C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,322 reviews

The online C++ Certificate course provides me with not only overall knowledge on C++ but also practial applications to financial engineering. I believe I could acquire all foundational knowledge for computational finance by taking this course. I would like to apply this knowledge to further my own research. My TA always responded to me very quickly. His sound advice helped me to understand C++ concept.
Going through this course has been a great experience, it brought superior knowledge of C++ with a special focus on usefull pieces of STL and boost libraries in a financial perspective.
Firstly, a huge shout-out to Andy and Dr. Duffy for creating such a great course and learning experience.
Another huge shout-out to my TA, APalley, who is very responsive, fair, clear, patient and helpful throughout the course.

I'd highly recommend this course to anyone who would like to learn c++. Not just c++ with a focus on finance.
- Course is well-structured. I am happy that Boost library is included in the course, making our coding more versatile and flexible.
- Course is also easy to follow. Each level prepares you for the next, and you always go back to refresh when you get stuck.
- Video lecture and reading materials are concise and to the point.
- Homework could sometimes be challenging and overwhelming; however, questions are designed to guide you to solve step by step.
- Support you get are primarily from the forum which is a tremendous platform for questions and discussions. Responses from classmates and TA are expeditious and helpful.
- TA is of top quality. The best part I enjoy is the detailed feedback/comments from each homework. This greatly improve my way of coding.
I've had other programming courses, including a C++ class, and this was hands down the most informative, rigorous, and applied class one could take. Frankly didn't expect the level of work involved, but enjoyed the efforts I put in and the sheer magnitude of what I learned. TA and online support were terrific. My TA in particular was excellent at not simply answering a question, but rather guiding to the answer, allowing the student a much more rewarding and informed understanding of the material. Material was also very functional, allowing instant application of lecture concepts which I felt enhanced the course overall. Additionally, programming option call and put pricers along with all their sensitivities was a task every financial professional will enjoy.
This was a wonderful course in C/C++. It truly took from the basics to the advanced. I had very little knowledge of programming coming, and I feel very confident in my abilities coming out.

The forums and the TA were very helpful and courteous, and the division of the course into 9 levels was a very smart method of teaching students.

I would recommend this course to anyone interested in learning a language.
The course covers lots of materials. Better take it seriously and start when enrolled. There are lots of HWs in each level. The HWs made me spent hours of hours coding and debugging. However, I learned alot of C ++ from this intensive coding experience. The forum is a good place for learning and asking questions. I wish I had involved more in the online discussion. My TA was very nice and responsible! His comments were very helpful for me to correct my codes.
In general, this is a great choice if you want to learn C++ online.
The topics covered, although non-comprehensive (as it is quite impossible to cover everything in one course) are selected in a quite balanced way with all key issues being addressed and most topics further discussed in assignments. The first two levels are allocated to C, which gives the student a chance to see where the roots of C++ in the first place where and to have a feel of how C++ is similar to and/or different from C.

A key advantage of this course is the inclusion of Boost library (Level 8) -- a library typically excluded from standard C++ books that can be quite useful in certain applications involving math (statistical modeling, random number generation, linear algebra, etc.) Level 9 further builds on this topic by using Boost in the context of option pricing – a nice application of C++ in finance. Not only Level 9 is a nice opportunity to put almost everything learnt to practice and try to improve one's coding style by categorizing functions into proper classes, it is also the first true experience of writing code based on preexisting codes (there are numerous files provided by Dr. Duffy), which is an important skill in the real world.

One of the true strengths of the course is in its assignments. The assignments build up on one another in a quite thoughtful manner, thereby enabling the student to grasp why things are the way they are. There are also end-of-level quizzes, some of which are quite tricky and useful to enhance the student's understanding of the concepts. These quizzes can also serve as a good source for exam and interview preparations.

Last but not least, the TAs and other students (as well as some current MFE students who actively participate on the forum) are quite helpful in answering questions or posting interesting materials related to the topics. The people involved are all nice, laid-back people that all together make the forum environment quite enjoyable. Here, you often get support from your TA in a timely fashion and can also use their feedback on assignments to enhance your style of coding.

All in all, this course was a great learning experience. It was my first purely online course and one which I truly enjoyed. I highly recommend taking this course to anyone who wants to have a solid first course in C++, especially with financial applications in mind.
Great crash course in C++ and its applications to Financial Engineering. The pace is very fair and the learning curve is steep enough that you learn a lot while not too steep that it makes the course too difficult. TAs are very supportive and answer emails/questions in a timely fashion. The forum structure made it very easy to ask questions or find other users who have asked similar questions.
Through this course, my programming skill has been enhanced. My TA is very helpful.
The C++ for Financial Engineering online course has been excellent for picking up the programming language in the shortest time possible. Being a complete beginner with no coding experience before this, I found the available resources very useful. The TA was also very responsive, usually replying to questions within 24 hours. The content of the course is very relevant for someone who is preparing to enter MFE. Thank you Quantnet!
The arrangement of the course is pretty rational. The C++ course is closely related to quantitative finance, and I have got an impression about how C++ is applied in quantitative finance. The TA and other members on the forum are really helpful. I enjoy the process very much. Thanks a lot!
Course syllabus is reasonable, and is quite beneficial for entry-level as well as advanced learner. Professor and TA are very supportive. It's a great opportunity to gain solid knowledge and practical experience.
This course is very helpful to refresh my programming knowledge and make me more confident in applying for MFE programs. I also had a chance to understand how C++ is used in financial engineering
it is really a great course! I don't have any programming background before I took the course, but I can still learn all the material really fast, thanks to the responsive TA and all the colleagues on the forum.
I really enjoyed this course and learned a lot more than I thought I would. I think it gives you a solid base from which to become even more of an expert. Plus, it finishes with very relevant financial applications and the Boost library. The TA is great and helpful, and the more people use it, the more useful the forums become.
Enrolling in the C++ course was one of the best decisions I have taken in a while. As an individual, I have always wanted to learn how to program in C++ and this course provided me with the platform to learn not only C++ programming but also good programming techniques.

I must admit that as a full time employee who works for 12-hours a day while offshore, this course was very demanding physically and mentally.

However, my TA Avi Palley was particularly supportive and always available when needed. Moreover, the forums for the various levels are riddled with plethora of questions which answer most of the questions a student may have. The lecture notes, video material and sample codes are very informative, and helpful.

In a nut shell, this course provides one with a solid foundation in C++ and programming in general and I look forward to developing myself to be an excellent programmer.
The quality of the course is really good. TA is quite supportive.
As a student seeking to prepare for the study in quantitative finance but not having any formal training in programming, I found that this program is the best one I could turn to in terms of the course topics, settings, and cost. The training is quite intensive and challenging, but exciting and motivating!

The best part of this program is that it gives me a comprehensive training in C/C++ programming in financial applications through homework projects. These projects, which cover wide range of topics from basic data type, control statement, Object Oriented programming, generic programming, to more sophisticated Standard Template Library and boost library enable me to not only learn the syntax and general rules of the language, but also to get insight into its application in financial modeling problems.

The Quantnet community is also making the program more robust! Professor and TAs are always ready to help if I have questions!
This is a rigorous hands on training. At the end of it, one finds himself comfortable with all the major concepts of C++. The inclusion of boost was a nice feature.
Great course.. I entered with zero experience with C++. With the stuff learned from the course, I am now able to write some complicated codes. Definitely a great course for non-CS students. My TA was APalley, he was also great.
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