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C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,321 reviews

This course is really helpful to me. It is the first time I am instructed to different pricing models and c++ applications in Finance. It shows me a new world by knowing how to combine the things I knew from Mathematics and Computer Science with the field of finance. I am also really thankful to all the help from TA APalley and the instructor and all the students active on the forum. They have always been accessible and quite helpful. I want to apply for financial engineering programs this year. I see this experience of earning the certificate as a very precious asset to me.

I think the course has already been very well-organized and designed. Very good and instructive course.
The course has a well-designed structure, enlightening examples and homework, and very helpful TAs. At the beginning, it is a bit challenging for one without any programming experience like me. However, I see it as a test on my aspiration in quantitative finance and so am willing to spend more time on the learning. Then the reward is that I do feel I learnt something every week (or even everyday). This encouraged me to stick to the study plan and finally complete the program. Overall it is excellent.
Very comprehensive course for C++ beginner. I only know little about Visual Basic before taking this course but I can get step by step to have a deep understanding about C++ programming. Also, the option pricing skills and knowledge learned in this course will be very helpful in MFE program study. TA is very helpful through the whole course and he can always give you useful comment and suggestion.

I recommend very one who want to apply for MFE program to enroll this course.
The course was a fantastic learning experience. I found the content to be comprehensive, the lectures to be crisp and engaging. The course was well structured and takes one through the important concepts of OOP, GP and applications in finance.
My TA, Avi, was extremely helpful throughout. He always responded to queries well and quickly. I would also like to say the manner in which the course uses the thread/ forum system is great, since it not only connects students and people from across the globe but also allows one to understand some of the potential stumbling blocks in the learning process.
On the whole, I think such a course is essential for any body aspiring to enter the world of quantitative finance.

I am quite happy with the manner in which the course was conducted.
I just felt that there could have been some questions, fitted in somewhere that made students think more, not just about how to use the concepts, but to brainstorm and think logically. For example, potential questions could have been the types available on Project Euler.
This course really serves its purpose well! TA is very supportive. I learned a lot from this course!
I am satisfied with the course!
Great course that I learned a lot. And professional and warm heart TA. TA always responds to questions speedy.
It is really a great course which help me get access to C++ language. It is an online course so it is convenient for me, a student in Japan, to take the course. The framewrok of the course is very reasonable and the content of lectures is very concise and friendly to beginners. My TA, Avi, is very condusive during my learning. Thank everyone who offered me helps in the course.
The course is undoubtedly in high quality and I would like to recommend it to anyone who are interested in C++. It provided me an efficient way to acquire the relevant C++ knowledge. With the help of the lectures, the material, the homework and the feedbacks from my TA, I benefit a lot from every specific level.

During the course, TA and many other friendly people helped me a lot. They answered my questions in time and with great patience. Their suggestions inspired me a lot and made the course more enjoyable!

In addition, the course is divided into 9 levels and can instruct you step by step. Level 9 will offer you an opportunity to show what you have learned through the course. When you do it, you can see how further you have gone with the help of the course!

Thanks a lot for all the people who helped me through the course!!!

I think the course is pretty good and of high quality.
It was a great experience, you get a good foundation of C++ and important libraries.The TAs and the forums are very responsive and were a huge help to get through the course. The course is well structure and the exercises really let you understand what you learned.
I will recommend to this course to everyone interested in the MFE program. Taking this course is absolutely a great preparation for MFE study.

QUALITY OF THE COURSE:
At the first glimpse, it is an arduous and rigorous C++ course with heavy workload. However, DO NOT shy away from the challenge. First of all, Dr. Duffy is able to deliver the difficult concept understandable. Secondly, TAs and the entire community are able to provide guidance when you are lost in your homework. And most importantly, you can learn a lot about C++ after you take the course.

TA:
My TA, Avi Palley, is professional, helpful and easy-going. He helped my to identify my mistakes in my program and elevate the quality of my code. Besides, he will assist you whenever you need. Besides, he will answer the questions even if it is not related to the course, for example, about his job or market insight. I believe he is the best mentor for an undergraduate student aspiring to get in the financial industry.

