C++ Programming for Financial Engineering

I learned a lot about C++. The TA is very helpful and is really hands-on. The course is recommended by many in the quant industry. I took it to learn C++ and strengthen my MFE application.

Since I am studying for the MFE programs, C++ is a must-have thing on your resume and that's why I searched for a course with some applied to the filed topics. My friend, who is now studying at Baruch MFE program recommended this course to me. This course is good for giving not-to-deep dive into the logic if the language, but still forming good understanding of the C++. Also, community and TAs were really helpful in completing the course.

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++

I want to be a quantitative finance analyst in the future which is why I took this course

homework is what makes this course great, being able to practice what you learned on the teaching materials hands on makes for an amazing learning experience, TAs and the forum complement the experience by providing theoretical intuition and clarifications on how to solve them. Had an excellent experience overall.

I had previously completed Baruch's Advanced Calculus and Probability Theory Pre-MFE programs earlier this year (2023) with the intention of aligning my profile towards MFE programs in the US, especially Baruch. Then, when I came across the umpteen praises for the 'C++ for financial engineering' course offered by Prof. Daniel Duffy on Quantnet as well as on Baruch MFE forum, and found out that my Pre-MFE peers had taken up the course, and that it is immensely essential for success in any MFE program, I decided to enrol in this course.

I initially had my doubts regarding the self-paced nature of the course. Prof. DD's teaching style and TA Avi sir's active guidance and involvement proved me wrong. The course is far from easy and comes with a steep learning curve, but its structure, the assignments and the quizzes complemented with TA guidance sure take you from a zero to hero in C++ programming.

3 months ago, I only knew about the theoretical underpinnings of quant finance, (say, stochastic calculus, Black-Scholes pricing models etc.). I am still working on believing I have picked up so much on the applied side of finance, especially Monte Carlo simulation and FDM through C++, in a span of just 3 months.

The lecture notes were extremely detailed and helpful.
In short, I was able to given solid understanding of the basics of C++
The homeworks were a bit convoluted at times, as often it required using code from a previous lecture

The experience is fantastic. I learned a lot about how to implement the financial engineering application through C++. The reason for taking this course is to familiarize myself with C++ and how it is used in the computational finance area.

It’s pretty good , would recommend it to friends

The material is great. But it’s better if they can be updated more frequently, and it’s hard to learn to use the platform.

The course has a good reputation. I believe it has a very good content and exercises. However, I believe videos could be updated and that the course could adapt for Visual Studio Code and MacOS users (especially Project E Level 9).

It's a challenging but wonderful experience! The professor teaches very well, and the TAs help me a lot. My consultant recommends this to me because I want to pursue a financial engineering graduate program, but my undergrate school doesn't provide a C++ course.

I found the course due to recommendation from my peers, who also will be applying for MFE programs like me. I have really learnt a lot from the course, not only the advanced concepts like inheritance, generic programming, skills like using STL and boost libraries, but also the experience to apply these skills to option pricing. It prepares me well for the upcoming challenges of graduate studies. PS, The TA s are super nice! I also love the course community.

I liked that the course taught how to properly build a program

I found this course after weeks digging around online. I was starting to get serious about searching for quantitative finance positions, but knew that I was underprepared. This course was a lot of work (many late nights spent debugging after getting home from the office), but when I talked with people who had taken the course, and those who made it, I knew that if I was serious about this path for the long-term there might be no better options available, certainly not any that I knew of. This course is meant to build a strong foundation that can be used to launch into deeper areas with confidence, and that is exactly what I have now that I've finished.

This course was really great in almost all sense. The forum is quite useful for those moments in which you need a clue on how to continue your coding task or to understand the reason why some concept applies to a certain situation.

I found this course looking into the requirements for Baruch MFE, indeed I asked first the college before starting the course. My main reason to take this course was my desire to pursuing a masters degree in financial engineering, special that one from Baruch college. Since the course has some applications in financial engineering topics, it was the perfect fit for my to refresh my knowledge in plain vanilla options and the greeks.

Great experience. Found this course on quantnet and wanna learn CPP as an important skillset

The course provided a comprehensive introduction to C++ for beginners like myself. It systematically covered the fundamental syntax of C++ and its application in options pricing. I believe this content is perfectly tailored for individuals who want to study further in Financial Engineering area.

It was a great experience. Lots of ups and downs but at the end a worth it course. Definitely very expensive in my national currency. Very rigorous and supperb attention from TAs.

I got to knew this course from my classmates and found it a nice way to get a solid grounding in programming. While taking this course, I found the instruction in the vedio very clear and the homework very challenging, especially the project in level 9. All these things trained my programming skills.