C++ Programming for Financial Engineering

Very good course on introduction in C/C++ programming. The material provided (video lectures, and pdf) are sufficient for most of the course however a considerable amount of self resarch on some topics must be done to cover up some gaps. The discussion forums provided to be really helpfull specially on the homeworks, where we can use help from either other students or from TA's and even Professor Duffy himself. To summarize the course achieve the goal to give a foundation in C/C++ programing for students that are going to apply for a MFE, and makes a introduction in a range of financial applications that can be made with C++.

This is a great course for learning solid fundamentals in C++ and the basics of option pricing. I came into the course with almost no programming knowledge (a little bit of R/S-Plus) and left with a wide range of C and C++ knowledge that will help me earn an MFE. My TA, Avi, provided extremely quick and thorough responses to most questions I had, and the rest of the QuantNet community was very helpful as well. I would recommend this course to anyone who needs to boost their programming skills prior to starting an MFE.

It is a great learning experience, and it was more than I expected.

I took the online C++ course as a developer with 3 years experience working with non object oriented languages. I worked full time throughout the course and I thoroughly enjoyed it. The fact that all of the lectures are available on my laptop whenever I have time to study is exactly what I needed. I think that Dr. Duffy concentrates on exactly the most relevant areas of C++. Specifically, I think the focus on generic programming, STL and boost libraries is perfect for those hoping to apply what they learned in a financial institution. Given that this course assumes no prior knowledge of programming, I think it is a very steep learning curve but it pays off.

A great course that I would certainly recommend to others.

Quality of the course:
Overall, an engaging and challenging course both in terms of content and the workload. Dr. Duffy managed to explain the difficult concepts well which greatly facilitated learning. It also helped that he was intimately knowledgeable of numerical analysis and C++ as applied to financial applications - I learned more than just programming! The rigorous nature of the assignments also served to reinforce learning through practical application. I liked the portion on STL and Boost, which were the unique points of the course for me compared to similar courses.

TA:
Avi Palley, my TA, was tremendously helpful in being attentive to questions and providing guidance. The quality of his support has been instrumental in facilitating learning of a new programming language. It was a pleasure learning from and interacting with Avi!

Support:
I liked the direct interaction with fellow students, graduates of the course, TAs, and Dr. Duffy through the forum platform. This was one main avenue of support which I thought was rather effective.

This C++ course has been an overall great experience. I have learned a lot of material and felt as though my programming skills were continuously developing as I progressed through the levels.

Andy, Dr. Duffy, the TAs and other students provide excellent support (at all hours of the day/night!) when needed. The video lectures were clear, to the point, and informative enough to help me get through the upcoming homework exercises.

I thoroughly enjoyed this course and highly recommend it to anyone looking to develop their C++ skills.

This was a very exciting and useful class. Graduating from a degree in Computer Graphics, I am going to do my masters next year in Computer Science. This course was a perfect introduction to the advanced features of C++. Lectures were clear, very well paced and the assistance of the TA and the whole quantnet comunity was very useful. I would recommend this course to anyone who want to get more advanced knowledge of C++ and OOP.

I liked the certificate. I enjoyed learning C++ and I think that Dr. Duffy is a talented teacher. Vadim is a really good, supporting TA: I really liked his honesty and the fact that he was a MFE graduate with real world experience. I found his opinions about the schools MFE and the finance world enlightening.

For me, the biggest gain is a serious desire to learn more about C++ and programing after the certificate. I guess that's really a success!

The course was well structured and well taught, I particularly liked how we build on our homework sets as we progressed through the modules. The continuity certainly helps with understanding the material better. I took the course from a location 12hrs ahead of NY, and the time difference was never a problem as I made good use of the forums.

I had almost no programming background coming into the course - if I can do it, anyone can!

The TA is very helpful. The quality of the course is great. Even though I had some previous programming experiences in C in Matlab, I learnt a great deal from this course.

Very well rounded course that covers most of the C++ concepts that a financial engineer would need. Feeling really comfortable to price derivatives and create programs that are structurally correct and efficient. I would recommend to anyone that is interested in a hard core language that combines control of the system and advance implementation of financial algorithms. Great work Prof. Duffy, Andy, Simon (my TA), the rest of the TA's and the community that supported the question of all the students.

I was really impressed with the quality of this course. It managed to cover a whole lot of material. The only way to learn how to program is by doing lots of programming, and learning from your mistakes. The homeworks at each level make sure you get in a lot of practice. Feedback from TA/forum helps you learn from your (and other people's) mistakes.

My TA (Avi) was very responsive, usually getting back to me in a few hours.

I was able to get a solid background in C++ and options modeling very quickly. It would have taken me at least a year to get this far on my own. The introduction to exact, finite-difference, binomial method, and Monte-Carlo techniques was extremely valuable. Avi, my TA, provided feedback usually within a half a day. He did an outstanding job. Professor Duffy was very accessible online as well. I appreciate Professor Duffy's mathematical knowledge and expertise in the option modeling techniques.

Great course! I learned a lot more than I previously thought. TA is always available. The homework discussion posts on the course forum, in which Prof. Duffy and TAs have answered many many questions, are greatly helpful.

I am glad to be one of the first group of students for this valuable course and finally finished it. This course is a good fit for me with not much programming experience and no OOP background, because the course teaches C++ from the ground up. It is well organized and covers a broad range of topics in c/c++. The best thing about the course was: what I have learnt and gained in completing the programming assignments which cover most areas taught and are challenging.

My TA was helpful throughout the whole course. He always responded my question quickly and gave me advice about how to improve my solution.

The support provided by Quantnet is good too. The online discussions forum helped me a lot when I was doing the assignments.

- Overall I enjoyed the course. Andy Nguyen of QuantNet has been very quick in responding with any issues relevant to the course.
- The original version of Level 9 exam material was greatly disproportionate in terms of effort compared to all levels before it combined. It took me 1 month trying to understand and navigate through the material and made very slow progress. The updated version corrected appropriately this disparity.
- Dr Daniel Duffy has been helpful. Please see suggestion section on proposed improvements.
- Overall my TA has been less responsive and proactive than I would have preferred. I would have appreciated more involvement from him in the public forums when I raised questions and/or privately.
- The forums have been a good medium to interact with other students and others.

I think the course syllabus is very strong and the homework load is quite intense, which is a great thing. Also, the last part of the course provided a close insight into financial engineering applications in OOP.
And special thanks to my TA Alan, who was extremely helpful and gave me a great piece of advice even beyond the scope of the course.

The course was generally effective and my TA was excellent. The focus on finance, applications, and actually programming made it a great learning tool for me. I found all responses to inquiries prompt, and all advice sound. My suggestions in the next section are mostly in regards to structure and content; not delivery or service.

This is a very good C++ course. Since I was a new programmer in C++, and my TA and Prof Duffy gave me a lot of help on programming. My TA Alan is a very good TA, he is nice and patient, he also answer my question in time and grads my home work with helpful suggestion not only on the homework itself but also advice on programming in C++ in general. So in general, this is very good and helpful class.

The course was great. I learned a lot. My TA Alexei has been awesome throughout. I never expected such a huge amount of work from his side. He gave me detailed description of my commenting styles, errors, ways I could improve my code etc. Glad to be a part of Quantnet!