C++ Programming for Financial Engineering

It was a great introduction to the C++, and well-tailored to the financial engineering field.

Thanks for offering this course!

I come from a finance background. Thanks to this course, I was able to build up solid knowledge in C++ programming which I only have limited understanding before. For those students who come from non-finance backgrounds, I expect this course to be even more helpful. Below are my comments on the course:

The structure of the course is well designed. I enjoyed every part of it. The video lectures and reading materials are clear, insightful and enlightening, which illustrate all the key conceptions with excellent code examples. The homework is interesting and challenging, which helped me go through all the conceptions taught at each level. The quiz is an awesome tool which enabled me to test my knowledge that might not be solid enough after completing the homework and allowed me to explore even what are not included in the materials and therefore further strengthened my skills in C++ programming.

The forum is one of the most important resources to help me through this course. I found lots of insightful posts from so many talented guys there. I would say it will be impossible to learn C++ in such a short term and get such solid knowledge without those guys' altruistic contribution to the community. I guess that's exactly why this course is not just a certificate but furthermore a community which one should contribute to and could benefit from for good.

I am extremely thankful to my TA. His feedback is always immediate, and his guidance on the course is insightful. He is much tolerant to the tiny mistakes made in the homework such as typos on comments, but very strict on the key issues of each level. His comments on my homework are mostly brief but always focused on the points I missed. I appreciate his method mentoring me, which not only provides me with necessary assistance but also allows me enough space to get through the problems by my own efforts.

Overall, I am satisfied with almost everything in this course, because they are all beyond my expectations!

Dear Prof. Duffy, Avi and Andy,

Thank you very much for conducting this course.

The material covered in this course has been through and extensive and provides the necessary foundations to program more advanced applications in C++. Prof. Duffy has delivered a succinct lecture on theory and practicality issues regarding C++, which combined with his industry expertise, has made it very comprehensive. Although the course limits its financial applications to option pricing, this is only fair as the objective of the program is to learn C++, not learn valuation methods. However, what you will learn is easily applied to other instruments given the tools Prof. Duffy equips you with (Boost, QuantLib). Except for complex derivatives; that you take an MFE program to learn, not this.

TA support has been excellent and prompt despite the timezone difference. You don't really get the impression you're in a distance learning course, as they always seem to be around at all hours.

The course remains challenging, even with programming experience. Despite this, students fresh to programming should not be intimidated as the course assignments have been carefully designed to guide the student. I would recommend this course to anyone who wishes to learn enough C++ to enter a MFE course.

This course is really helpful. I learn a lot from those challenging exercises. I would recommend this program to someone who wants to learn some C++ programming as well as its application to financial modeling.

I really enjoyed the course and learnt a lot in a short space of time. I like the fact that we are constantly tested, which further helps in the learning process. Avi did a great job helping me out.

Wonderful course! I learnt C++ in 3 months, and feel very good about my skills. I highly recommended it to anyone who wants to learn C++.

Prof. Daniel Duffy has been very thoughtful about designing his lectures and notes to deliver the fundamentals of C++ with amazing clarity. Great job, Prof. and I hope you offer a follow on course.

The course was also very well executed. Avi Palley is an awesome TA, and was hugely responsible for the positive experience. Participation in the forum helped a lot in drilling the core concepts of C++ into me.

As I had no experience in programming before this course at all, I am happy with how the way the course structure. It can really equip me with necessary C++. I would suggest this course to anyone :)

It's been good for me to learn this high level programming language, C++ at Baruch. As a totally beginner, I was somewhat afraid to start at the beginning of the course. However, as professor Daniel gave us good lectures, and TA APalley answered to my questions and posted good forum postings, I was able to understand difficult concept in C++ and finally complete the course. Especially APalley's comment and direction helped me to improve my programming skills and move forward in the course. I learned a lot and enjoyed so useful discussion at the forum. Thank you.

Great course, TA is really helpful and can answer questions on time.

The course was rigorous enough to get one thoroughly proficient with C++ for any financial engineering program. It requires diligence and one to invest a reasonable amount of time. I completed the course shy of obtaining the certificate with distinction as a result of not keeping pace with the allotted time in the course once I got to Level 9. The level of professionalism and support from the TA was excellent, not to mention the previous posts which I found to be indispensable on the homework. Having completed this course, I feel extremely confident in my capability to utilize the C++ language in any Financial Engineering program and hopefully in any financial institution. However, it still remains to be seen how well the skills I have learned can be implemented in the future. Overall, I would definitely recommend this course to others.

This was a great experience for me. The lectures from Professor Duffy are concise and very informative. The examples provided are to the point and easy to understand. I liked the structure and organization of the course. The TA was very useful throughout the entire time. His dedication and professionalism is to be admired. He responded on a timely fashion to all the inquires/ questions I had. The forum was a very useful resource. I found a lot of answers there, and I was glad to help other colleagues whenever I could. There was a good spirit governing the forum, which I liked a lot. All the other resources that were made available were very useful too.
Overall, this is a great introductory course to C++ with an emphasis on Computational Finance. It made me like programming more, and made me wanting to continue to learn about Quantitative Finance, which I intend to do.
I am glad I took this course and will definitely recommend others to do the same.

Thank you.

The course was great and the final chapter about computational finance was especially enlightening and exciting. It felt really great that I was able to practice some basic techniques in computational finance using the skills I had picked up.

Was a thorough overview of C++ and how it applies to quantitative finance. Filled in all the gaps in my undergraduate courses.

This is a great online C++ course for people without strong programming background. My major is finance and I started with no previous programming skill. The first level took me more than 2 weeks and Level 2 took me more than 2 weeks as well. But everyone can do well as long as he/she puts effort into it and ask questions on the forum. I highly recommend this C++ certificate to students who want to pursue a master of financial engineering. Professor Daniel Duffy is professional, knowledgeable and helpful. Learning materials is amazing and the last level gives me an understanding of how C++ can be applied tn financial derivatives. My TA is a really good TA, fast response to questions and comments are helpful. In a word, this is a great experience learning C++..

Apalley is very helpful through out the course. He responses quite faster than I expected.

The C++ certificate course is an excellent course. I especially liked the step by step approach. The exercise were from easy to moderately hard. The best thing about this course was the forum and the TA. My TA always responded to my queries. Sometimes other students and our teacher Daniel Duffy also responded. I found the course to be very informative. I had no knowledge of C++ before starting this course. But now after the course I feel confident about C++.

This was one of the most exciting courses I ever took. Special thanks to my TA Avi for all the help. I came into this course with zero knowledge of C++ or any object oriented programming. Now I can safely say that I am at an intermediate level. The homework really gives you hands on experience. I particularly liked the part where we were asked to create our own template. Introduction to BOOST and STL is also presented very well.

This course was a great introduction to C++ and its application to finance. The concepts are introduced logically and flow perfectly into each other. My TA and the forum were both incredibly helpful whenever I had a problem or needed additional information. The last level is excellent, and really ties the course together. Whether you are an experienced programmer in another language or a pure novice; I highly recommend this course to anyone interested in programming C++.

The class is very informative. It'll be good if we have more financial aspect to it.

The quality of the course is very high. By learning this course, I understand well on the basic but important parts of C++, which can help me to further study more other parts or other language by myself in a comfortable way. My TA Avi is excellent. Not only can he answer my questions, but also lead me to the correct direction of thinking process. The forum is a good platform too.
Thanks a lot!