C++ Programming for Financial Engineering

The quality of the course is good and the homework helps to learn. The TA is knowledgable and grades fast.

The lecture videos are not well-organized. They are too long for the quantity of information that they include. They could be much more efficient by splitting them into smaller, self-contained and ""to the point"" units, see the example of MOOCs.

It was very common that the questions in homework were not clear. The questions/problems should be clarified. There are many clarification questions in the forums that could give some guidance for making the questions more clear. If one wants to know exactly what is asked in the homework they have to go through most of the forum to find the clarification answers of the TAs. This takes long and is not productive time.

The homework grading was not always in line with the lecture notes/sample code. For example, at level5 Payoff.h & CallPayoff.h sample code the virtual keyword is not used in the derived classes but points were taken off for the same reason in the homework. Other similar minor cases also exist. Of course this does not make a big difference except if someone is looking for a high grade or if he is in the limit of passing the course.

In conclusion, I learned many things in this class but I spend much time that was not productive. It could be more efficient.

The TAs were uniformly helpful! Thank you so much for all the support.

I am really happy with this course. TA responds really quick and professor provides high quality and clear lecture. Forums are really helpful.

The course provided a solid introduction to C++ and its applications to quantitative finance. My TA, Avi, was superb. The forums (and StackOverflow) resolved every issue that arose during my coursework.

Good course. TAs were very responsive although terse at times. Learned a lot but feel I could've learned more.

I have my final exam today and finally complete the whole course.

First, I do enjoying programming when I finished every level exercise and saw my program compile and run well. Before registering this course, I have learnt a little C when I was a sophomore, but I still found it is struggling to pass first two levels. The STL, Boost and financial application parts are special, which I think would help me become a better programmer.

Second, thanks to Prof. Duffy. It is a demanding and high quality course. The course is well designed and I really learn a lot through the videos and the exercises.

Last but not the least, I want thank TAs, especially for Avi Palley. Their helpful and prompt assistance make this course more rewarding.