C++ Programming for Financial Engineering

The course is absolutely wonderful. It starts with basic C language and finally reach BS formula, which is very helpful for those who have never known C++ before like me.

The exercises were really done, helpful, applied, and the TAs were great

I think the course absolutely hits all the C++ fundamentals. However, I think the videos could be significantly improved. There should be more practical examples when describing concepts. For example, I found a YouTube video explaining pointers by using a metaphor with cubbies (i.e. a pointer points to the cubby, not the value inside of the cubby). I think more examples like this rather than simply talking through a deck would make learning much easier. I found YouTube to be a better resource to conceptualize new concepts.

This course perfectly meets with my expectation for a C++ course. The course starts with basics about C/C++ syntax and toolkits and gradually advances to the most important concept and tool in C++, classes. The chapter of computational finance is perfectly organized into a project, so that students are not overwhelmed with so much finance while getting an opportunity to leverage the skills they learn and realize a primitive application, which I particularly took pleasure in. Plus, the online quant community makes it extremely efficient and easy to get in touch with TAs and fellow students, posting questions, looking for materials, and reaching out for help. Generally, this is a wonderfully structured and organized course. And great thanks to all the patient and hardworking TAs.

TA is very nice and very patient for checking my assignment

It is much better than most online courses thanks to the EXTREMELY helpful TAs.

Yes, this course has greatly boosted my coding skills as well as my understanding of C++. The TA support is in time and the course structure is clear and reasonable. I would recommend it to my friends and for those people who want to have deeper insights into programming.

Excellent; exceeded expectations.

This course is well-structured, well-taught and perfect for a new starter of C++. Previously, I had some programming in other languages like Python and Matlab, but C++ is very different. By taking this course, I have a more profound understanding of various concepts in C++ programming. I enjoyed the process of resolving problems in practice and finally put the knowledge into application in finance.

Of cource, this course means a great deal to me. It lays a solid foundation for my future study in the area of Financial engineering. In this course, I not only learned how to program by use of C++, I also learned advanced method in Finance, e.g. monte-carlo, FDM, etc. Many thanks to the professor and all the stuff who make the course so meaningful.

Overall quality of this course is good, I think it can train a person with no background in C++ to become a reasonably good coder. It met my goal of learning C++ and helped me to grasp key concepts of its application in comp. finance which will be useful for my future studies. I was positively surprised that my tutor A. Palley was available almost 24/7 and would answer my questions withing 20 minutes.

The quality of the course is very good, and it meets my goal for taking the course.

Great course!
Always got very fast feedback and help for everything.
Helped prepare me for a masters in mathematical finance degree.
Meet my original goal of learning the basics of C++ and taught me a lot about options as well.

This is a self-contained CPP online course suitable for anyone who wants to pick up programming if they did not get proper training in coding.

this course helps me a not in quant field and it totally meets my original goal.

Yes, the course met my original goal: obtain the certificate for application to various Financial Engineering and Computational Finance programs.

The course format is excellent, as it takes you from basics to more advanced topics in steps. Now, some of the steps may be steep, but, if you work hard at it, you'll get there.

In addition, the TAs are excellent at providing assistance, feedback, and guidance to help you complete the course successfully.

Moreover, the discussion forums are a treasure trove. You'll find answers to many questions that you may have, and, you may ask a question yourself and receive answers promptly.

My only nitpick: on the technical side, the course leans heavily on Microsoft Visual Studio (VS). As I indicated to my TA, this is fine since it makes for a simple and common programming platform, which keeps everyone on the same page, so to speak. Nonetheless, I am a *nix geek of sorts, so having to learn VS was a challenge by itself. So be it.

I feel confident enough now to write C++ code for my own purposes now.

The quality of content is much more higher than expected. TA always responded me very quickly and provided precise suggestions. Great course!

It is a valuable learning experience for me. I thought it would be simple, but it is definitely not. The problem sets and forum discussion beat my expectation.

The course is indeed very thorough, and covers object oriented programming in great detail. There is no way one does not learn working with classes, in particular, there’s a great deal of attention on program design so we end up with robust and easier to maintain code: this amounts to learn how to use correctly inheritance, polymorphic behaviour, composition, etc, which is presented remarkably well both in the lectures and in the exercises.

Exposure to Boost libraries is also done at the right level, and it brings awareness to the amount of reusable and important libraries out there. The maxim related to this and highlighted in the course is “do not reinvent the wheel!”

Finally, as real life examples of all the learned material we get a small taste of Options’ pricing via Black-Scholes exact method (heavy use of classes and program design), Monte Carlo method (boost libraries, stochastic equations discretisation), and finite difference method (stress testing and stability).

The discussion forums are also an invaluable tool to learn, with the TA having a strong and ready presence. Overall, this course gave me a C++ level with enough tools to further deepen my C++ code skills if needs be.

I think the first two lecture is not suitable for students who do not have learning experience in C and C++, the knowledge in these two lecture is too little to do the homework. Besides, the codes in lecture 9, to be more specific, the excel import text, cost me two days to modify it to my own pass, it's so time_consuming and meaningless, I think there should be clear instructions for students to find their text and modify the path, which can increase the studing efficiency. Anyway, the overall courses is excellent, I feel that I learn many things from this program.