C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,305 reviews

The course covers lots of materials. Better take it seriously and start when enrolled. There are lots of HWs in each level. The HWs made me spent hours of hours coding and debugging. However, I learned alot of C ++ from this intensive coding experience. The forum is a good place for learning and asking questions. I wish I had involved more in the online discussion. My TA was very nice and responsible! His comments were very helpful for me to correct my codes.
In general, this is a great choice if you want to learn C++ online.
Recommend
Yes, I would recommend this program
The topics covered, although non-comprehensive (as it is quite impossible to cover everything in one course) are selected in a quite balanced way with all key issues being addressed and most topics further discussed in assignments. The first two levels are allocated to C, which gives the student a chance to see where the roots of C++ in the first place where and to have a feel of how C++ is similar to and/or different from C.

A key advantage of this course is the inclusion of Boost library (Level 8) -- a library typically excluded from standard C++ books that can be quite useful in certain applications involving math (statistical modeling, random number generation, linear algebra, etc.) Level 9 further builds on this topic by using Boost in the context of option pricing – a nice application of C++ in finance. Not only Level 9 is a nice opportunity to put almost everything learnt to practice and try to improve one's coding style by categorizing functions into proper classes, it is also the first true experience of writing code based on preexisting codes (there are numerous files provided by Dr. Duffy), which is an important skill in the real world.

One of the true strengths of the course is in its assignments. The assignments build up on one another in a quite thoughtful manner, thereby enabling the student to grasp why things are the way they are. There are also end-of-level quizzes, some of which are quite tricky and useful to enhance the student's understanding of the concepts. These quizzes can also serve as a good source for exam and interview preparations.

Last but not least, the TAs and other students (as well as some current MFE students who actively participate on the forum) are quite helpful in answering questions or posting interesting materials related to the topics. The people involved are all nice, laid-back people that all together make the forum environment quite enjoyable. Here, you often get support from your TA in a timely fashion and can also use their feedback on assignments to enhance your style of coding.

All in all, this course was a great learning experience. It was my first purely online course and one which I truly enjoyed. I highly recommend taking this course to anyone who wants to have a solid first course in C++, especially with financial applications in mind.
Recommend
Yes, I would recommend this program
Great crash course in C++ and its applications to Financial Engineering. The pace is very fair and the learning curve is steep enough that you learn a lot while not too steep that it makes the course too difficult. TAs are very supportive and answer emails/questions in a timely fashion. The forum structure made it very easy to ask questions or find other users who have asked similar questions.
Recommend
Yes, I would recommend this program
Through this course, my programming skill has been enhanced. My TA is very helpful.
Recommend
Yes, I would recommend this program
The C++ for Financial Engineering online course has been excellent for picking up the programming language in the shortest time possible. Being a complete beginner with no coding experience before this, I found the available resources very useful. The TA was also very responsive, usually replying to questions within 24 hours. The content of the course is very relevant for someone who is preparing to enter MFE. Thank you Quantnet!
Recommend
Yes, I would recommend this program
The arrangement of the course is pretty rational. The C++ course is closely related to quantitative finance, and I have got an impression about how C++ is applied in quantitative finance. The TA and other members on the forum are really helpful. I enjoy the process very much. Thanks a lot!
Recommend
Yes, I would recommend this program
Course syllabus is reasonable, and is quite beneficial for entry-level as well as advanced learner. Professor and TA are very supportive. It's a great opportunity to gain solid knowledge and practical experience.
Recommend
Yes, I would recommend this program
This course is very helpful to refresh my programming knowledge and make me more confident in applying for MFE programs. I also had a chance to understand how C++ is used in financial engineering
Recommend
Yes, I would recommend this program
it is really a great course! I don't have any programming background before I took the course, but I can still learn all the material really fast, thanks to the responsive TA and all the colleagues on the forum.
Recommend
Yes, I would recommend this program
I really enjoyed this course and learned a lot more than I thought I would. I think it gives you a solid base from which to become even more of an expert. Plus, it finishes with very relevant financial applications and the Boost library. The TA is great and helpful, and the more people use it, the more useful the forums become.
Recommend
Yes, I would recommend this program
Enrolling in the C++ course was one of the best decisions I have taken in a while. As an individual, I have always wanted to learn how to program in C++ and this course provided me with the platform to learn not only C++ programming but also good programming techniques.

