C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,311 reviews

Good course with a lot of hands on practice. It does allows you to learn some key concepts of C++ as they apply to financial engineering.

It definitely met my goal of getting a solid crash course in C++.
Recommend
Yes, I would recommend this program
This is a wonderful class, I learned a lot of things about OOP and C++ syntax. Hope I can improve my coding skills~
Recommend
Yes, I would recommend this program
This course equips me with plenty of knowledge regarding C++. The assignments, especially, offer me opportunities to employ what I have learned and better my understanding. The forum is very useful to solve the problems and TA is willing to answer all the questions, which helps me a lot. The last homework dealing with real financial models is be very interesting.
Recommend
Yes, I would recommend this program
The course is very good, and it brilliantly aligned with my academic interests.
Recommend
Yes, I would recommend this program
The content of the courses are very abundant. Many important concepts of c++ are covered in this course. I really learn c++ from scratch by this course. In the end, I can use c++ to price option. That's amazing! TA and all the members in this forum provide a lot of help. Especially thanks to Apalley and Gongchen.
Recommend
Yes, I would recommend this program
Positives: The exercises were really good at promoting learning, the TAs were very helpful, and I learned a lot from being enrolled in the class.
Critique: I think there's room for improvement with the notes and the videos.
Recommend
Yes, I would recommend this program
My goal is to learn python and get a hint of the idea of financial engineering, the class definitely did the job. The lecture videos are well-structured and the exercises are good sources for practicing the concepts. I'd say that the course is quite difficult to start with if you've never programmed before, but once you are familiar with OOP in Level 2, you'll enjoy this class (The Forums are extremely helpful). The project was definitely hard, but I had fun building it step by step.
I'm glad I take the class, and I want to thank the TA @APalley, who continuously provides useful tips when I was struggling.
Recommend
Yes, I would recommend this program
Loved it, honestly learned a lot.
Recommend
Yes, I would recommend this program
I would have enjoyed a larger section on quantitative finance. The rest of the course is very good.
Recommend
Yes, I would recommend this program
This course was absolutely worth it. I always had this idea of online certificates being diploma churning entities that will pass everyone, b/c they are looking to get paid. This certificate was the antithesis of the aforementioned. Get ready to put the time and effort if you want to do well.

As an undergrad I took two semesters of C++, and I thought that taking this course would not be worth it; that I should go straight to the advanced certificate. I was wrong - by the fourth level we had already covered everything that I had gone over as an undergrad (and in much greater detail). Crucial concepts like inheritance, polymorphism, generic programming, and the usage of both the STL and Boost libraries were meagerly, if at all, mentioned in my undergrad courses. You will also learn an array of implicit ways of how to make programs that are nimble and efficient: inline functions; macros; colon notation; static vs dynamic binding...you name it.

Then you also have to consider the invaluable asset of having expert TAs providing feedback in a matter of hours after submission of both homework assignments and questions; I never felt I was stranded in an island with no one to consult if I had an inquiry.

But quite frankly, the most empowering part of the certificate was the final project. As a Fin Math major, I have come across countless instances during my courses where I would fully understand the math and finance behind the material taught, but when it was time to apply things programming-wise I would have a hard time wrapping my head around things like how, for example, can a stochastic process modelling the behavior of a stock be replicated in a computer? I understand the idea of sampling from a given probability distribution, but what does that mean or look like when it is time to program it? The expected value of a random variable, of a payoff function, in a computer? How?
Recommend
Yes, I would recommend this program
The course contains a comprehensive materials about C++. It's a good course for C++ beginners. Many of the concepts are really practical. This course meets all of my goal.
Recommend
Yes, I would recommend this program
It is an excellent course that does its job well. I indeed learnt a lot and can proudly say I know much better than before.
Recommend
Yes, I would recommend this program
The course is great as expected. However, the documents need to be updated to reflect the new developments and typos
Recommend
Yes, I would recommend this program
I took this course to hone my programming skills in order to be better prepared to apply to a master program in quantitative finance. In this sense, I think the program fulfilled my expectations. Now, I feel much better prepared to take more advanced programming courses and carry out real life projects.
Recommend
Yes, I would recommend this program
Thanks to the videos of the classes and the rigorousness of the homework, it is possible to learn a lot and achieve the necessary skills to use the software at a professional level.
Recommend
Yes, I would recommend this program
The course was high quality and it has given me a satisfactory understanding of C++ programming. I was able to understand the core concepts through the homeworks and discussion with TA.
Recommend
Yes, I would recommend this program
This course completely surpassed my expectations. I had almost no programming experience prior to this, but by the end, I felt comfortable independently coding in C++ in the final project and even learning other programming languages in my spare time. The structure of the course was very systematic and covers almost everything needed to code by myself. The lectures were also a good mix of theory and practicality, which really separates this certificate from others. I will be attending the MSCF program at CMU, and I feel confident about my programming skills going into this program.
Recommend
Yes, I would recommend this program
The course is an excellent C++ introductory course that opens doors to a student like myself interested in computational finance.
Recommend
Yes, I would recommend this program
The course uses slides, lecture videos as well as a great forum and exercises for teaching. As an experienced programmer with little experience in C/C++ it provided a great basis for those languages. The syllabus is highly relevant, focusing on the application of numerical methods and financial math. With its 10 Levels, it provides great insight and proficiency in the basics of object oriented concepts as well as how to apply those concepts to real life problems. Every question that is asked in the forums is answered the same day by the TA‘s or other students. Overall this course features a great study environment, and the same goes for the grading of the homework. In conclusion, it exceeds my expectations of becoming proficient in beginner and intermediate topics of C++ and numerical methods in C/C++, and is worth the tuition.
Recommend
Yes, I would recommend this program
The overall quality is very good and the contents and structure of the course are very well designed. I learned even more than I expected from the course!
Recommend
Yes, I would recommend this program
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