C++ Programming for Financial Engineering

Being skeptical about the value of an online course, I was surprised to realize this was one of the best courses (also compared to ‘offline’ courses) I ever participated in. Although I had some knowledge of C++ from another course, right from the beginning I could see an improvement, and I could use my newly acquired knowledge at work. The last level gave a good idea of what to expect as a young Quant, i.e. working with someone else’s complicated code, trying to make it work for you, and understanding the trade-off between processing time and accuracy.

Support from the team (Andy Nguyen, Avi Palley, and prof. Daniel Duffy) was of great value for me, and despite the time difference, my work was graded in a timely manner. The course forum was alive all the time, and provided help and answers to many questions I had, or could expect to have.

I would recommend this course to both beginners and intermediate C++ users, without hesitation.

The QuantNet Online C++ Course has been a real eye-opening experience. I previously had some experience with MathLab, VBA, and java. This was my first comprehensive course in a programming language, and from what I've heard from colleagues, it was an indepth one at that. Serving as a crash course in major programming structures, online library resources, and an introductory exposure to Mathematical Finance, this course is a great way from one to put his/her best foot forward stepping into a career as a Quant!

I learned a lot, although I had some frustrations with the early levels and didn't feel that the progression of subject matter fully made sense. I didn't feel that the final exam was a good test of programming ability, as it seemed to target knowledge of programming trivia rather than programming skill/good programming practice. It is understandably difficult, however, to have a quick exam that would target the correct skills, and the requirement for some kind of an exam makes sense for an online course.

The course not only helped me to refresh my C++ skills but also helped me to explore new topics like Generic Programming ,STL,BOOST Libraries,applications in Option pricing.The exercises given are thorough and really helped me to get my hands running on the code. TA APalley's diligent help all throughout the course was priceless.After this course I feel confident in programming with C++ .

I learned a lot during the program. I had a very light experience with C++ in the past, but these lectures and exercises complimented with the community support ingrained a deep fundamental and applicable understanding of software development via C++ with a focus on finance. Thanks APalley!

Overall, this course really brought me up to speed on C++ programming (I have little background on this subject before). It managed to cover a lot of material and let you manage your own pace. The homework for each level really gave me a lot of practice. Feedback from my TA (Avi) and Professor Duffy are really helpful.

I really like level 9 assignment on option pricing program. I think it is really useful for me to prepare for Master in Finance program. Now I can be a little bit more confident with my programming skills.

Glad to be a part of this course! :)

I entered the course with very passing experience in computer programming (several weeks of Java), and from attending a Baruch MFE open house, I had been informed that while taking the C++ certificate would be a huge undertaking given a lack of background and a full time work schedule, that by the end of the course I would be in possession of a solid foundation in computer programming.

Flash forward 16 weeks and I can agree with everything that had been advised and couldn't be more pleased. The course is very demanding and for those with limited coding experience and free time this will take a lot out of most people. I found myself turning over my weekends and nights working through the assignments and readings to gain a better intuition of both Object Oriented concepts as well as Advanced Concepts related to Generic Programming.

The course changes direction multiple times throughout and keeps the learner on their toes. A two week crash course in C leads into the fundamentals as well as more advanced Object Oriented Programming. The next few weeks change direction yet again, allowing the student a thorough grounding in program design using Templates, STL, and Boost Libraries. In my opinion, it is in the latter where the course is its most challenging as well as most valuable. In the final weeks the course wraps up by having the user design a Black Scholes pricer in any way they see fit as well as implement several applications of Financial Engineering, serving as a nice preview of where our new skillset can take us with further practice.

TA support was phenomenal throughout, answers to questions were given usually within 12 hours. The TA went out of his/her way to accommodate my relative skill-level, and as such was willing to give me focused pointers as to how to improve my style as time went on. Seeing my improvements, I was able to build confidence which was paramount as the learning curve steepened throughout the course.

This course is not just a quality introduction to computer programming, but also an excellent indicator of the level of rigor and high level thinking required when pursuing an MFE education. As such it has proven of significant value in more ways than one. With the knowledge gained, students can easily build out their skills in advanced C++ as well as other OOP languages of their own volition with relative ease.

Firstly, I am extremely grateful with what I have learnt from online C++. This comprehensive and elaborate course equips me well with programming skills. It paves my way to future study in financial engineering. Secondly, I could highly appreciate the help from Avi. Avi is very responsive and smart. Every question from mine gets an efficient and effective answer. Finally, the online course makes share of contribution to help me get the admission from MSCF@CMU. Thanks!

The quality of this C++ for Financial Engineering course is impressive. It covers all materials in this domain, especially after introducing OOP programming knowledge, the course provides the boost library brief introduction, which is very important in Financial Engineering practical work.
Furthermore, the TA is responsible. He gives comments for my homework and suggestion to revise the mistakes.
I need to say this course is quite helpful for my future Financial Engineering study.

The C++ certificate is an excellent introductory course into C++ programming. I found great value in the programming assignments and quizzes for each level as it ensures that we're keeping up with the material.

Great course, would really be helpful if there were another C++ offering subsequent to this (e.g. Advanced C++ for FE).

I didn't expect to learn as much as I actually did. The course was informative and my TA was extremely helpful.

This course not only taught me how to use C++ fluently but also opened the door of the world of quantitative finance. Although I'm still at the beginning of this field, it gives me confidence to go further. TA is really nice！ He helped my at any time I need him and always acted as superman to give me correct answer about those seem to be "mission impossible" questions from me.

The course is great. The TA is very helpful.

I like the course and the TA. Thanks.

I had no knowledge of C/C++ at all when I started this program. But now I'm pretty confident in C++! It has been a lot of help for my career!

It is a very challenging course! But the forum users, Andy, and Avi help keeping the motivation up. The goal of getting extra credit for completing the first 4 levels within the first month is another great challenge to keep motivated.
To be able to complete it you have to make sure you understand the material thoroughly and allow at least three weeks to go through level 9.

This is an excellent introductory course. Kudos to Dr. Duffy!!
The course material, especially Lecture videos are really good. My TA was very helpful, quick to respond to queries.
Forums, assignment discussions were very informative. Too bad I couldn't participate as much as I would have liked.
All in all it was a very good learning experience.

I enjoyed the course and TA has been very supportive whenever I need help! Thanks a lot!

The material of this course is well organized. I truly learnt a lot from the course. From a new comer in C++, this course is truly a best way to start. Some of the HW's are challenging. This is the best programming course I've ever known！
My TA, Avi Pally is responsible and always responds to any question quickly and neatly. It is indeed a great help with him around. I like the way that the quiz and HW's combine together. They help me pick up as much as I learnt on that subject.