C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,322 reviews

This course is very vigorous. All the content taught in this cause is directly applicable to MFE program.
The forum is quite helpful. Most of the questions I encountered have been fully discussed on the forum by previous students and TAs, which saved me a lot of time to figure out what's wrong with my code. APalley is a good TA. I formed some good coding habits from his comments on my HW, such as always using colon syntax, declaring proper const function, etc. I appreciated his help very much.
The course was phenomenal. Avi was a great TA. He was quick in answering questions and fair in grading homework. Professor Duffy's lectures we're exciting and easy to follow. I would recommend this course to friends.
The course is well organized, making it easy for beginners while also provides challenges for those who already learnt some programming. TA has been very friendly and always gives a feedback in time. The learning process will be satisfying as long as you make full use of the forum. A great course indeed.
This course covers basic OOP knowledge and its application on financial engineering. The homework are tightly correlated with useful structure in numerical analysis which can be further used in quantitative finance application. The STL and Boost part are extremely useful since we hardly study these material in our computer science classes. The TA is very patient and glad to answer every question I proposed. Generally, it's a well-designed course and worth to enroll.
Great course! Was very well structured and a good introduction to C++. The TA, Avi, and prof. Duffy were always there with their prompt replies and the amount of information on the forums was a big help.
The quality of this course are remarkable. I have learned a little bit C++ before but are not so related to financial engineering like this course. The forum is a excellent place to find any important information and hint to solve the problem. Meanwhile, TA is very willing to help me in every aspects. He show me all the problem in homework patiently and give me much great advice. Professor Duffy are also nice to give me helpful idea not in the video but in the forum.
The course really do well in teaching about c++ and the application in Financial enginering. TA is very nice and patient, also gives me lots of advice. Besides, TA's voice is so charming so that I am so shy during the exam.
The course is excellent, and I have learnt a lot from it. The TAs and classmates are friendly and warm-hearted. Thank you very much! And I will definitely come back from time to time.
The quality is very good especially for someone like me who don't have programming experience before

TA is very helpful and patient
The course provides a overall introduction to implement financial tools in c++. The structure of the course is very clear. TA replies very fast.
My TA APalley is helpful all the time. He is strict on details, which is good thing for me to cultivate good coding habits. Sometimes the HWs are not clear enough about what we need to do, but the forum gives everything.
Really a useful course that I gain a basic knowledge of c++ programming and get a first knowledge of Financial Engineering( Very basic, maybe more details in high level course).

TA, APalley, is really professional and nice, always patient to answer any questions, even sometimes naive. And others such as Daniel and Pavlos are also warm-hearted. Anyhow, it is really a enjoyable and meaningful experience.
The course provides a very thorough basis for developing C/C++ programs. The TA was very knowledgeable and prompt in responding to submissions and direct questions.The forums are very good for discussing solutions with other students.
I've really enjoyed this course, and feel good about acquiring programming skill. I appreciate any helping from TA and other members during this course that i can efficiently solve problems.

Cheers,
Very effective course, provides a steep learning curve! TA and peer group support was above par. Almost all queries were resolved in a few hours time.
I should say that I found this course by accident and was the best accident I ever had. Prior to the course, my experience with programming was limited, I learned R, Matlab, and Stata in College, but C++ course was demanding and harder than the previous ones. I work very hard through each level and it's rewarding to watch my program running without errors and free of bugs. I finished the course on the last day, I spent a lot of hours learning as much I could about every topic.

All of this can't be possible without the help of Avi, the materials, and the forum (the threads are of great help). Thank you for a well and consciously designing course.

Avi was a great TA. I am extremely grateful for his feedback and guidance through the course. He was extremely fast in provide me my homework's mistakes and give insightful comments to put my own efforts and improve my code. Also, he was very strict on key issues (e.g. I used to forget the ""const"" word and he made I never forget it!). I really appreciated the assistance he provided me during the course. Also, his answers in threads were of great help and lead me to rethink my code.

I considered the course is well designed, I learned a lot about C++. In the future, I hope to make a Monte Carlo program with the code provided.
Thank you for all.
This is a very helpful course which makes me understand the C++ with hands on practices. The TA is very very supportive with immediate response to any questions I have.
This course condensed a lot of essential and relevant skills in programming for financial industry. It might be a time-consuming task for people without basic programming skills, but all your effort will be worthwhile when you finally go through this whole process. Thanks for the help from TA and the beneficial discussions in the forum!
This is a great C++ course. The lecture videos are really clear in explaining the concepts and the TAs are very responsive on the forum (and also giving feedback on homework). It also provides me a chance to see how the computing language can be applied to the option and future pricing. Very good and comprehensive course indeed!
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