C++ Programming for Financial Engineering

The C++ certificate is an excellent introductory course into C++ programming. I found great value in the programming assignments and quizzes for each level as it ensures that we're keeping up with the material.

Great course, would really be helpful if there were another C++ offering subsequent to this (e.g. Advanced C++ for FE).

I didn't expect to learn as much as I actually did. The course was informative and my TA was extremely helpful.

This course not only taught me how to use C++ fluently but also opened the door of the world of quantitative finance. Although I'm still at the beginning of this field, it gives me confidence to go further. TA is really nice！ He helped my at any time I need him and always acted as superman to give me correct answer about those seem to be "mission impossible" questions from me.

The course is great. The TA is very helpful.

I like the course and the TA. Thanks.

I had no knowledge of C/C++ at all when I started this program. But now I'm pretty confident in C++! It has been a lot of help for my career!

It is a very challenging course! But the forum users, Andy, and Avi help keeping the motivation up. The goal of getting extra credit for completing the first 4 levels within the first month is another great challenge to keep motivated.
To be able to complete it you have to make sure you understand the material thoroughly and allow at least three weeks to go through level 9.

This is an excellent introductory course. Kudos to Dr. Duffy!!
The course material, especially Lecture videos are really good. My TA was very helpful, quick to respond to queries.
Forums, assignment discussions were very informative. Too bad I couldn't participate as much as I would have liked.
All in all it was a very good learning experience.

I enjoyed the course and TA has been very supportive whenever I need help! Thanks a lot!

The material of this course is well organized. I truly learnt a lot from the course. From a new comer in C++, this course is truly a best way to start. Some of the HW's are challenging. This is the best programming course I've ever known！
My TA, Avi Pally is responsible and always responds to any question quickly and neatly. It is indeed a great help with him around. I like the way that the quiz and HW's combine together. They help me pick up as much as I learnt on that subject.

The online C++ Certificate course provides me with not only overall knowledge on C++ but also practial applications to financial engineering. I believe I could acquire all foundational knowledge for computational finance by taking this course. I would like to apply this knowledge to further my own research. My TA always responded to me very quickly. His sound advice helped me to understand C++ concept.

Going through this course has been a great experience, it brought superior knowledge of C++ with a special focus on usefull pieces of STL and boost libraries in a financial perspective.

Firstly, a huge shout-out to Andy and Dr. Duffy for creating such a great course and learning experience.
Another huge shout-out to my TA, APalley, who is very responsive, fair, clear, patient and helpful throughout the course.

I'd highly recommend this course to anyone who would like to learn c++. Not just c++ with a focus on finance.
- Course is well-structured. I am happy that Boost library is included in the course, making our coding more versatile and flexible.
- Course is also easy to follow. Each level prepares you for the next, and you always go back to refresh when you get stuck.
- Video lecture and reading materials are concise and to the point.
- Homework could sometimes be challenging and overwhelming; however, questions are designed to guide you to solve step by step.
- Support you get are primarily from the forum which is a tremendous platform for questions and discussions. Responses from classmates and TA are expeditious and helpful.
- TA is of top quality. The best part I enjoy is the detailed feedback/comments from each homework. This greatly improve my way of coding.

I've had other programming courses, including a C++ class, and this was hands down the most informative, rigorous, and applied class one could take. Frankly didn't expect the level of work involved, but enjoyed the efforts I put in and the sheer magnitude of what I learned. TA and online support were terrific. My TA in particular was excellent at not simply answering a question, but rather guiding to the answer, allowing the student a much more rewarding and informed understanding of the material. Material was also very functional, allowing instant application of lecture concepts which I felt enhanced the course overall. Additionally, programming option call and put pricers along with all their sensitivities was a task every financial professional will enjoy.

This was a wonderful course in C/C++. It truly took from the basics to the advanced. I had very little knowledge of programming coming, and I feel very confident in my abilities coming out.

The forums and the TA were very helpful and courteous, and the division of the course into 9 levels was a very smart method of teaching students.

I would recommend this course to anyone interested in learning a language.

The course covers lots of materials. Better take it seriously and start when enrolled. There are lots of HWs in each level. The HWs made me spent hours of hours coding and debugging. However, I learned alot of C ++ from this intensive coding experience. The forum is a good place for learning and asking questions. I wish I had involved more in the online discussion. My TA was very nice and responsible! His comments were very helpful for me to correct my codes.
In general, this is a great choice if you want to learn C++ online.

The topics covered, although non-comprehensive (as it is quite impossible to cover everything in one course) are selected in a quite balanced way with all key issues being addressed and most topics further discussed in assignments. The first two levels are allocated to C, which gives the student a chance to see where the roots of C++ in the first place where and to have a feel of how C++ is similar to and/or different from C.

A key advantage of this course is the inclusion of Boost library (Level 8) -- a library typically excluded from standard C++ books that can be quite useful in certain applications involving math (statistical modeling, random number generation, linear algebra, etc.) Level 9 further builds on this topic by using Boost in the context of option pricing – a nice application of C++ in finance. Not only Level 9 is a nice opportunity to put almost everything learnt to practice and try to improve one's coding style by categorizing functions into proper classes, it is also the first true experience of writing code based on preexisting codes (there are numerous files provided by Dr. Duffy), which is an important skill in the real world.

One of the true strengths of the course is in its assignments. The assignments build up on one another in a quite thoughtful manner, thereby enabling the student to grasp why things are the way they are. There are also end-of-level quizzes, some of which are quite tricky and useful to enhance the student's understanding of the concepts. These quizzes can also serve as a good source for exam and interview preparations.

Last but not least, the TAs and other students (as well as some current MFE students who actively participate on the forum) are quite helpful in answering questions or posting interesting materials related to the topics. The people involved are all nice, laid-back people that all together make the forum environment quite enjoyable. Here, you often get support from your TA in a timely fashion and can also use their feedback on assignments to enhance your style of coding.

All in all, this course was a great learning experience. It was my first purely online course and one which I truly enjoyed. I highly recommend taking this course to anyone who wants to have a solid first course in C++, especially with financial applications in mind.

Great crash course in C++ and its applications to Financial Engineering. The pace is very fair and the learning curve is steep enough that you learn a lot while not too steep that it makes the course too difficult. TAs are very supportive and answer emails/questions in a timely fashion. The forum structure made it very easy to ask questions or find other users who have asked similar questions.

Through this course, my programming skill has been enhanced. My TA is very helpful.