C++ Programming for Financial Engineering

It is a valuable learning experience for me. I thought it would be simple, but it is definitely not. The problem sets and forum discussion beat my expectation.

The course is indeed very thorough, and covers object oriented programming in great detail. There is no way one does not learn working with classes, in particular, there’s a great deal of attention on program design so we end up with robust and easier to maintain code: this amounts to learn how to use correctly inheritance, polymorphic behaviour, composition, etc, which is presented remarkably well both in the lectures and in the exercises.

Exposure to Boost libraries is also done at the right level, and it brings awareness to the amount of reusable and important libraries out there. The maxim related to this and highlighted in the course is “do not reinvent the wheel!”

Finally, as real life examples of all the learned material we get a small taste of Options’ pricing via Black-Scholes exact method (heavy use of classes and program design), Monte Carlo method (boost libraries, stochastic equations discretisation), and finite difference method (stress testing and stability).

The discussion forums are also an invaluable tool to learn, with the TA having a strong and ready presence. Overall, this course gave me a C++ level with enough tools to further deepen my C++ code skills if needs be.

I think the first two lecture is not suitable for students who do not have learning experience in C and C++, the knowledge in these two lecture is too little to do the homework. Besides, the codes in lecture 9, to be more specific, the excel import text, cost me two days to modify it to my own pass, it's so time_consuming and meaningless, I think there should be clear instructions for students to find their text and modify the path, which can increase the studing efficiency. Anyway, the overall courses is excellent, I feel that I learn many things from this program.

The course is very good!!
The homework is very tough for me, but it worths me spending time on it.

Yes, it is a great course. I really learned a lot and thank you!

Really a cool course! I have tried to have a glimpse in C++ and I almost gave up in few seconds after opening various big textbooks. But not for this course, with 9 levels HW, each of which told me exactly what the meaning of each syntax is. With the guidance, I have created a lot of tiny interesting projects. Simple maybe, but far-reaching. With the TAs' prompt reply, lots of my why questions can be solved and actually, most of them already exists and need not my posting. After finishing this, I believe I have constructed a rather complete format for C++, which points out where I should fill up and which direction I should move on. Thanks for all TAs' help!

It definitely meet my goal ! I have not only learnt basic knowledge in C++, but its application in handling practical question in the field of quantative finance.

I took this course and the Advanced course in order to meet the prerequisite of MFE program. I am not a CS major and prior to this course, I only had taken one CS course in school so my background in C++ programming was weak. However, this course really helped me to walk through the essence of OOP in C++ and its intersection with Financial Engineering. Recently, I relied on this course to pass a round of quant interview in a French bank which I would not have done so months ago. I cannot thank enough to the feedback that Avi has provided throughout the course.

It totally reach my expectation. Since I had used py , matlab, R before, I swiftly learned the basic C++ syntax. Course concentrates on some critical content of C++ in Financial Engineering, which make this course logically clear and easy to learn. This course can be a good preparation for the one who is going to enter in MFE program, just like me.

The quality of the course is beyond my expectation. TA is very responsible and patient and I learned a lot from the course. I think it meets my original goals！

This course is excellent preparation for the graduate FE program!

i learn a lot of practical using of c++ in finance.

This course give me a overall view about how to program with C++ and there are a lot of practices helping us to improve our abilities to solve the problem in practice.

This course has been very helpful to me and TAs have been doing a good job. The quality of course notes could be further improved.

The course is great, and I can basically handle c++ programming after finishing the course, which is my purpose to take it. And TA's responses are always in time!!!

My goal: To get a certification which shows I've had a cpp course. Since CMU and Baruch MFE need a cpp course explicitly in the applicant requirement (I guess other programs have same requirement whether explicit or not), and I don't have time for one more cpp course in my university.
Meets my goals? Absolutely yes, great course.

Very well-planned.

The most valuable parts of the course are the instructive homework assignments and the unfailing TA support. The lectures, on the other hand, are lacking both in format and in content quality, and could be omitted altogether if your purpose is to learn the practical skill of programming in C++.

This is a top notch course. I found it to be very informative and very well designed. My goal was to brush up on my basics programming skills to better prepare myself for a rigorous MFE program. I am very glad to say that I accomplished that goal, and more. I believe I am a much more complete and skilled programmer now, thanks to this course.
The course teaches the basics of programming and best practices of coding very well. The instructors put a special emphasis on programming best practices (like proper commenting, indentation, code block grouping and so on), which are important to learn and implement from the very start. Learning these best practices are crucial, as they will surely pay dividends to the programmer all throughout their career. The course material and assignments are also very well put together. One must code, and code a lot to get good at it. These materials push the student to do that. The assignments are challenging enough so that the student has to learn more, do their own research, try-fail and try again.
The course is also very well put together, in terms of the material covered. I have taken multiple programming courses before, but I found this one to have the best progression through topics, which is of utmost importance. I believe that a great programming course must have seamless transition between consecutive topics so that the student can get a better grasp of the concepts. Starting from a more advanced feature and moving on sporadically from that towards more primitive features is something that I saw various programming courses do. I find this to be bad practice. This course however starts from the basics, explains each feature/concept very well, points out its advantages & shortcomings; then moves on to a related concept and explains how it can be an alternative. This way, the student can better appreciate and comprehend the features of the programming language.
Lastly but most importantly, the instructor access and support is amazing and elevates the course to a new level. The TAs (Avi Palley, for me) are unbelievably fast and responsive, hence the student does not feel helpless at any point. The forums are also a great tool to learn and discuss material with peers. They simulate a real life classroom environment. Overall, the wonderful work done by the TAs coupled with the camaraderie of the students within the forums makes this course feel like an actual live course.

I have taken courses in R during undergrad and some Coursera courses in Python after work last year, so I initially thought I would be able to handle this course with ease for MFE prereq. However, I would now definitely re-consider myself to be ""pretty new to programming"" after taking this course. Don't take me wrong, it is a compliment. Unlike other more user-friendly languages, C++ indeed has a steeper learning curve but this course handles it well. The course overall is really comprehensive and builds up nicely. Each level starts from the basic, but never ends with just some simple exercises; students, especially for those like me who did not have a systematic CS training background, do have to put in a lot of effort (e.g. average 20+ hours per level, 60+ for L9 for me). Luckily, we have a great forum that we could check and ask questions, and more importantly, we have very dedicated TAs (esp. APalley) who always patiently answer our ""stupid"" questions almost in real time. Needless to say, it is a real pain juggling between work, CFA, and this course, but I indeed feel like gaining a lot of concrete knowledge and more confidence in programming. Maybe I will never be a pure programmer as I could still see myself having a huge distance to catch up with more proficient students, but this experience is really beneficial and worths a lot more than a few Cousera courses combined.

(Disclaimer: For your own good, please do NOT take this course if you are not required or really into C++; you can have a life out there, but you have to go to the moon here, LOL)