C++ Programming for Financial Engineering

I work for a large insurance company and currently specialize in quantitative risk management. I enrolled in this course to improve my computer programming skills (several of my colleagues have backgrounds in computer science which gives them an edge in my line of work - I came into this course with relatively little programming experience, aside from VBA) and was very satisfied with the results. The course covers a wide range of content in a fairly short time frame and dives deep enough to give the successful candidate a solid foundation for future learning. The course requires a fairly significant time commitment and although TAs are nearly always quick to respond to questions, students should expect to spend a lot of time independently researching topics and thinking critically in order to solve problems.

Provided a solid introduction to general C++ topics and financial applications.

With only some VBA I came basically out of nothing regarding C/C++ and the concept o OOP. This is a great, because demanding and comprehensive course. You have to study the material thoroughly, but the TA assistants always acted with great care and dedication. Their help did not come for free, though. The students have to put emphasis before getting helped out, but this is exactly part of the learning experience. They succeeded, as well as I did in getting started with a sound foundation in C/C++ and OOP. Well done all, including me, and thank you so much.

It has been a rigorous C++ course. Very good quality. TA and forum support have been excellent.

This is an awesome course. Avi is great, he responds timely and very helpful. I followed the quantnet forums a lot and read his comments about exercises which was more than helpful in finishing my exercises. Daniel Duffy's lectures are great. I loved the structure of the course. I also thank my friend for referring me to this course, otherwise I wouldn't have known about this course. All I can say is I am extremely thankful for the people who organized this course. Because there are not many good places where they conduct a course with detail and dedication. This course made a believer out of a non-believer like me.

You guys rock.

It was a great learning experience for me which I enjoyed thoroughly.
This is a good way to learn a tough programming language which seems easy while sailing through this course.
The study material (PDFs,Videos , Forums and conversation with the TA) were exhaustive and well constructed.
I am very confident now of my C++ Skills and will definitely want to leverage the knowledge I got from this course.

Thanks Quantnet and Baruch for coming up with this certificate program.

Regards,
Prasad

The course was an very informative experience. Before the course I was definitely my c++ knowledge was very poor and after I finished the course I feel pretty comfortable with many of the basic fundamentals of computer programming along with some of advanced topics of c++ itself. The TA was a treat to work with and helped me all through the course. The community support was one of the main things that helped give me that little nudge whenever I was stuck. Overall it was a great course and I enjoyed it very much.

Great experience!
The TA, Apalley responds very quickly and is patient.
And it is fantastic that people could discuss the questions on the forum, you could meet a lot of nice people who are willing to helping you.

This is a great course. I entered the course with little-to-no programming experience. However, I have a solid foundation on C++ and I believe this course will be a good start to enter the programming world. My TA Avi is really helpful and responds promptly to any of my quesiton. I really appreciate the communication with Avi and the instructor Daniel. I hope this certificate will help me a lot with my application for MFE. Thanks

TA was perfect in every way. He was kind in replying questions, and grading was fair.

I had almost no prior experience with programming before starting this course and almost thought of dropping out but the tremendous support from my TA and others on the forum encouraged me to keep going!
The course is very well designed program, so well that It is inevitable to learn!
I would like to thank my TA APalley, Professor Daniel duffy who is an amazing, funny and very talented trainer and everyone in quantnet forum for the support.

I used ubuntu till level 8 after which I switched to VS for the excel part. so if you do not like VS (like me), you do not need to use it. I found it to be a lot slower than other IDEs in ubuntu.

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.