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C++ Programming for Financial Engineering
The "C++ Programming for Financial Engineering" Online Course is designed for people interested in pursuing graduate studies in financial engineering and covers essential C++ topics with applications to finance. With an emphasis on financial applications for quantitative finance, the course is also useful to professionals interested in learning the main programming language used in the quantitative financial industry. Hundreds of students who successfully completed the certificate have been enrolled and are employed at numerous selective quantitative finance programs and financial institutions.
Try this course risk-free! You may request a full refund for any reason within 14 days of enrollment.
One-on-One Support Each student is assigned a personal Teaching Assistant (alumni of the Baruch MFE Program) who will provide timely personalized feedback on homework as well as input on coding improvement.
Community Support A dedicated forum is available to discuss homework problems where fellow students and instructors are actively helping one another with questions.
Intuitive, Comprehensive Structure This 16-week course consists of 10 levels where students build their cohesive knowledge upon previously mastered material. Access to each level is granted upon successful completion of the previous level's homework and quiz.
Student Support Our graduates overwhelmingly recommend this course for its values, experience and services. If you are not happy for any reason, full tuition refund is granted upon request within 14 days of payment.
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).
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.
Graduates of our Online Programming Courses, who hail from over 35 countries and five continents, have subsequently been accepted to selective quantitative finance programs or employed at financial institutions.
What You'll Learn
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.
Object-Oriented Programming (OOP) in C++ Classes and objects, basic operator overloading, memory management, namespaces.
Inheritance and Polymorphism Object-oriented modeling, simple inheritance, polymorphism, exception handling.
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.
An Introduction to Boost C++ Libraries Introduction to Boost, continuous and discrete statistical distribution, random number generator.
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).
The final exam is proctored online by the TA via Skype. 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.
"The course provided a great outline of what a programmer can do with C++. The topic areas are brief, to the point, and distributed into 9 levels. Each level has video lectures, homework assignments, and its own forum for students to ask questions. The instructor conducted a precise walk-through on each lecture, again, brief and to the point. My assigned TA was tremendous in given feedback and pointing me in the right direction."
"I was able to get a solid background in C++ and options modeling very quickly. It would have taken me at least a year to get this far on my own. The introduction to exact, finite-difference, binomial method, and Monte-Carlo techniques was extremely valuable. My TA provided feedback usually within a half a day. He did an outstanding job. Professor Duffy was very accessible online as well. I appreciate Professor Duffy’s mathematical knowledge and expertise in the option modeling techniques."
"The course, while challenging was very worthwhile. We all know coding can be challenging, especially at the early stages and with a language as powerful and therefore complex as C++. My TA, along with the online forum were extremely helpful and in many ways it is was these resources, coupled with the very applicable to industry nature of the course, which sets it apart from others."