C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,322 reviews

With limited previous exposures to computational finance, this course gave me a great chance to combine the financial theories with realtime applications. The topics for each level is well-designed, the slides, videos, and sample codes worked together for our better understanding of the key points. The timely feedback from my TA and the forum helped find my mistakes. I was extremely impressed with my TA's advice on how to design elegant codes, not just 'correct' codes. Great course!
This course provides the necessary training to write C++ applications for financial instrument pricing. It teaches you the basic concepts necessary to access more advanced texts on C++ programming.
The course allowed me to build a strong foundation in C++. The structure and depth of the topics prepares the student to research and complement his/her knowledge in a seamless way.

The mechanics shows the student how to build robust classes from scratch, so the students becomes acquanted of the language from its philosophy to its applications.
The course provided a great outline of what a programmer can do with C++. The topic areas are brief, to the point, and distributed into 9 levels. And my assigned TA was tremendous in given feedback and pointing me in the right direction.
The structure of the course was very good, I found prof Duffy's videos very helpful and the general "learn by doing" scheme worked perfectly for me. The support of the TA was very good, the homework's were graded quite fast and all queries on the forum were answered quite well. The QN forum works perfectly. I would totally invest in a second course if it were available.
It's easy to understand for a new learner, like me, because this course has very clear structure. Meanwhile, it's also difficult to handle all details, but this kind suffering provides me a solid background in C++, it's a happy "suffering". My TA replied very quickly and trenchant to point out my problem. Many thanks to this program!
Great course for those who had no experience in programming before!
This course and its material have given me a solid foundation in C++. I especially like the video lectures and the ability to ask questions to the moderators and my fellow peers
The TA is extremely knowledgeable and was able to answer all my questions
This was a very good course, particularly the exercises. There can be no doubt that the course is very rigorous, and successful completion of the course is a significant accomplishment. I would highly recommend this course to those who wish to learn C++ for financial or scientific applications. It is a challenging course to complete while working full time, and anyone planning to complete it needs to take seriously the fact that for most people it will probably require at least 20 hours of effort each week.

I found the lectures to be of varying usefulness, and needed to consult additional references to understand some of the material. Some of the lectures and course materials were extremely helpful, while others were most useful after already understanding the concepts being taught. The discussion boards were by far the most useful part of the course. The TAs are primarily graders, and didn't contribute much to helping me learn the material. I felt that the feedback provided on each assignment tended to be minimally helpful.
This course has been really great it was challenging but well worth the time and I paid a lot less for a course content like this that would have costed thousands more elsewhere.
The quality of the course is very good. It is a very good introduction to C++ programming language, and by finishing the course, I mastered the basic knowledge of using C++ and programming in C++. APalley is very good and easily accessible. The online forum is well maintained and very supportive.
The more I reviewed the course, the more I understand about the solid structure of programming that the course provided. This is an excellent course for beginner students in C++ like me, as I were 4 months ago.
My TA is very helpful. I can always receive his help in time. He is very patient!
The course is good. I can learn a lot of the C++ knowledge through this course.
The TA is very good, other students in the class is freindly and helpful
You can learn a lot from the forum
What I liked the most about this course was that it started from the basics but then very quickly moved over to the advanced concepts in C++. The inclusion of some functionalities of the Boost libraries and C++ finance projects on topics such as Option pricing methodologies was something unique about this course and was very useful. I am also pleased with the delivery model of this course as the course has been structured into different levels with dedicated exercises and forums where students can share their issues and get them resolved by the TA. My TA was very responsive and was always willing to help. Overall, I am happy I took this course.
The course was extremely helpful in learning how to program using C++. The forums were a huge help, answering just about every single question I had before even having to ask. The flexible time schedule allowed me to take the course at my own pace, so I could speed through sections I already was familiar with and spend more time on the difficult portions. Overall, a great course, and I would recommend it to anyone interested in programming and finance.
I have taken this course in the beginning of 2014 and for it was a truly useful and engaging experience. Before I started it I did some programming with Matlab, Python and had some rudimentary knowledge of C++, yet the exercises of the course did offer me a challenge and forced me to put quite a lot of work to successfully complete them. I recall spending around fifteen hours when struggling with templates or devoting the whole week to completing the last project of the course. Overall, it was truly time-intensive, yet, I believe that in my case it was the time well-spent. In the end I felt way more confident with object-oriented and template programming and I do not think I would be able to get the same proficiency in C++ on my own. Apart from the course content, I would like to particularly stress the importance of the forum. It is so good that I actually did not have to bother my TA at all, as whenever I had a question regarding the content of lectures or exercises I could find an answer there. It is definetely a lifesaver and clearly distinguishes QuantNet's course from any other course in programming I know.
This C++ course was well-paced, easy to follow, and a great overview of the fundamentals of OOP and C++. Learning other languages after taking the course was much easier due to the comprehensive nature of each level. The applications to options pricing are relevant, interesting, and a fun way to wrap up all the programming in a real world practice. After taking this course, I can confidently program my own console applications and implement other mathematical models quite effortlessly into C++. I would highly recommend this course to anyone interested in learning C++ the best way possible.
Good course to brush up C++ skills, and TA was available for clearing doubts.
- TA did great job, very helpful, and answer always provided within 24H!
- Forum with threads where most of my problems were already answered.
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