C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,322 reviews

I was able to get a solid background in C++ and options modeling very quickly. It would have taken me at least a year to get this far on my own. The introduction to exact, finite-difference, binomial method, and Monte-Carlo techniques was extremely valuable. Avi, my TA, provided feedback usually within a half a day. He did an outstanding job. Professor Duffy was very accessible online as well. I appreciate Professor Duffy's mathematical knowledge and expertise in the option modeling techniques.
Great course! I learned a lot more than I previously thought. TA is always available. The homework discussion posts on the course forum, in which Prof. Duffy and TAs have answered many many questions, are greatly helpful.
I am glad to be one of the first group of students for this valuable course and finally finished it. This course is a good fit for me with not much programming experience and no OOP background, because the course teaches C++ from the ground up. It is well organized and covers a broad range of topics in c/c++. The best thing about the course was: what I have learnt and gained in completing the programming assignments which cover most areas taught and are challenging.

My TA was helpful throughout the whole course. He always responded my question quickly and gave me advice about how to improve my solution.

The support provided by Quantnet is good too. The online discussions forum helped me a lot when I was doing the assignments.

- Overall I enjoyed the course. Andy Nguyen of QuantNet has been very quick in responding with any issues relevant to the course.
- The original version of Level 9 exam material was greatly disproportionate in terms of effort compared to all levels before it combined. It took me 1 month trying to understand and navigate through the material and made very slow progress. The updated version corrected appropriately this disparity.
- Dr Daniel Duffy has been helpful. Please see suggestion section on proposed improvements.
- Overall my TA has been less responsive and proactive than I would have preferred. I would have appreciated more involvement from him in the public forums when I raised questions and/or privately.
- The forums have been a good medium to interact with other students and others.
I think the course syllabus is very strong and the homework load is quite intense, which is a great thing. Also, the last part of the course provided a close insight into financial engineering applications in OOP.
And special thanks to my TA Alan, who was extremely helpful and gave me a great piece of advice even beyond the scope of the course.
The course was generally effective and my TA was excellent. The focus on finance, applications, and actually programming made it a great learning tool for me. I found all responses to inquiries prompt, and all advice sound. My suggestions in the next section are mostly in regards to structure and content; not delivery or service.
This is a very good C++ course. Since I was a new programmer in C++, and my TA and Prof Duffy gave me a lot of help on programming. My TA Alan is a very good TA, he is nice and patient, he also answer my question in time and grads my home work with helpful suggestion not only on the homework itself but also advice on programming in C++ in general. So in general, this is very good and helpful class.
The course was great. I learned a lot. My TA Alexei has been awesome throughout. I never expected such a huge amount of work from his side. He gave me detailed description of my commenting styles, errors, ways I could improve my code etc. Glad to be a part of Quantnet!
I thoroughly enjoyed the course and found the material both insightful and compelling. My TA, Vadim Nagaev, was a great resource and provided me with top-quality help.
The course provided a great outline of what a programmer can do with C++. The topic areas are brief, to the point, and distributed into 9 levels. Each level has video lectures, homework assignments, and its own forum for students to ask questions. The instructor conducted a precise walk-through on each lecture, again, brief and to the point. My assigned TA was tremendous in given feedback and pointing me in the right direction.
I enjoyed this course and the challenging assignments. I now feel much more comfortable with C++, than before I took the course. In my opinion though, one without prior programming experience may find this course on the very difficult side. If that's the case, I would suggest making good use of the forums in each level. Your hard work would certainly be rewarded later on.

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