes and improve my coding style. I highly recommend this course to everyone!
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For admission requirements for CMU MSCF
I had an overall good experience with the course! Coming from a java background it wasn't too difficult for me. I did want to share that as the course continues to be taken by students, it can get a little difficult to sift through the pages and pages of questions. It may be a good idea to go back and look at which questions came up most often and include that in the homework instructions. I understand the course instructors/TAs might not have the bandwidth to do so but it would save them a lot of time if they have to answer the same question over and over again. I took the course because it was part of my admission requirements for CMU MSCF. Overall, very informative and I learned a lot!
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Breaking into the quant finance industry
As someone who want to break into the quant finance industry but had no experience in C++, I took this course to gain programming knowledge and hopefully improve my competitiveness in master’s program and future job applications. The TAs are very responsive and previous threads on the forum are also very helpful. This is not an easy course and I committed a lot of time to finish it with distinction. Feel proud of what I’ve achieved!
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Essential for a career in finance
I found the course through recommendation by one of my senior classmates. He got a satisfying offer and this certificate helped a lot. Also as I know C++ is playing a more and more important role in Financial Engineering so I think it is essential to enrich my background in C++
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Well worth the money
Found the course searching in Google. Main reasons for choosing it:
I needed to get a proper refresh on C++ but I didn't want Coursera-type courses. Given the author and the TA I thought this course was worth the money. To make it even more worthy I study each topic in other resources so at the end it became pretty heavy. I wanted a proper base on C++ because it's probably the language with which I can better learn Data Structure and complexity basics and it gives a structure in coding in other languages, e.g. Python, which is (probably) easier and gives you a lot of freedom. Freedom without knowing what you are doing can be a bad thing.
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First choice for C++
First of all, it's not my first experience with coding, so it may make me feel easier to do some of the tasks than others. I heard c++ long ago and knew why it is important in the financial area. Then this program became my first choice since my university does not provide related courses. For the content, all the exercises are interesting, levels are separated in a really reasonable order, I feel so great with APalley and Professor Duffy for giving me useful comments and lectures.
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Many colleagues in finance industry already took this course.
The course is full of hands-on experience. I like that it is full of practical cases and also interesting theoretical concepts.
I found that lots of my colleagues in finance industry already have taken it.
It is very important to be good at development and design in modern computational finance.
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The quality is beyond my imagination!
I learned about this course from a friend, who told me that this course would get me used to programming in C++. And this fantastic course did enhance my C++ programming skills significantly. This is a very comprehensive guide of not only C++ programming, but basic financial engineering skills as well. The quality is beyond my imagination.
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Use Monte Carlo algo to compete in modeling competition
This is one of the best courses I’ve ever taken. Although I’m already a college student, truth be told, this is the first computer course I’ve taken seriously. In the past, computer classes during my primary and secondary school years were mostly used for playing games or writing assignments, which is something I somewhat regret. However, fortunately, this course wasn’t as difficult as I imagined. On the one hand, I’m a mathematics major, so I’m completely competent in mathematical foundations and logical thinking. On the other hand, and more importantly, the clear presentation of the course, assignments, and the assistance from the teaching assistant, including my questions on the course forum and those of other classmates, all contributed to my successful completion of it. It can be said that over these few months, I’ve made the transition from just getting started with coding to becoming proficient in C++ and implementing its applications.
There’s also a somewhat interesting story. During the May Day holiday, I participated in a mathematical modeling competition in our country. As the programmer in our group, I smoothly completed the code writing even without any obstacles, and at that time, I had just learned about the Monte Carlo algorithm, which happened to be the key to the competition question!
In conclusion, this course has brought me great rewards, and once again, I want to express my gratitude to the teachers and classmates who helped me complete the course!
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Received a very solid foundation of C++ knowledge
I initially took this course with the goal of systematically learning C++, and this course has provided me with a very solid foundation of C++ knowledge. Although I have been using Python for a long time, this course has still benefited me greatly, as I have developed skills in both C++ and Python programming. First, it has taught me about pointers and memory management, filling in the gaps in my previous knowledge. Additionally, my programming has become more standardized, especially in terms of how to structure classes.
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Course structure gives deep understanding of concepts
This course saves me a ton of time studying C++. All the concepts are well-explained, and some myths of the previous level will be clear in the next level. The course's HW is awesome and I believe it follows the spaced repetition method. Doing HW not only makes you understand new concepts but also helps you remember concepts from the previous levels. TAs are so constructive in giving you feedback.
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Thank you for a wonderful experience
I initially looked for a course that would cover C++ and naturally gravitated towards the freely available online courses, but found that they did not cover the depth required to build financial systems at scale. Coming across Quantnet's programs allowed me to fully realize my desire to pursue financial mathematics and related fields through the coursework. I was able to apply myself fully to learn first-hand, design principles and efficient ways to code complex financial applications in level 9. I would definitely recommend this course to anyone moving into a similar field. The TAs and forum has been great! Thanks for a wonderful experience.
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Strongly Recommended!
Reviewed by Verified Member
Very great and helpful course!

