C++ Programming for Financial Engineering

The program is an excellent introduction to C++ programming, both in general and specifically for financial engineering. I took the course as an undergraduate student hoping to pursue an advanced degree in computational finance and definitely believe that the C++ knowledge that I learned will be valuable for obtaining internships and program acceptances. The TAs and message board users were always quick to respond to questions, and the lecturer (Daniel Duffy) is always active in assisting students' questions.

Well structured levels with prompt assistance. I like the way it adopted, learning by doing especially for programming assignments. Many thanks to APalley and Trev! They are quick and sharp at helping me when I was stuck in programming assignments.

I liked the course a lot. Without the course, I would not have been able to get such a wide understanding of what C++ has to offer and how it can be applied to quantitative finance. I would definitely recommend it to everyone who wants to learn C++.

It is really a nice course of C/C++ programming. The content is consistent and progressive. It also combine the programming skill and finance together. The example codes also help a lot. I would recommend this course to all those who want to apply for the financial engineering master.

The C++ Certificate via Quantnet was a great learning experience for me. I did not have much programing knowledge and the course really takes you from the begining until yo get some decend programing knowledge so it was perfect for me. The video lectures and the course material are really helpful, as well as the TAs who are so kind and willing to help anytime.

The course is of high quality. It is well-structured and provides numerous insights into several key programming concepts. Special thanks to Avi Palley for his assistance.

I just wanted to thank Quantnet for putting together a lovely course. I learned a ton and enjoyed it thoroughly.

It is nice to have a course that is not only teaching me C++, but in a way that is relevant to my future in financial engineering. I think that's really important and I'm glad I came across the course when I did. I am using it to fulfill one of my entrance requirements for CMU in the fall.

Also, Professor Duffy has a lovely accent so it made the lectures a pleasure to listen to!

My TA Avi was also very helpful, and exceedingly quick in marking and giving feedback for my assignments, which helped me keep a quick pace throughout the course.

The course was a very well put together course. My TA was very helpful and tolerant of my questions!! It was a very good experience and I learned alot.

The quality of the course, TA and support was excellent in every aspect. I also found it of great benefit how fast the TA was correcting thoroughly my assignments.

This certification course is nothing short of fantastic. Coming from an absolutely zero programming background, I wanted to develop my skill set in a finance environment. Not only did I learn a great deal about programming in C++, but in the later levels I was able to further my financial knowledge as well. Both Daniel Duffy and the TAs made the course so much better--I found myself completely lost at so many different times during the material, but APalley, Trev and Duffy were always there to help me find my way. I highly recommend this course for anyone who is willing to work/type their fingers to the bone over the 16 week period and are passionate about learning C++ applications in finance.

Reading any book cannot be a substitute for the hands on, practical experience that you get from this course. Expect to work hard, but know that when you do so that you are getting your money's worth.

Being skeptical about the value of an online course, I was surprised to realize this was one of the best courses (also compared to ‘offline’ courses) I ever participated in. Although I had some knowledge of C++ from another course, right from the beginning I could see an improvement, and I could use my newly acquired knowledge at work. The last level gave a good idea of what to expect as a young Quant, i.e. working with someone else’s complicated code, trying to make it work for you, and understanding the trade-off between processing time and accuracy.

Support from the team (Andy Nguyen, Avi Palley, and prof. Daniel Duffy) was of great value for me, and despite the time difference, my work was graded in a timely manner. The course forum was alive all the time, and provided help and answers to many questions I had, or could expect to have.

I would recommend this course to both beginners and intermediate C++ users, without hesitation.

The QuantNet Online C++ Course has been a real eye-opening experience. I previously had some experience with MathLab, VBA, and java. This was my first comprehensive course in a programming language, and from what I've heard from colleagues, it was an indepth one at that. Serving as a crash course in major programming structures, online library resources, and an introductory exposure to Mathematical Finance, this course is a great way from one to put his/her best foot forward stepping into a career as a Quant!

I learned a lot, although I had some frustrations with the early levels and didn't feel that the progression of subject matter fully made sense. I didn't feel that the final exam was a good test of programming ability, as it seemed to target knowledge of programming trivia rather than programming skill/good programming practice. It is understandably difficult, however, to have a quick exam that would target the correct skills, and the requirement for some kind of an exam makes sense for an online course.

The course not only helped me to refresh my C++ skills but also helped me to explore new topics like Generic Programming ,STL,BOOST Libraries,applications in Option pricing.The exercises given are thorough and really helped me to get my hands running on the code. TA APalley's diligent help all throughout the course was priceless.After this course I feel confident in programming with C++ .

I learned a lot during the program. I had a very light experience with C++ in the past, but these lectures and exercises complimented with the community support ingrained a deep fundamental and applicable understanding of software development via C++ with a focus on finance. Thanks APalley!

Overall, this course really brought me up to speed on C++ programming (I have little background on this subject before). It managed to cover a lot of material and let you manage your own pace. The homework for each level really gave me a lot of practice. Feedback from my TA (Avi) and Professor Duffy are really helpful.

I really like level 9 assignment on option pricing program. I think it is really useful for me to prepare for Master in Finance program. Now I can be a little bit more confident with my programming skills.

Glad to be a part of this course! :)

I entered the course with very passing experience in computer programming (several weeks of Java), and from attending a Baruch MFE open house, I had been informed that while taking the C++ certificate would be a huge undertaking given a lack of background and a full time work schedule, that by the end of the course I would be in possession of a solid foundation in computer programming.

Flash forward 16 weeks and I can agree with everything that had been advised and couldn't be more pleased. The course is very demanding and for those with limited coding experience and free time this will take a lot out of most people. I found myself turning over my weekends and nights working through the assignments and readings to gain a better intuition of both Object Oriented concepts as well as Advanced Concepts related to Generic Programming.

The course changes direction multiple times throughout and keeps the learner on their toes. A two week crash course in C leads into the fundamentals as well as more advanced Object Oriented Programming. The next few weeks change direction yet again, allowing the student a thorough grounding in program design using Templates, STL, and Boost Libraries. In my opinion, it is in the latter where the course is its most challenging as well as most valuable. In the final weeks the course wraps up by having the user design a Black Scholes pricer in any way they see fit as well as implement several applications of Financial Engineering, serving as a nice preview of where our new skillset can take us with further practice.

TA support was phenomenal throughout, answers to questions were given usually within 12 hours. The TA went out of his/her way to accommodate my relative skill-level, and as such was willing to give me focused pointers as to how to improve my style as time went on. Seeing my improvements, I was able to build confidence which was paramount as the learning curve steepened throughout the course.

This course is not just a quality introduction to computer programming, but also an excellent indicator of the level of rigor and high level thinking required when pursuing an MFE education. As such it has proven of significant value in more ways than one. With the knowledge gained, students can easily build out their skills in advanced C++ as well as other OOP languages of their own volition with relative ease.

Firstly, I am extremely grateful with what I have learnt from online C++. This comprehensive and elaborate course equips me well with programming skills. It paves my way to future study in financial engineering. Secondly, I could highly appreciate the help from Avi. Avi is very responsive and smart. Every question from mine gets an efficient and effective answer. Finally, the online course makes share of contribution to help me get the admission from MSCF@CMU. Thanks!

The quality of this C++ for Financial Engineering course is impressive. It covers all materials in this domain, especially after introducing OOP programming knowledge, the course provides the boost library brief introduction, which is very important in Financial Engineering practical work.
Furthermore, the TA is responsible. He gives comments for my homework and suggestion to revise the mistakes.
I need to say this course is quite helpful for my future Financial Engineering study.