Experience:
* A bit hectic by necessity. I knew I needed to finish 4 weeks early to have the course completed in time for my graduate application. I think the course is more than manageable if you have a true 15-16 weeks to split it up over.
* My only coding experience prior to taking this course was a single MATLAB course 8 or 9 years ago. However, I was able to complete the course with distinction with little to no external resources. The homework exercises had a good balance between specificity and openness, and nearly all issues I encountered were already addressed on the forum. Outside of homeworks 6 and 9, all of the assignments can be completed in 1-2 days. Homework 9 brings everything together -- it is very open-ended, utilizes much of the knowledge gained throughout the course, and applies everything to financial applications (options pricing, Monte Carlo, etc.).
* TA feedback throughout the course was plentiful and insightful. It was evident that the TAs actually scrutinize the submissions to assist students in building good coding habits.
* I would highly recommend the course to anyone looking to learn C++. Prospective students can probably expect to spend about 150 hours on the course. Perhaps less if you have more coding experience.
Reason to take the course:
* I took the course to fulfill the C++ requirement for an MFE program.
How I found it:
* I found this via Baruch's Pre-MFE program.