C++ Programming for Financial Engineering

I like the class homeworks and TA feedbacks, I learn a lot throughout this material.Also the forums are very helpful. I learn from students response as well.

Overall the course is good for those who want to apply for MFE without c++ experience. TA is very helpful.

This is the best programming course I have ever taken. With clear structure, the lectures demonstrate the necessary C++ knowledge we need to apply in the FE field. I really appreciate my TA for his prompt response and careful assistance. What a great experience!!!

The course is really great! My TA was very helpful and provide useful comments and suggestions throughout the course.

The videos can have better quality. Level 9 is very helpful. The TA replied in time which is very helpful.

My main goal behind taking this course was the acquire the knowledge and practical skills to be able to pursue financial engineering without a prior computer background. The course curriculum was very broad and detailed, and overall it was an enjoyable learning experience. My assigned TA (Avi) was very helpful and would respond to all my queries within an hours time.

Thanks for a great virtual semester!

Before taking the course, I did have some programming experience but it was nothing systematic. This course instead teaches us from the very basic C to more advanced library. I myself learned a great deal from the course and at the same time I learned how to apply C++ into financial industry (especially option pricing). Credit to those responsible TAs and Duffy's video, which make this online course the online course that I've ever had.

I enjoyed the course a lot. It was very instructive and gave me a much better background in programming and computer science. The assignments were appropriately challenging and the lectures were very useful without spoon feeding you all the answers.

It's a very practical and helpful C++ course in Financial Engineering. I think Daniel Duffy provides us a good way of learning C++, that is "messing everything up and see what will happen" and it makes the process more interesting. Plus, thanks for APalley's help in this process, his answers are usually very clear and inspiring.

I think this is a great course. The contents are substantial and the homework is very useful for both learning and practicing. It's my very first programming course. My undergraduate major or current graduate major has nothing to do with mathematics or computer science. I took this C++ online course in the first semester I came to New York, at the same time I'm enrolling in Pre-MFE on-site courses and current major courses. I'm occupied by lots of things from the beginning to right now. Yet I survived. Though I have to ask for extension which excludes me from graduating with distinction, I managed to finish every homework with good quality for which I'm very proud of myself : ) So it's definitely a great course for all levels of people. It makes me interested in programming and gives me the confidence to love it and gives knowledge and skills to continue to advance it. Most importantly, it's a great help for my application of MFE Program in Baruch. It equips me with essential skills to be an ideal candidate especially under the circumstance that I don't have a strong background in mathematics. And the TA APalley is very kind and helpful to me during the whole courses. He gives me lots of useful comments and suggestions. I couldn't say more thank you to him. He is super great in his job.

Generally speaking, this course is good for C++ starters. This course systematically teaches the syntax in C++, how to build a big VS project, some basic usages in STL and Boost, and the common practice in computational finance. For me, I have taken the C++ course before, the majority of this course is a good review of C++ knowledge for me. The boost library and computational finance part are most attracting for me, but they only take a relatively small part (The last two levels).

The quality of the course was high. I enjoyed the learning the topics then doing this HW with the help of the TAs and the forum.

I guess many people think that today, you can find everything you need to learn something new (e.g. programming language, car tuning) on youtube or on other platforms.
To a certain extent, this might be correct, but there is no substitute for a well structured syllabus, good video lectures, challenging excercises and a supporting online community. Only by actually coding, you learn how to code. And in this course, you are required to code a lot. There are almost no theretical or academic questions. Most excerices are hands on coding excercises. This course teaches you C++ skills beyond most college or university courses. Therefore, if you want to learn C++, you are doing everything righty by enrolling in this course.

I greatly appreciate all your efforts for holding this class. The TAs answer to my questions quickly and the video instruction is pretty clear.

My original goal is to learn C++ and apply this technique to option pricing in Monte Carlo method. Your course has perfectly satisfied my demands and even exceeds my expectation. Thank you again for all your efforts.

Absolutely yes. From basic to deeper, exercises and discussion on forum allow me to learn and apply.

I think the assignments are really good. We can learn C++ in a progressive process. The quiz in the videos is also inspiring, but I think some more hints about it would be more beneficial.

Great course, which is seem to be easy and then unfolds into complex and challenging studying. I've never met similar courses before, where so much attention was paid to const methods and necessity of data hiding (and incapsulation is one of the main features of OOP) and reusability of written code. 100% useful!

This course is really helpful to improve my c++ skill. APalley is a very nice TA and he gives me many useful advices.This course and information from QuantNet provides me with a great chance to studying skills to be a quant.

I think the course is very challenging and the TA and forum have been very helpful in guiding me through the course.

Good curriculum design, content is well explained, and I learned a lot in homework. TA is patient and responsible, and the platform design is also very good.
I think it perfectly meets my original goal for taking this course