C++ Programming for Financial Engineering

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.

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.

Pretty excellent course. The application to finance is the highlight. Learning to load libraries and work with them is a huge help-much better than any course I would have taken for C at my local university.

I did not think it was too difficult at all.

the course is very supportive and responsive. TA (APalley) is really helpful throughout the course.

Covering what's needed in C++ for MFE taker in one semester is not easy, and I think that the course has done marvelously in focusing on the core ideas and structures of C++ and leaving out complicated details for future learning. I started out as a student with very little knowledge of C and by the end of the course, I have had a pretty good picture in my head about this language and it's use in financial engineering.

As a first time programmer, the course was rather intense and challenging. However with hard work and perseverance, one can learn many advanced coding such as templates, STL etc.
TAs are very knowledgeable. They may not always give the easy answers but they will often push you to figure out yourself.

I started out with limited knowledge in C++ or OOP in general. By going through each level of the certificate, I gained knowledge on the main topics in C++ programming and I got plenty of practice through the assignments. The way the course is divided is quite nice in the sense that each level builds on the previous one and makes connections with other C++ topics previously covered.

Also you get a multitude of examples that you can keep as reference in the future, especially the code files from Level 9 which contain the financial applications programming files.

This course is not easy but if you spend the time on it, you will gain enough knowledge to start developing software applications in C++, whether be it in finance or any other domain.

Avi always graded all the assignments very fast and was always helpful when I contacted him.

I have nothing negative to say about my TA or the support from QuantNet.

The course is well constructed, guiding the student step by step through the fundamental topics in C++. Once you get to understand the course format and the way to go through each single level the studying will become straightforward and you will get excited to see what comes next.

On the forums there is plenty of material discussed and you can get very fast feed back on issues from the TA or from QuantNet members.
I definitely recommend this course to anyone looking for some kind of introduction to C++ in FE.
Suggestion:
Review the slides and fix some errors/typos.

What I love about the course was the resources were always available, especially helpful was the open forum that is very active and students can find answers to most questions that they might have because this forum has been archived over many years. Not to mention the TAs are always there to help you - you can usually get answers within few hours. It was a lot of fun as well as practical and easy to follow, regardless of the level of programming experience. I would recommend this course to anyone who is interested in building foundation for c++ programming.

It's very accidental for me to know this course. It renders timely help for me, who lack of the programming course and certificate. I think the course combines theory and application well. No lots of details but leading us to learn the main trend of using C++. My TA was APalley, man with responsibility. I really appreciate the time with him. His timely response always helps me to find the answer. Although it's really short time taking this course, it really excites me, helping me develop interest on programming. This course is worthy!

I learnt a lot from the course; my TA Avi has been extremely helpful and responsive. Overall, 5 stars out of 5. I especially love the coverage of STL and Boost.

This course is very well structured. It covers a lot of concepts that are essential for future programming and establishes a solid foundation to what computer science really builds on. I have programming experience and this course really cleared up many concepts that I was previously shaky on. The homeworks were challenging but doable which is the best way to learn. The help from the TA's and the forum is stellar. Above all, this course has successfully made me comfortable with programming to the point where if any of my future courses require writing code, it is now something that I will not dread.

This is an excellent course for anyone soon entering a quantitative finance or financial engineering program. It gives you a strong foundation in C++ while introducing you to important concepts in quantitative finance.