C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,322 reviews

Great course for anybody who's seeking to learn C++ on a starter level. Well structured and clearly put together, covering all fundamentals of C/C++ and more. Incorporating a strong reference to quantitative finance the course was especially relevant to me as a prospective MFE student. Nonetheless it offers a learning experience that is of great value even for people having no affinity to finance. The organization of exercises offer an excellent way to put the material to practise and get a full comprehension of C++. Having any problems or questions the open forum and active TA's provide fast and valuable support.
Really not enough good things to say. I had absolutely no programming experience before this and I'm amazed at how confident I feel with C++ after this course. The forums on QuantNet are a great medium to offer the course through, and the feedback for assignments from my TA, APalley, was always fast and helpful. I feel the forums are actually an amazing C++ reference, as so many different questions have been addressed. Chances are if you have a problem, you can find a solution there. Excellent course.
Thanks to this program, I have learned a lot about c++ (especially as it relates to option pricing) during the last 2 months. What I like the most about this program is that even though it is conducted online, the TAs (Avi, Justine, and Zhenfeng) and the lecturer (Prof. Duffy) are always there to help you and answer your questions in the forum. They responded very fast and hence I never feel that I am left alone to solve problems, which I often feel when I was self studying. C++ is one of the most difficult language programming there is, so these supports are invaluable. I encourage everyone out there who are looking for a good introductory C++ course, to check this course out and enroll.
- I thoroughly enjoyed the certification program. Each level catered to a particular concept and within each level, important points were stressed upon through slide, lecture, quiz and problems in the assignments. Each problem in the assignment was unique in itself but in some cases did utilized previous problem to build upon various concepts.

- My TA Avi Palley was able to provide quick and constructive feedback on the assignments. The feedback was more of a guidance towards the proper use of concepts rather than syntactical usage of the language. Additionally, he has provided ideas to improve the style of coding which is great. Great job Avi!!

- I would like to take this opportunity to thank the staff of Quantnet, Baruch College & Proff D. Duffy in putting together this nicely crafted certification program which equip students with the essential skills to implement various numerical methods in quantitative finance using C++.
My experience at QuantNet has been extremely positive. I’d like to take this opportunity to thank APalley and other TA's and forum participants for assisting me in completing the course for the receipt of the C++ certificate.

Just a few positive words for Daniel Duffy and APalley, since they have been there the most ... I would like to thank both of you individually for your abilities to inspire and motivate your students; both of you are truly exemplary instructors and mentors.
I have just finished my final exam. It's my honor to get the certificate with distinction.

3 points of this course I really want to mention.
1st, Great Video Lectures. Thanks Dr. Daniel Duffy. In these videos, he can demonstrate many abstract concepts in a funny way (I mean the graph he drew on the screen…lol…). Besides, Dr. Duffy is a very nice teacher. Every time I had a problem, he almost replied immediately once I tagged him.
2nd, Great TA. To my dear APalley: First, you have very insightful comments on my HW and my questions. These comments always led me to rethink about my thinking process or some bad practices. Second, you are always patient with my questions. You are busy, but you were never bored to answer my question as long as I still didn't figure it out.
3rd, Great Forum. IMO, it is not a forum anymore. It is a community in which people have a similar interest. You can always discuss something interest you with these people. Cannot tell it isn’t a great experience. In addition, you can always find many problems you encountered which were discussed before. It will save you much time to figure out your problems. It also helps you try to think about in a different way for many people with different opinions were discussing here. You can learn in this way more than just leaning by yourself (reading your book, running your program and etc. Of course, playing around with your own program is a great way to learn).

OK. Tell something about myself. Before this course, I have a great passion towards programming and that is one of the reasons I want to apply for MFE. However, I just took a C course, when I was a freshman, and learnt some MATLAB stuff by myself. And then, I registered this course. During this course, one thing in my heart is becoming clearer. PROGRAMMING IS MY LIFE. It strengthens my commitment to pursue MFE program in the future.

