C++ Programming for Financial Engineering

The course agenda is well-developed! Each level builds upon the previous one and really shows why some of the syntaxes are helpful while others might be dangerous. The final project on option pricing is really good, I can see the prof had strong knowledge in these areas! And it even motivates me to learn more about the Black Scholes Model myself. TAs are extremely helpful throughout all levels, Avi always responds quickly and addresses my concerns properly!!! Really appreciate all the help.

My experience with the C++ course was great, it really pushed me to solve problems by converting my logic to useful code. The assignments are very helpful in this direction to the level that I am able to apply my skills for personal projects and at work. I really enjoyed levels 5, 6, and 9 the most. The guidance from my TA, is very well appreciated because he was always around to check my work, guide me to do better, and also answering my doubts on the forum.

Very good material. Very responsible TA!

A few years ago, I started becoming interested in quantitative finance and in the process of researching about the field through google, I stumbled upon quantnet.com and upon browsing the website found out about the C++ course. It was only this year that I finally had the opportunity and funds to enroll in the course. I took the course because all the possible job paths I am considering need programming skills and I was looking for a course where I am able to get a certificate and could practice using given homework which would be graded. I initially was planning to enroll in the Python course, but then read Andy Nguyen's suggestion in the Python course FAQ to take the C++ course first to gain foundation in a hard programming language, and so decided to take his advice. I am now enrolled in the Python course and could definitely say that Andy's suggestion was right since the foundational concepts I have learned in the C++ course is helping me a lot in understanding the topics in the Python course. In fact, I would say that the C++ course does not only give one a foundation in C++ programming, but in the field of programming in general, and would help one pick up any other programming language after. This course sparked my interest in programming and helped stringboard my programming journey. There are many good things to say about the course, many of which have already been mentioned in other testimonies:

1.) The course content went way beyond what I expected. Syntax is thoroughly covered in the first few levels. The other levels delve into important programming paradigms (OOP and generic programming) and their implementation in C++, introduce important C++ libraries (STL and boost) and discuss programming in the context of finance (with there being a substantial discussion of mathematical methods used in quantitative finance as well).

2.) Prof. Duffy's lectures are pleasant to listen to. He explains things well and has a way to make the lectures fun. He did an excellent job in preparing the course content and designing the homework, and he also responded to many of my queries in the forum for which I am thankful.

3.) I commend and thank both TAs Avi Palley and W. Zhang for responding to my many queries in the forums in a timely and helpful way. They are both very patient TAs and have been a great help to me and all the other students as we worked through the course material. I also am very thankful for Avi Palley's consistently grading my homeworks within a day of submission (many times even less than a day) and for providing me with helpful comments on how to improve. The timely checking of homework really help keeps the momentum going.

5.) I cannot emphasize how helpful the forum has been as one can view all the previous questions asked and their answers. I highly suggest new students to view at least a few of the forum posts before answering each homework question (especially in the later levels) as many tips and ideas and clarifications could be found there. The search function is especially helpful when looking for specific questions.

Overall, I would recommend this course to anyone looking to improve their programming skills in C++ and to learn important foundational programming principles. It is a challenging course and does require time and effort to finish, but this makes it all the more rewarding as you look back and see how much you have learned and improved.

The combination of lectures, hands-on homework and quizzes was super helpful during my C++ study. After finishing the lecture videos I might not have a clear understanding about certain concepts and syntax. However, when I completed homework in each level, they were not that difficult any more. I took the course because it is one of the prerequisites of MFE program at Baruch College and found it on Quantnet.

I took this course to learn how to program in C++ and in preparation of my upcoming internship. With rigorous HW sets and quizzes, the course format was perfect for me. The TAs and the instructor Dr. Duffy were very quick with their helpful responses to doubts and detailed feedback on HW.

I am eager to improve my C++ programming further and am enrolling for the Advanced C++ course next!

Great quality.
The exercises/assignments are well structured and designed, which helps me understand the concepts better.
I have some basic knowledge of C and want to learn more about C++ specific features. It fully meets my original goal.

The quality is very good, and it meets my origial goal for taking this course. I really learned a lot.

I believe this course is fantastic and it actually helps me a lot in C++ even though it is a little bit demanding in details, nevertheless, it improves me a lot in C++ coding from begining

In one word : excellent. During my PhD and PostDoc time I used Python to do numerical analysis but I never learnt object oriented programming, generic programming. My objective was to learn those aspects in C++. I found the course well designed. The concepts of class, inheritance, generic programming were explained very well with sufficient amount of examples. The assignments were very helpful. For all the chapters HW started with simple exercises and slowly raised the level of complexity. The responses of TA (@APalley) were prompt. The discussions in the forums were very helpful, I found all my queries already discussed in the forum. I recommend this course to others.

The overall quality of the course is impeccable, both the lecture videos and the exercise qusetions. The excercise questions are deliberately designed and serve a really useful purpose in illustrating the concepts. Professor Duffy is very good at explaining abstract concepts with examples too, which I found pretty helpful.
I want to express my special thanks to my TA, Avi Palley. He really cares about this course and has been responsive and patient throughout my study. He gave clear and on-time replies and grade the homeworks in detail, as well as giving feedbacks on homeworks.
Thank you all.

It is a very good C++ course to build basic knowledge of C++. Especially the general programming and object-oriented parts. The final project would also give you an opportunity to complete a project close to a real industry project. Because I am a fresher of C++, I felt the course is hard in some parts. However, from this painful experience, I truly learned too much from this course.

This course totally meets my original goal for taking it and I have leant a lot of programming skills from it.

The quality of the course is awesome. It not only met my goal for taking this course, but provided me with a wonderful learning curve. My TA and the whole QuantNet community provided me with an endless support in this journey. I love coding now!

It's a really great course. It makes me know lots of coding fundamentals, which is helpful for both C++ and other coding languages.

I found the course to be very comprehensive and thorough. Notes, lecture videos and the forum provide plenty of information. TAs were very helpful and responsive. This course did meet my goal to learn C++ programming in preparation for graduate studies in financial engineering. I now have a very solid foundation in programming.

Excellent! Got a solid understanding of the foundation of C++ through the course.

The course is well structured, consecutive and reasonably challenging.
The TAs (especially APalley) are supportive and patient. If there is a question that I didn't really get, they would repeatedly answer/discuss it to/with me.

Good quality assignments. Assignment instructions can sometimes be more clearly stated, and the forum would benefit from a text search functionality

The course was an excellent introduction into C++ with a little taste of the financial engineering capabilities towards the end. I would have hoped for a little more discussion around the FE applications but as I learned more about the language, I realized the depth of understanding required.