I must admit that as a full time employee who works for 12-hours a day while offshore, this course was very demanding physically and mentally.

However, my TA Avi Palley was particularly supportive and always available when needed. Moreover, the forums for the various levels are riddled with plethora of questions which answer most of the questions a student may have. The lecture notes, video material and sample codes are very informative, and helpful.

In a nut shell, this course provides one with a solid foundation in C++ and programming in general and I look forward to developing myself to be an excellent programmer.
Recommend
Yes, I would recommend this program
The quality of the course is really good. TA is quite supportive.
Recommend
Yes, I would recommend this program
As a student seeking to prepare for the study in quantitative finance but not having any formal training in programming, I found that this program is the best one I could turn to in terms of the course topics, settings, and cost. The training is quite intensive and challenging, but exciting and motivating!

The best part of this program is that it gives me a comprehensive training in C/C++ programming in financial applications through homework projects. These projects, which cover wide range of topics from basic data type, control statement, Object Oriented programming, generic programming, to more sophisticated Standard Template Library and boost library enable me to not only learn the syntax and general rules of the language, but also to get insight into its application in financial modeling problems.

The Quantnet community is also making the program more robust! Professor and TAs are always ready to help if I have questions!
Recommend
Yes, I would recommend this program
This is a rigorous hands on training. At the end of it, one finds himself comfortable with all the major concepts of C++. The inclusion of boost was a nice feature.
Recommend
Yes, I would recommend this program
Great course.. I entered with zero experience with C++. With the stuff learned from the course, I am now able to write some complicated codes. Definitely a great course for non-CS students. My TA was APalley, he was also great.
Recommend
Yes, I would recommend this program
Excellent course, very well structured. The combination of exercises, quizzes and forum is very helpful to effectively learn to use C++. I’d recommend it to anyone interested in modeling derivatives in C++.
Recommend
Yes, I would recommend this program
The course was very helpful as an introductory class to c++ usage in financial engineering.
My TA and support was great. Highly recommend for people with no background in c++ or
want to learn its application to finance.
Recommend
Yes, I would recommend this program
Me as a Brazilian undergraduate economist didn't have a good programming background. This program taught me almost everything I need to start programming financial applications. This is a well-structured course with a lot of exercises to practice your new knowledge. I highly recommend this program for anyone who wants to know more about the word of quantitative finance.
Recommend
Yes, I would recommend this program
I would say the quality is superb. After the course I feel I am comfortable with the C++ language.
I had one introductory C++ course in my university before this course, but it covered less than the first 3 levels of this course. This shows how comprehensive this course is, but I would also say people without previous programming knowledge would find it much tougher and require more time to finish the course.

This course itself is well structured and allow me to learn step by step, from the basic syntax to building applications for option pricing.

My TA Avi was very helpful and gave quick response to my homework submissions. I learned a lot from his detailed feedback, which helps me improve aspects from the logic and efficiency, to comment and coding style of my code, not just focusing on whether the desired output is achieved.

The forum is a good tool. Almost every problem encountered have been asked by others and answered in detail. It certainly helps a lot in getting the problem quickly solved.
Recommend
Yes, I would recommend this program
The pre-MFE C++ certificate seminar was challenging but very rewarding and practical. It is a hands on course. As I looked back, I realized how much I learn in a short amount of time. It helped me develop a desire to improve my C++ skills even more, while learning other computer languages and their applications in the real world. The discussion boards were informative and precise, and the TA's were helpful and replied promply. It was worth the time and effort I put into it.
Recommend
Yes, I would recommend this program
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