C++ Programming for Financial Engineering

Overall, this course really brought me up to speed on C++ programming (I have little background on this subject before). It managed to cover a lot of material and let you manage your own pace. The homework for each level really gave me a lot of practice. Feedback from my TA (Avi) and Professor Duffy are really helpful.

I really like level 9 assignment on option pricing program. I think it is really useful for me to prepare for Master in Finance program. Now I can be a little bit more confident with my programming skills.

Glad to be a part of this course! :)

I entered the course with very passing experience in computer programming (several weeks of Java), and from attending a Baruch MFE open house, I had been informed that while taking the C++ certificate would be a huge undertaking given a lack of background and a full time work schedule, that by the end of the course I would be in possession of a solid foundation in computer programming.

Flash forward 16 weeks and I can agree with everything that had been advised and couldn't be more pleased. The course is very demanding and for those with limited coding experience and free time this will take a lot out of most people. I found myself turning over my weekends and nights working through the assignments and readings to gain a better intuition of both Object Oriented concepts as well as Advanced Concepts related to Generic Programming.

The course changes direction multiple times throughout and keeps the learner on their toes. A two week crash course in C leads into the fundamentals as well as more advanced Object Oriented Programming. The next few weeks change direction yet again, allowing the student a thorough grounding in program design using Templates, STL, and Boost Libraries. In my opinion, it is in the latter where the course is its most challenging as well as most valuable. In the final weeks the course wraps up by having the user design a Black Scholes pricer in any way they see fit as well as implement several applications of Financial Engineering, serving as a nice preview of where our new skillset can take us with further practice.

TA support was phenomenal throughout, answers to questions were given usually within 12 hours. The TA went out of his/her way to accommodate my relative skill-level, and as such was willing to give me focused pointers as to how to improve my style as time went on. Seeing my improvements, I was able to build confidence which was paramount as the learning curve steepened throughout the course.

This course is not just a quality introduction to computer programming, but also an excellent indicator of the level of rigor and high level thinking required when pursuing an MFE education. As such it has proven of significant value in more ways than one. With the knowledge gained, students can easily build out their skills in advanced C++ as well as other OOP languages of their own volition with relative ease.

Firstly, I am extremely grateful with what I have learnt from online C++. This comprehensive and elaborate course equips me well with programming skills. It paves my way to future study in financial engineering. Secondly, I could highly appreciate the help from Avi. Avi is very responsive and smart. Every question from mine gets an efficient and effective answer. Finally, the online course makes share of contribution to help me get the admission from MSCF@CMU. Thanks!

The quality of this C++ for Financial Engineering course is impressive. It covers all materials in this domain, especially after introducing OOP programming knowledge, the course provides the boost library brief introduction, which is very important in Financial Engineering practical work.
Furthermore, the TA is responsible. He gives comments for my homework and suggestion to revise the mistakes.
I need to say this course is quite helpful for my future Financial Engineering study.

The C++ certificate is an excellent introductory course into C++ programming. I found great value in the programming assignments and quizzes for each level as it ensures that we're keeping up with the material.

Great course, would really be helpful if there were another C++ offering subsequent to this (e.g. Advanced C++ for FE).

I didn't expect to learn as much as I actually did. The course was informative and my TA was extremely helpful.

This course not only taught me how to use C++ fluently but also opened the door of the world of quantitative finance. Although I'm still at the beginning of this field, it gives me confidence to go further. TA is really nice！ He helped my at any time I need him and always acted as superman to give me correct answer about those seem to be "mission impossible" questions from me.

The course is great. The TA is very helpful.

I like the course and the TA. Thanks.

I had no knowledge of C/C++ at all when I started this program. But now I'm pretty confident in C++! It has been a lot of help for my career!

It is a very challenging course! But the forum users, Andy, and Avi help keeping the motivation up. The goal of getting extra credit for completing the first 4 levels within the first month is another great challenge to keep motivated.
To be able to complete it you have to make sure you understand the material thoroughly and allow at least three weeks to go through level 9.

This is an excellent introductory course. Kudos to Dr. Duffy!!
The course material, especially Lecture videos are really good. My TA was very helpful, quick to respond to queries.
Forums, assignment discussions were very informative. Too bad I couldn't participate as much as I would have liked.
All in all it was a very good learning experience.

I enjoyed the course and TA has been very supportive whenever I need help! Thanks a lot!

The material of this course is well organized. I truly learnt a lot from the course. From a new comer in C++, this course is truly a best way to start. Some of the HW's are challenging. This is the best programming course I've ever known！
My TA, Avi Pally is responsible and always responds to any question quickly and neatly. It is indeed a great help with him around. I like the way that the quiz and HW's combine together. They help me pick up as much as I learnt on that subject.

The online C++ Certificate course provides me with not only overall knowledge on C++ but also practial applications to financial engineering. I believe I could acquire all foundational knowledge for computational finance by taking this course. I would like to apply this knowledge to further my own research. My TA always responded to me very quickly. His sound advice helped me to understand C++ concept.

Going through this course has been a great experience, it brought superior knowledge of C++ with a special focus on usefull pieces of STL and boost libraries in a financial perspective.

Firstly, a huge shout-out to Andy and Dr. Duffy for creating such a great course and learning experience.
Another huge shout-out to my TA, APalley, who is very responsive, fair, clear, patient and helpful throughout the course.

I'd highly recommend this course to anyone who would like to learn c++. Not just c++ with a focus on finance.
- Course is well-structured. I am happy that Boost library is included in the course, making our coding more versatile and flexible.
- Course is also easy to follow. Each level prepares you for the next, and you always go back to refresh when you get stuck.
- Video lecture and reading materials are concise and to the point.
- Homework could sometimes be challenging and overwhelming; however, questions are designed to guide you to solve step by step.
- Support you get are primarily from the forum which is a tremendous platform for questions and discussions. Responses from classmates and TA are expeditious and helpful.
- TA is of top quality. The best part I enjoy is the detailed feedback/comments from each homework. This greatly improve my way of coding.

I've had other programming courses, including a C++ class, and this was hands down the most informative, rigorous, and applied class one could take. Frankly didn't expect the level of work involved, but enjoyed the efforts I put in and the sheer magnitude of what I learned. TA and online support were terrific. My TA in particular was excellent at not simply answering a question, but rather guiding to the answer, allowing the student a much more rewarding and informed understanding of the material. Material was also very functional, allowing instant application of lecture concepts which I felt enhanced the course overall. Additionally, programming option call and put pricers along with all their sensitivities was a task every financial professional will enjoy.

This was a wonderful course in C/C++. It truly took from the basics to the advanced. I had very little knowledge of programming coming, and I feel very confident in my abilities coming out.

The forums and the TA were very helpful and courteous, and the division of the course into 9 levels was a very smart method of teaching students.

I would recommend this course to anyone interested in learning a language.