C++ Programming for Financial Engineering

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.

Great course even for people like me with no experience with C++ ! The structure is well designed, the homework is useful and the last chapter is actually quite helpful for financial engineering. TA APalley is really helpful and highly responsive, so are the active members and Prof Duffy in the forum !

Quite a good course, well structured and helpful TA. The material, aided by sample codes, is clear to understand. There are also some points left for the students to explore and hence make them better understand the topic.

I think this course is well organized and it is a good material for an introduction to C++. Avi Palley is really helpful in homework problems. He is incisive and responsible. The forum is always a good place to turn to for solutions. As you can find similar issues when you go through those threads.

TA support was great. Avi will answer very specific questions only. This forces you to push yourself to test your own intelligence and learning abilities. He helps one develop essential skills that will become useful in the future.

It is an excellent course. It build a great understanding of C++ from ground up, as well as some knowledge of Boost and STL libraries.

I found Avi Palley, Daniel Duffy and Pavlos Sakoglou very helpful through out the whole course.

During the study, I met many many problems and the support such as TA and QuantNet website was not efficient and enough at all. I have to emphasize that the support from the TA and the QuantNet website is very very limited and is quite frustrating sometimes. Because you meet a bug, then you ask a question, then you have to wait for response which at most time are not useful at all. After you got a response, you try as what the TA suggested, then you meet another bug, then you ask again, then there will never be a response... After several times you will realize it's just a waste of time and it's better to learn by yourself.
Regarding the materials provided by this course, I think they are not sufficient. The videos only cover a bit useful knowledge, the PDF material was written without care. If you like, you could find that the materials include very few comma. The write seems like he/she doesnot care if the students could understand the materials at all.
Instead of videos and materials provided by this course, I basically learned the knowledge for every exercise by myself, which were quite difficult. Because you never know what the next bug will be.
Therefore, all in all, it was not a pleasant journey for me to study this course. I dont think it is worth the tuition at all.

I think that this online C++ course is very helpful to those like me who have some or little experience on C++ or equivalent programming languages. The material has covered a wide range of topics and difficulties from data type and object-oriented programming to financial applications such as Monte Carlo simulation and FDM method. My TA Avi is very knowledgable and responsible. I appreciate all the suggestions he has given to me.

**Fantastic Course!**

Accepted into CMU's MSCF and needed to take this course or some conventional C++ Intro course.

I could not be more happy with my choice.
Talking about this class with computer science graduates, it's clear the content here is perfectly catered to the material you actually need to learn in quantitative finance/numerical methods.

Getting quickly to Generic Programming and Boost Libraries is incredibly useful and surprisingly rare in other intro C++ courses.
As far as time commitment goes, anyone can succeed in this class if they block off time in their schedule and work hard. I have a full-time job in industry research, but working 5:30-7:30 am and every other weekend provided ample time.
Big Thanks to @Daniel Duffy @APalley @Justine Morgan @Andy Nguyen and the students on the Forum.

And Best wishes to those of you taking this course in the future.

A good course introducing important elements of c++ programming. Exercises are simulating and motivate self learning by reinforcing concepts presented in video lectures and notes. Course builds on basic concepts of writing simple functions, and then layers in advance ideas of OOP, template programming and boost library. I have enjoyed going through this course and recommend it to aspiring students of financial engineering.