C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,305 reviews

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
The C++ course equipped me with proper programming background to be success in quantitative finance applications.
Recommend
Yes, I would recommend this program
Avi Palley is my TA, he is really a responsible teacher. For each level, he can always give me a lot of good and pertinent suggestions. Once you follow these suggestions, you will get improved and be on the right track.
Recommend
Yes, I would recommend this program
This was an interesting and challenging course. I found the structure of the program to be very straightforward and there was a natural progression through the different features of C++. The video lectures and notes were useful and they explained the topics in a good manner. My TA was always very helpful when I was stuck on a problem. I also found the forums to be of great assistance when solving the exercises. I would recommend this course to anyone interested in improving their programming abilities and learning about how to use C++ in financial applications.
Recommend
Yes, I would recommend this program
The hierarchy of the course is really nice structured, leveling up is neither so hard nor accessible without any endeavor! The time duration is stretched up to more than 3 months which is reasonable yet not giving you so much dillydallying..
I like how serious this course is, the studying ambience on the #Quantnet forum is benign: not so intimidating nor frigid.
There surely a lot of homework which sometimes could make you a little anxious(but no xanax needed, if you have to ask); good thing is TA is easily reached and responds almost instantly, my TA was Avi who may seem nonchalant but actually very nice, helpful and responsible; plus when you ask questions on the forum, Dr. Daniel Duffy and Andy Nguyen would occasionally jump in to help you out, which makes you feel not totally not-interacting with the professor in the video.
The contents are exactly like in the syllabus, it goes from C,C++,Generic Programming/STL,Boost library,last but not the least, financial applications. IMHO It's suited for people who don't have so much programming background or have left programming for a while but want to pick it up.
In a nut shell, this is a very worthy course if you are serious about what you are doing and what you are about to do, school, work, career, future etc.. Good luck and have fun!
Recommend
Yes, I would recommend this program
This course is really great! It helped me to master C++ in the shortest time. It is very helpful for interviews. Thank you very much for TA. I would suggest this course to everyone who are interested in being a quant.
Recommend
Yes, I would recommend this program
The course is great! I really comfortable with C++ programming now. Thanks for this course, I don't afraid of programming any more. This is really the course for computational finance!
Recommend
Yes, I would recommend this program
In the beginning I found the course difficult because I didn't know anything about C++ or computer programming . As I'm planning to apply to MFE programs, I needed to fill this gap. So I had to choose between local courses and entering into the new experience of this on-line program. The first lessons were very hard and I had to spend many hours on them, but it was really worth it. I learned basic and some advanced programming techniques. Moreover, it was a pleasure to work with the support of the TAs and other students. I have built myself a hub of programming and financial engineering knowledge, and have become a fan of quantnet.com. More importantly, this course has woken up my interest to keep on learning more programming.

Special mention to Avi Palley (my TA) and Trev who answered all my question and more, in a timely fashion.
Recommend
Yes, I would recommend this program
The contents of the course really help you understand the C++ language. The forums and the feedback from the TA have been very helpful in order to complete the course in a limited period of time for me that I work full time.
Recommend
Yes, I would recommend this program
This course is absolutely phenomenal. Mr.Duffy's presentation is professional, easy-understanding and lively. The course offers everyone a chance to learn C++ from the very beginning to having the ability to solve some computation finance problems. Avi, the TA, is always there to help and quite knowledgable. Really recommend it to all who wish to have a future career path in financial engineering.
Recommend
Yes, I would recommend this program
It's a relatively difficult course/seminar for people who has no experience in programming - but it's still worth it.
Recommend
Yes, I would recommend this program
I like this course overall. The homework is intense but really helpful. I really want to thank Andy for his quick response to any issues, my TA Avi for his guidance and comments on my homework, and super active member Avi for his help.
Recommend
Yes, I would recommend this program
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