Thanks again APalley, Daniel Duffy, Andy Nguyen, Yiwei An, Justine Morgan and others who helped me.
This course is comprehensive for C++ beginner. TA is very helpful. Thanks a lot for TA's comments on my homework.
The course is great in terms of several points. Firstly, the whole course is designed perfectly to learn C++. Secondly, teaching assistance allows students to study faster. Thirdly, it was a real pleasure to join the community of quantnet.com.
I find this course really helpful, especially for someone do not have any C++ programming experiences. It gives a quick training about all the useful stuffs about C++ for financial engineering. My TA, APalley, gives me great support and responds to my questions quickly. Also, the community is great; people are willing to share their opinions and always like to help.
I am very glad to finish this C++ course and get the certificate. Overall I enjoy the online class and I feel it is very convenient to arrange my time and take the conline course as time I am free. The course is very helpful for me to learn many concepts of C++ and I got a lot of practice of programming. Many modules provided are very useful to help me better understand the syntax and structure.
My TA(Avi) is very helpful, he provide response very quickly(mostly less than a couple of hours) and I am very satisfied with his guidance and suggestions.
Another good aspect about this course is there are a bunch of threads about homework discussion on the forum. I can easily find the answer if I have any problem.
Great Course!
Very details description of the fundamental of C++
Cover the idea of object-oriented programming
Application at quant finance at the end
The C++ Programming for Financial Engineer online course gave me a great programming experience. I learned many C++ and programming knowledge that make me confidence to join MFE program this year. This is a highly recommended course. In my opinion, the quality of:

TA: Avi is really helpful, he gave many constructive comments for my Home Works. He also quickly respond to all question I ask in the forum.

Study material: The material covers comprehensive C++ programming, that includes Object Oriented and Generic
Programming. In the level 9, the study material includes topics related to option pricing which are a good introduction for those who will take MFE program. The lecture by Dr. Duffy is very good, although I do not have strong programming background, I could understand all the materials in the lectures.

HW assignment: the best way to learn programming is by developing program. And the home works are very demanding, while on the other hand it helps us to better understand the lecture and get used to C++ programming.

Forum: the forum has wide range of discussions, most of my questions already answered some where in the forum. And when I asked in the forum, Avi, Dr.Duffy, and other members gave quick and helpful responses.
Very useful course! I think I learned a lot through it. TA is always available and the corrections are very fast and detailed.
The forum, while at the beginning I thought wouldnt be of much help,it turned out crucial at certain points to be able to keep going and avoid getting stuck, as you can always find someone who encountered the same problems before.

There should be more courses like this, where you really ""get your hands dirty"" and learn to do stuff for real.
I hold the course in high regard.

Keep up the good work!
This course is excellent and TA is helpful.
Besides, homework is also very useful for getting handling of the materials.
This is my first course in C++, and I feel it is very helpful. TA can answer my question quickly.
The C++ Online Certificate is very helpful. Started from a beginner, I am now equipped with adequate C++ programming skills and I find my way to work on my C++ in the future. Great course.
My TA APalley at QuantNet is very helpful. He reviewed and graded my HW, commenting on my mistakes and helped me improve. When I have non-programming related questions regarding the certificate, I can always consult him as well.
The forum support is very good indeed. People learning this course can share their and learn at the same time by viewing and posting on it.
The course is very helpful in building the basic (and probably intermediate) skills required to learn Quantitative Finance, in summary.
Overall, this was a great course. The course covered a broad array of topics, but also spent adequate time focusing on the more important concepts. As someone who was new to C/C++ and who also has a full time job, I appreciated having the freedom to spend as much or as little time as necessary on a particular topic and to work through the material at my own pace. The videos and instruction by Dr. Duffy were straightforward and his sample code was instrumental in my understanding of material. My TA, Avi was always quick to respond with a helpful answer or question to get me going in the right direction on the assignments. Andy and the rest of QuantNet community have been helpful and supportive throughout the course. I am now much more confidant about my programming skills and would recommend this course to anyone considering a financial engineering program.
Great course!!! I enjoyed being thrown into the deep end of things from the start. It is the only way to quickly learn to swim in the vast C/C++ sea, after all. The task of learning C/C++ was greatly helped by good and graded course material, enlightening exercises, far from trivial quizzes, a thriving online forum and, last but not least, an engaging TA who provided prompt and illuminating feedbacks. I feel that the course provided me with a solid base from which to progress. Thank you Avi and QuantNet!!!
the course is demanding and excellent. The TA is easygoing and available any time.
I had no previous knowledge of c++ and little notion of programming. This course helped me a lot to learn c++. Is very well explained with useful examples, a great forum and an amazing TA who leads you to the answers but doesn't give them to you.
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