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C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,321 reviews

This course provided me with valuable lessons that I will forever remember. The TA and discussion forums supported me in this process. I enrolled in this course to learn C++ at an accelerated pace for work.
The course has greatly helped me develop C++ skills, which I'm sure will benefit my professional career. The combination of the enjoyable lectures by Prof. Duffy, the timely assistance received from the TAs, and the community in the forums provides the right environment to learn a complicated topic like C++ and its applications. The structure of the homework assignments, which strike the perfect balance between teaching new concepts and offering challenging problems, ensures that you gain both theoretical knowledge and practical experience.
I found the course by chance and decided to take it after researching the reviews. My biggest reason to join is to refresh my C++ knowledge and reinforce the areas that I was weak at (e.g., generic programming). What I like most about the course is how the exercises are structured. The exercises guided me to design something from scratch and add more features throughout several levels. This approach is much better than throwing many exercises that are not connected to each other at course participants.
Great experiences! Led to to the C++ world and built my skills for further possibility.
Overall a fast-paced and comprehensive introduction to C++ with strong emphasis on foundamental concepts of programming and code applications.
I work in the financial industry, and I know it's critical for me to build a solid foundation on programming knowledge and skills. Fortunately, this program offered me such opportunities.
I found the course very complete, the C++ programming concepts plus the exercises throughout the course gave me the security and confidence to understand them in a deep way and say that I know C++.
I found the course on quantnet and their testimonials convinced me, if someone wants to learn C++ in an accessible and correct way they should take the course
This course was very useful in getting a breadth of understanding of not only C++ syntax and code structure but also general design and programming principles. I thoroughly enjoyed the course and would recommend it to other MFE candidates in the future. I would also like to especially thank Dr. Duffy and Avi for the wonderful experience.
Liked level 9 part A. I took this course to help with my career switch from Software Engineering to Quant Developer/Research. I think this course is a good graduate course and on par with other graduate course I have taken as well. However, to truly understand this material I think the student needs to have some form of programming experience and maybe some knowledge of computer architecture to appreciate the content.
I learned the basic syntax of C++, OOP, and the implementation of C++pricing related to financial engineering in this course. I received a lot of help and guidance from the teaching assistant during the process, and gained a lot.
This course is really helpful, the lectures and the notes can make me understand C++ more. And with the help of TA, my questions can be replied in time. In a word, really amazing experience!
The general experience is awesome! greatly helped me learn basic C++ and it’s financial application
The C++ course is amazing! I really recommend anyone who needs a background of c++ to take the course.
I could tell why the course is famous and recommended by the renowned MFE programs. The homework questions are well-organized and extremely helpful in learning important C++ concepts. Although the homeworks were challenging for me, as a beginner in C++, I found the time investment worthwhile and I believe they will be valuable in pursuing my career in quant finance. I wholeheartedly recommend this course to anyone interested in learning C++.
I found this course while I was preparing the Baruch MFE application. At first, I just took it as a prerequisite course to help me get into the Baruch MFE. Although I didn't get accepted, I found this course really helpful in providing me with basic/important C++ knowledge as well as its application in Finance. I became more interested in Coding!!! I love it so much. I also want to give a big thank you to TA Avi as she gives detailed comments for every assignment.
The course was recommended to me by a senior in university who previously took it and went on to a top MFE program. Following his steps, I am trying to strengthen my programming skills and prepare for quantitative programs by taking this course.

The course material is comprehensive and TA's response is quick. I feel the forum information is very helpful as well.
Reviewed by Verified Member
Really enjoyed the interaction with TA and the problems were challenging but not undoable. Course materials presented in an intuitive and comprehensive manner.
This course is great for students who has learned Python and some basic knowledge of programming. Since all materials are very basic and clear, we can follow the course step by step. After each level, there will a quiz to test if you really grasp the knowledge and it is also the key for next level. This design is perfect! Most important is our TA Avi and the good use of forum. Once we have problem, we can immediately find similar questions on forum or we can just post new thread and wait for TA and other students' reply within couple of hours which is efficient.
Overall, the experience is wonderful here!
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.
The reason I took the course is to prepare myself building quantitative finance tools. The course helped me with understanding the object-oriented programming as well as other paradigms. I highly recommend it to those that want to learn C++ in a rigorous way.
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