SUPPORT:
The forum is awesome. You can have direct interaction with fellow students, TAs and even Dr. Duffy. Usually, you will get feedback within one hour. What's more, they will provide supplementary material or online resources to you, so that you can learn more about C++.
This is a great course worthwhile taking! Prof. Duffy and TAs are always efficient in responding to my questions, and peers in the forum are helpful as well. My skills in programming have improved a lot in this supportive environment. I will definitely recommend this course to my friends :)

I cannot think of anything for this course to improve. It seems perfect to me! I enjoyed a lot during the course.
This class was well-run. I learned a lot and found the material challenging it was meant for ""beginners."" Now I feel confident to learn other languages and C++ in further depth.
The TA's are very responsive and do show they care about your questions and your learning.
Great course:

- clever buildup of exercises (incrementally adding design and functionality to existing code)

- strong TA presence on forum, questions are promptly answered, student can find lots of questions that are already answered on the forum

- strong quality of the forum generally (with interesting links etc.)

- very short time between homework submission and receiving the grades
In all, it's a fantastic program, I have really learnt a lot during these 16 weeks. The forum helps a lot, so you can probably get your answer as soon as you overcome a question just by searching the forum. If you still have questions, post them in the forum. TAs always reply to my posts very fast with patience and help.
Thanks a lot to APalley Pavlos, and everyone who helped me. Without their timely reply and help, I cannot finish this course.

I think the course provides a very great outline of the C++, about its history and basic knowledge. it is very helpful for the persons who want to study further on finance engineering.
Absolutely impressed with the quality of the course and would recommend it without a moments hesitation to any prospective student.

Prof.Duffy provides a fantastic coverage of C++ for any financial engineer, from the basics right through to tools and applications in computational finance.

There are a number of key stand out features of the course including the strong emphasis and culture on developing, from an early stage, the best practices in coding reinforced through interaction with fellow students and experienced programmers alike. I started as a complete beginner and I found the regular homework exercises and quizzes provided a strong focal point around which I was able to build up my knowledge. Having a strong community around the forums, which incidentally is also extremely professional and respectful, certainly helped me to refine my skills further.

The best feature of the course however was the regular and prompt feedback from qualified and extremely knowledgeable teaching assistants. My special thanks to Avi Palley for all his time and patience in always providing detailed and invaluable feedback on my home work assignments at almost all hours of the day. This helped me in no small amount and turned this into an extremely rewarding learning experience. Thank you for having me on the course!

Please continue doing what you are doing, exactly how you are doing it!
The course is definitely great. First of all, it has a clear step-by-step leveling up progress. Second, each level has specific forum for students to discuss and learn. The most important thing the the feedback from TA. Learn to program it not hard, but the most difficult thing is to be on the correct direction. TA's feedback gave me clear instruction and pertinent comments on my code style, logic, and as well as industrial level insights. If required to rate it, I would rate it 95/100.
Good course. TAs were very responsive although terse at times. Learned a lot but feel I could've learned more.
This program is well-organised. After completing it, I have deeply understood the principle of C++ programming and grasped the fundamental application into quantitative finance. Finally, I need give my sincere thanks to my TA Avi who is very patient and responsible to answer my questions and grade my homework.
Suggestion:
Actually, I think this program is good enough, so I don't have any suggestions.
I have my final exam today and finally complete the whole course.

First, I do enjoying programming when I finished every level exercise and saw my program compile and run well. Before registering this course, I have learnt a little C when I was a sophomore, but I still found it is struggling to pass first two levels. The STL, Boost and financial application parts are special, which I think would help me become a better programmer.

Second, thanks to Prof. Duffy. It is a demanding and high quality course. The course is well designed and I really learn a lot through the videos and the exercises.

Last but not the least, I want thank TAs, especially for Avi Palley. Their helpful and prompt assistance make this course more rewarding.
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