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C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,321 reviews

The course exceeded my expectations in many ways. The course material and structure was well organized, and the lectures from Dr. Duffy were clear and concise. My assigned TA, Avi, was extremely responsive and knowledgeable. Integrating the course with the QuantNet community made it such that any question I could field was always met with great feedback.

My original goal for taking the course was to ensure that my programming skills were on par for the quantitative finance program I was entering. Given the depth of knowledge and expertise afforded to me by the course, I am confident that I have met this goal. I am now looking forward to building on the content of the course.
The course combines video instructions, material sources and community together, and it meets goal of learning solid basics of C++ language.
This is very well designed course and I only regret for not taking it before.
The course is well designed. It is perfect course for beginners who does not know where to begin.
I took the course because I want to join Baruch MFE program and it was great choice.
I was able to learn a lot about C++ and how and where it could be implemented.
This course is perfect for someone like me who never had any experience with coding in C/C++ before. I enrolled in this course in hoping to get a systematic introduction to this new language and I was surprised by how comprehensive and well organized the course is. The course is well balanced between the amount of technical lecturing and application exposures in financial engineering. I am truly grateful for all the mentoring and supports received from Professor Duffy and TA Avi. Thank you so much for your time and hard work!
It definitely met my goals of becoming proficient enough at C++ to not be worried at all about the C++ courses I will be attending for graduate school at CMU. I learnt a lot of important concepts in both object oriented programming and generic programming that I think will be essential to a future career in quantitative finance. Furthermore, I think the course has given me a great programming knowledge-base for me to continue to build upon in the future.
I met my original gold for taking this C++ course. My goal was to finish this course by the end of June in order to get enrolled in my grad program. And thanks Avi for timely answering all my questions and scheduling the final exam for me on my short notice. Without his help, I cannot meet my goal. I also found out the forum is a very good tool for study. The forum guides me to correctly use C++ terminologies and appropriately ask questions, I believe which are very important skills when working in the real world.
- TA(s) have been very supportive and fast to respond throughout the course. I deeply appreciate the quick turnaround especially during higher levels.
- I feel that the forum is a key tool for having questions about the homework sorted, and also for extended learning.
- I like how the quizzes reinforce the basic points in each level and also key gotchas that are often specific to C++, after passing them I retook some quizzes to reinforce my growing familiarity with the language.
Very thorough cover of C++ syntax. Valuable for me to connect and transit from Java to C++.
The application of C++ to financial engineering is very useful for my upcoming MFE program.
Overall a very good course.
I think the course is pretty good and meets my original goal for taking the course.
The videos and materials provided by the course is very useful and comprehensive for me to understand the concept and technical details of C++ language. The STL and boost introduction laid a very good foundation for me to further study this language. It completely meets my original goal for taking this course.
Through experiencing the courses of Brauch C++ Programing, I learned that the charm of the field of finance, for me, is the uncertainty hidden in financial market. Though the financial market appears on its face to be unpredictable, financial engineering with mathematical models brings clarity to the market’s hidden regularities. Financial engineering fascinates me by its magic power in perfecting the combination of mathematics, computer science and finance to ingeniously address complex financial problems.
This course is excellent. There are exercises to consolidate the knowledge and help better implementation, which I believe it is a good balance between the exercise and contents. The forum and TA of this course are very very helpful, and when correcting our homework he used to giving detailed comments on the codes and coding habits. It's absolutely worthwhile.
I started as a novice in C++, and learned a lot from this course. It's a great start for me in quantitative finance. The quality of this course is high, especially TA's assistance. Thank you all.
Overall quality is very good. The final project is about quant finance, which exactly meets my original goal to learn C++ in the context of quant finance.
The course contains lots of useful materials and applications to quantitative finance. The C++ functionalities are explained clearly and the course staff are all extremely helpful. With limited prior knowledge of C++, I am really glad that I took this course.
C++ course enhanced my programming skills for financial engineering and inspired me lots of ideas on financial industry.
I studied C as well as a bit C++ years ago but became very rusty about it. My recent work however requires me to pick it up, and the best way I believe is to take some course and force myself to learn. For an intro level course, this one is well designed, despite that in the end it becomes not so basic as Daniel himself admitted. But this is actually a good thing - we usually learn more under challenging environments.

I particularly like the following things.

1. The introduction to STL and Boost. These are things actually you will use if you are in financial industry. Few other courses I looked up on the web carry this part.

2. The homework. It certainly takes quite some experience to come up with such a design. By writing and reviewing the codes alone you can pick up some critical C++ concepts.

The teaching assistant and the forum are extremely helpful. I would recommend the course to anyone who wants to start learning C++.
The outline of the course is very clear, showing us a nice way to get a look into C++ paradise. The TA was helpful and the forum gathered a lot of intelligence. I learned a lot through the course. However, I want to say the homework of the course is not clear at most of the time. We spent a lot of time understanding the requirements of the homework. Although spending time to do the search is a neccessary and important way to learn, I still think the time I took is so much.
Very instructive
The comparative advantage with other online courses lies in its depth in content
Appreciate the TAs work with efforts, they have done great jobs
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