This is an ideal opportunity for those who aspire to delve deeper into the intricacies of C++ and eagerly pursue a career in quantitative finance. Professor Daniel's lectures are not only instructive but also substantive, providing a solid foundation for systematic understanding of the C++ system. Sir @APallay and the other teaching assistants are always at your service, ready to assist you in overcoming any challenges you may encounter during your learning journey.

The courses offered by Baruch College and QuantNet are consistently of the highest quality, ensuring a rewarding and enriching learning experience. Upon completion of my final exams at my school, I intend to promptly enroll in the 'Advanced C++' course to further enhance my skills and knowledge in this domain.
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Best online course I've ever taken.
Reviewed by Verified Member
This programming course has been the best I’ve ever taken. The class forum is well-established, and the instructors’ responses are both timely and patient, which is a refreshing change amid the current scarcity of educational resources. The materials, exercises, and exams are meticulously designed, making learning systematic and practical. It's also a pleasure to meet and discuss with so many outstanding classmates and fellows here.

I’m determined to keep enhancing my C++ skills, and I’m hopeful that this experience will open doors for my future career, not only in C++ but beyond. Also, I’m eager for the opportunity to contribute to this course in the future.
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Required by many MFE programs
A friend recommend this course for me and I found the course is relevant to the financial engineering field, so I take it. In this course, the instructor talks about the functions and syntax of C++ very well, especially those diagrams which are helpful for me to understand the idea. I really recommend this course for those who want to learn C++ to fulfill the prerequisite course of MFE program.
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It's a no brainer for Financial Engineering students
Reviewed by Verified Member
This might be one of the best courses I have taken. Each level incrementally builds your knowledge base and before you know it, you've created an entire Options project in Level 9. I think the biggest asset of this course are the teaching assistants. I specially want to mention @APalley and @Paul Lopez, who helped me through the course and patiently answered all of my questions. You guys make the course worth it on your own. The homeworks are a perfect combination of familiarity and digging around to find information. Finally, thank you Dr @Daniel Duffy for creating this very well structured course that I will certainly be coming back to in the future.

For prospective students: If you're interested in financial engineering, taking this course is a no brainer. If you're not interested in the field, it's still a great option for you because levels 1-8 cover general C/C++ concepts. Only level 9 is the financial engineering specific level. It will be a significant time commitment regardless of your coding background, but that's what makes the course worth it.
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One of the best value-for-money courses I have ever taken
Reviewed by Verified Member
Overall, this course has been one of the best value-for-money courses I have ever taken. It easily beats a majority of standard 3-credit courses that universities provide in programming. You get the balance of being introduced to concepts through lecture videos and reading material, support through a forum that covers any question that you might have, and a TA who responds very quickly and is always willing to help. Overall, after taking this I feel more confident in my C++ ability than any other programming language and my understanding of the language and programming has gone up dramatically.
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