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C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,321 reviews

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!
Great course! Definitely a ""must"" if you're starting C++ or building up your skill set. The teaching material, coding examples, online forum, and TA support are excellent. The assignments give a thorough exercise of the relevant concepts and require the necessary amount of work needed to actually learn. I especially enjoyed the final sections, Daniel Duffy’s examples and codebase give a good insight into how C++ is used in Quantitative Finance.

Excellent TA and support. Very responsive and knowledgeable.
Great. The course is useful for one to quickly master the basic concepts in C++, and it helps me to be more efficient in the job.
This is truly an outstanding course. Overall it is challenging and requires an extensive amount of self-study outside the regular course material (to finish the homework and quiz). However, it is very rewarding if one puts into his/her best efforts. In my opinion, the most credits goes to the TA, APalley. He responds to forum questions very fast and always gives helpful answers. But most importantly, he puts so much attention into every little detail in the homework submissions, and grades and comments them one by one. At first it may feel a little scary, but if you think about it, this is in fact essential and the most helpful to learn programming. I say this because I have greatly improved doing the homework one after one after studying his comments carefully. I believe APalley is the one that makes this course so unique and shines brighter than other similar ones.
Great course in teaching the basics of C++, good structure of course materials. Very responsive and helpful TA. Thank you APalley!!
As a complete starter, I acquired a lot from this program.

My TA and classmates helped a lot in my study process and I really enjoy this way of learning.
Really well round support from TA and forum. Quite a lot of enthusiastic students there. Really knowledgeable. Extremely quick response and can spot error timely.
The course is well structured and covers a lot of useful material. I found it really interesting as the exercises covered in depth basic topics of C++.

I highly recommend it to anyone who want to master the basics of C++.

Avi and Paul are excellent TAs, helping me in every difficult situation I faced.

The forum is a wealth of knowledge.
It is a challenging course but the Avi is very helpful throughout. The response is always fast and to the point. HW development is very helpful as well - I learnt way more through doing the hw and interpret the relationship between each tasks than watching the professor' videos.
That was hard. Really hard. But nothing worth doing is easy and in this case, the converse is true; this is an unbelievably worthwhile course because it is so difficult. I am now extremely confident in my ability to read and write in C++.

APalley was as good a TA as could possibly be hoped for. At all hours of the day, his response was only minutes away making working on the exercises possible at all times.
It was eye-opening and fascinating to explore how C++ programming can be used to solve real financial problems for the first time in my life. The course it very well-organized with abundant support from both TAs and classmates. This class is extremely helpful for those with limited programming experience.

I really appreciate all the work TAs and professors put in.
Very good teaching! Materials are very comprehensive and TA is responsible. I like this course very much! It can enhance my skills and abilities before taking the advanced c++ class.
This course is really helpful in my application process for graduate programs in Financial Engineering, and the methods employed in this course are really practical in my internship.

The TA of this course, Avi Palley, is really really kind. And his reply is timely and of great help in solving my questions on the learning materials.

The info on the forum is useful too as you can find almost all of your problems can be corresponded to an answer. Really amazing!
The course introduce lots of useful skills in C++. Although I've taken a C++ course when I was in college, I still learned a lot from this class. It is more detailed and include more flexibility about the code. TA is really kind, he answered all my related questions about the course, even how to install the software, and he's really strict about my homework. So I have to be very careful when doing homework. And it turns out help me learn more.
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