C++ Programming for Financial Engineering
The premier C++ course tailored for individuals pursuing quantitative masters degrees, covering essential topics and applications in quantitative finance.
- Recommended by admission officers from top MFE programsC++ Programming for Financial Engineering
The premier C++ course tailored for individuals pursuing quantitative masters degrees, covering essential topics and applications in quantitative finance.
- Recommended by admission officers from top MFE programsCourse Details
- Location
- Online
- Length
- 16 weeks
- Times
- Self-paced
- Cost
- $1,450
Overview
Our "C++ Programming for Financial Engineering" certificate has propelled thousands of graduates into top-ranked quantitative finance and MFE programs, as well as prestigious financial institutions. With its focus on financial applications, this course is indispensable for professionals keen to master the primary programming language of the quantitative finance industry.
Highlights
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One-on-One Support
Each student is assigned a personal Teaching Assistant (alumni of Baruch MFE with a decade of professional experience as a quant/trader) who will provide timely personalized feedback on homework as well as input on coding improvement.
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Community Support
A dedicated forum is available to discuss homework problems where fellow students and instructors are actively helping one another with questions. Most questions are easily searchable.
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Intuitive, Comprehensive Structure
This 16-week course consists of 10 levels where students build their cohesive knowledge upon previously mastered material.
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Great investment
Our graduates overwhelmingly recommend this course for its values, experience and services.
Exam and Certification
The final exam is proctored online by the TA. Upon successful completion of the course, the Baruch MFE program will issue a Certificate of Completion to students who pass the final exam and obtain a 70% or higher average. A Certificate of Completion with Distinction will be awarded to students with 90% or higher average.
What You'll Learn
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Basic C/C++ Language and Syntax
Data types, variables, operators and expressions, decisions and loops, functions and storage classes, the preprocessor, pointers and arrays, data aggregates.
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Object-Oriented Programming (OOP) in C++
Classes and objects, basic operator overloading, memory management, namespaces.
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Inheritance and Polymorphism
Object-oriented modeling, simple inheritance, polymorphism, exception handling.
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Generic Programming in C++ and Standard Template Library (STL)
Introduction to generic programming (GP), template classes in C++, introduction to STL, STL containers and algorithms, combining OOP and GP.
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An Introduction to Boost C++ Libraries
Introduction to Boost, continuous and discrete statistical distribution, random number generator.
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Applications in Computational Finance
Applications and test cases (Black Scholes pricing and Greeks), Monte Carlo methods, finite difference methods (Euler, Crank-Nicolson), lattice methods, exact methods (Barone-Adesi-Whaley, bonds, swaps, swaptions).
Baruch MFE Certificate
The "C++ Programming for Financial Engineering" Online Certificate is a joint project by the Baruch MFE program, QuantNet and Dr. Daniel Duffy, founder of Datasim Education, who has been involved with C++ since 1988 as developer, designer and trainer. His clients are companies in all areas of software development over the world, including investment banks, hedge funds and MFE students at several universities. He has written ten books on software design, C++ and their application to computational finance. He holds a PhD in numerical analysis from Trinity College (University of Dublin).
Don't forget:
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GARP credits:
This program has been approved by GARP and qualifies for 15 GARP CPD credit hours. If you are a Certified FRM or ERP, please record this activity in your credit tracker at garp.org/cpd.
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Secure your future:
Thousands of students who successfully completed the certificate have been enrolled and are employed at numerous selective quantitative finance programs and financial institutions.
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You're not alone:
From one-on-one support to community support. We want to see you succeed and will be here to support you along your course
Latest reviews
darrenxcx -
As someone trying break into MFE programs from investment banking, I had limited cs classes (1) in undergrad. I learned from various connections that this course is highly regarded in the world of quant finance, and after finishing I feel so much more confident about programming. This course is very dense in content (especially for people new to programming) and requires time to really do researches on your own (especially for Level 9) but the teaching is great. Also I received great...
jessica_jingyizhou -
The course provides a very comprehensive introduction to C++, from the basics to OOP and GP. The course has helped me establish a foundation in C++ for financial engineering, and I hope to see its real-life applications in the near future. I find my TA very responsible, and the supportive community has also been very helpful.
Kaia -
I heard about the course from my classmates. I wanna take this course because I didn't take a C++ programming course at school, and this is necessary for a MFE program admission. The course is really well-arranged, especially for the homework part. It enables me to dive deeper in to every level step by step.
ykshen -
Excellent experience! The course is really systematic and has covered a lot of details as well as ideas for program design. The course was recommended by a friend to me who is also learning financial engineering. He found the course useful and informative so I decided to take the course as well, which turned out to be a wise choice.
stillyr -
Fantastic learning experience. The TA Avi and Paul were super helpful. The course is clearly outlined and well structured, and the videos are very clear in content. It is recommended to people who want to learn C++, not especially for finance people for most of the course content (but it might be a little difficult if they have no idea about those options). The reason for taking the course is I would like to widen my options when applying for a job. With C++, I could apply for Quant...
- Published
- 9/24/12
- Page views
- 22,885