C++ Programming for Financial Engineering

The course consists of high quality with respect to content and organization. It is a good preparation for continued learning C++.

The attention of my TA (Avi) has been excellent. Very accurate corrections in the code, very fast in the correction of the exercises and always available to answer questions. Excellent teacher.

Quantnet support is very good. Andy has always been available to answer my questions immediately and with great quality.

It's a wonderful course, that I gain a lot knowledge about C++, which I think it should be really helpful. Thanks my TA, simon, for helping me with this course.

The course was very good and I learned quite a bit ,more than any introductory course at a university. Its nice learning from someone (Dr. Duffy) who is involved in the financial industry as well.

My TA was very good, he always responded to questions and provided grading very quickly. The forum to ask questions was also very useful. It would have been much harder and taken much longer to finish assignments without it. It was also useful because you can the see the different ways to implement a solution to a given problem.

This has been a very rewarding process. There were times when coding drove me near the edge of sanity. But the outcome is so much worth it!

This is a great course for learning fundamentals in C++ and applications to option pricing. The lessons on how to use boost library (especially the smart pointers in boost) are really well done. My TA, APalley, provided extremely quick and pertinent responses to my questions. Furthermore in the forum and the C++ course forum, we can have interesting discussion on how to improve our code. I would recommend this course to anyone who needs to boost their programming skills in C++ and in OOP. I would also recommend this course to anyone to want to start an MFE.

Quality of instruction is certainly one of a kind. The various tools available for students to learn the course material i.e. Videos, PDFs, Forums, TA private messages - catered to everyone's learning style. Even after having prior knowledge of C++, I found the course to be challenging and reinforcing. I would recommend the course for anyone interested in the Quantitative Finance.Great course, I really enjoyed it a lot, learned even more. It touched the generalities of the capabilities of a programmer in terms of C++, without loosing scope and the little details. Video lectures where not my thing, I read more to be honest, but I liked the idea of learning on my own too. The forum is a great tool, there you can interact with others, ask questions and contribute to others as well. My TA (avi) did his best to answer all my questions, in a short time.

In general, very roboust for such a short time.

1. This course is very helpful and greatly valued. It has taught me the core concepts in C++ so that now I have a solid understanding for further programming studies.
2. I must say, the forum, the TAs are very good! The forum provides a place for us to communicate through the problems and things we have learned in the course while the TAs are just like our C++ expert friends.
3. I would definitely recommend it!

This course has improved my c++ knowledge a lot!! Thanks Andy, Avi and Daniel Duffy for being so helpful during the course.

Very good course on introduction in C/C++ programming. The material provided (video lectures, and pdf) are sufficient for most of the course however a considerable amount of self resarch on some topics must be done to cover up some gaps. The discussion forums provided to be really helpfull specially on the homeworks, where we can use help from either other students or from TA's and even Professor Duffy himself. To summarize the course achieve the goal to give a foundation in C/C++ programing for students that are going to apply for a MFE, and makes a introduction in a range of financial applications that can be made with C++.

This is a great course for learning solid fundamentals in C++ and the basics of option pricing. I came into the course with almost no programming knowledge (a little bit of R/S-Plus) and left with a wide range of C and C++ knowledge that will help me earn an MFE. My TA, Avi, provided extremely quick and thorough responses to most questions I had, and the rest of the QuantNet community was very helpful as well. I would recommend this course to anyone who needs to boost their programming skills prior to starting an MFE.

It is a great learning experience, and it was more than I expected.

I took the online C++ course as a developer with 3 years experience working with non object oriented languages. I worked full time throughout the course and I thoroughly enjoyed it. The fact that all of the lectures are available on my laptop whenever I have time to study is exactly what I needed. I think that Dr. Duffy concentrates on exactly the most relevant areas of C++. Specifically, I think the focus on generic programming, STL and boost libraries is perfect for those hoping to apply what they learned in a financial institution. Given that this course assumes no prior knowledge of programming, I think it is a very steep learning curve but it pays off.

A great course that I would certainly recommend to others.

Quality of the course:
Overall, an engaging and challenging course both in terms of content and the workload. Dr. Duffy managed to explain the difficult concepts well which greatly facilitated learning. It also helped that he was intimately knowledgeable of numerical analysis and C++ as applied to financial applications - I learned more than just programming! The rigorous nature of the assignments also served to reinforce learning through practical application. I liked the portion on STL and Boost, which were the unique points of the course for me compared to similar courses.

TA:
Avi Palley, my TA, was tremendously helpful in being attentive to questions and providing guidance. The quality of his support has been instrumental in facilitating learning of a new programming language. It was a pleasure learning from and interacting with Avi!

Support:
I liked the direct interaction with fellow students, graduates of the course, TAs, and Dr. Duffy through the forum platform. This was one main avenue of support which I thought was rather effective.

This C++ course has been an overall great experience. I have learned a lot of material and felt as though my programming skills were continuously developing as I progressed through the levels.

Andy, Dr. Duffy, the TAs and other students provide excellent support (at all hours of the day/night!) when needed. The video lectures were clear, to the point, and informative enough to help me get through the upcoming homework exercises.

I thoroughly enjoyed this course and highly recommend it to anyone looking to develop their C++ skills.

This was a very exciting and useful class. Graduating from a degree in Computer Graphics, I am going to do my masters next year in Computer Science. This course was a perfect introduction to the advanced features of C++. Lectures were clear, very well paced and the assistance of the TA and the whole quantnet comunity was very useful. I would recommend this course to anyone who want to get more advanced knowledge of C++ and OOP.

I liked the certificate. I enjoyed learning C++ and I think that Dr. Duffy is a talented teacher. Vadim is a really good, supporting TA: I really liked his honesty and the fact that he was a MFE graduate with real world experience. I found his opinions about the schools MFE and the finance world enlightening.

For me, the biggest gain is a serious desire to learn more about C++ and programing after the certificate. I guess that's really a success!

The course was well structured and well taught, I particularly liked how we build on our homework sets as we progressed through the modules. The continuity certainly helps with understanding the material better. I took the course from a location 12hrs ahead of NY, and the time difference was never a problem as I made good use of the forums.

I had almost no programming background coming into the course - if I can do it, anyone can!

The TA is very helpful. The quality of the course is great. Even though I had some previous programming experiences in C in Matlab, I learnt a great deal from this course.

Very well rounded course that covers most of the C++ concepts that a financial engineer would need. Feeling really comfortable to price derivatives and create programs that are structurally correct and efficient. I would recommend to anyone that is interested in a hard core language that combines control of the system and advance implementation of financial algorithms. Great work Prof. Duffy, Andy, Simon (my TA), the rest of the TA's and the community that supported the question of all the students.

I was really impressed with the quality of this course. It managed to cover a whole lot of material. The only way to learn how to program is by doing lots of programming, and learning from your mistakes. The homeworks at each level make sure you get in a lot of practice. Feedback from TA/forum helps you learn from your (and other people's) mistakes.

My TA (Avi) was very responsive, usually getting back to me in a few hours.