C++ Programming for Financial Engineering

My overall experience with this course was positive. I found the exercises to be most helpful in learning. I found this course while browsing Quantnet and thought it was a good resource to boost my C++ skills.

Found the course when browsing through the quantnet site. Great course to get the foot in the door of C++ programing and get a glimpse in how C++ program can be used in practice. Would hope there are more practices like the ones in level 9 with the application beyond options (fixed income, rates, and etc.) as well as follow up calls post final exam to walk through areas to improve upon.

I really had a great time learning the course. It greatly strengthened my skills and experience in programming, which I believe will greatly benefit my application in financial engineering programmes. The TA's advice for my homework really led me to have a deeper understanding of the knowledge points, and I also learnt a lot from the discussions in the forum. Of course, the lecture videos were simply excellent.
I learnt about the course during the Baruch mfe summer camp alumni sharing session and I was strongly recommended by my senior alumni to take the course. I believe the course will lay solid programming foundations for me as a finance major undergraduate and benefit my mfe application. So I immediately enrolled in the course. It turned out that I made a very wise choice.

Great course!

This course is super enlightening and my favorite thing about it is the forum where I can share thoughts and ask questions.
The hws and final exam were challenging in good ways.
Thanks for TA’s assistance.

The course is very comprehensive and useful in my future career, it can help me think a lot about quantitative finance. I heard about this course from social media.

The course overall was good, thus I will focus in what I would like to change below.

Reason to take the course: To have a basic grasp of C++ as I am mostly doing C# and Python these days..

It is a very good course, both instructive and challenging. For those who want to apply for MFE, this course is worthwhile.

I was a regular member of QuantNet and knew about this course. I needed good C++ skills as part of a job and also wanted to take this course to boost my MFE applications.

Overall, the course is extremely good. Amazing structure and content. Very well-designed by Dr Duffy. Mr. Avi was very helpful throughout the course. Also, I would like to give a special mention to Mr. Paul Lopez and other members who have taken the effort and posted their inputs on the forum. The forums were extremely helpful throughout the course.

Excellent course, I gained a profound experience in c++ programming for financial engineering. I was recommned by one of my friends.

I learned a lot about C++. The TA is very helpful and is really hands-on. The course is recommended by many in the quant industry. I took it to learn C++ and strengthen my MFE application.

Since I am studying for the MFE programs, C++ is a must-have thing on your resume and that's why I searched for a course with some applied to the filed topics. My friend, who is now studying at Baruch MFE program recommended this course to me. This course is good for giving not-to-deep dive into the logic if the language, but still forming good understanding of the C++. Also, community and TAs were really helpful in completing the course.

I found the course through recommendation by one of my senior classmates. He got a satisfying offer and this certificate helped a lot. Also as I know C++ is playing a more and more important role in Financial Engineering so I think it is essential to enrich my background in C++

I want to be a quantitative finance analyst in the future which is why I took this course

homework is what makes this course great, being able to practice what you learned on the teaching materials hands on makes for an amazing learning experience, TAs and the forum complement the experience by providing theoretical intuition and clarifications on how to solve them. Had an excellent experience overall.

I had previously completed Baruch's Advanced Calculus and Probability Theory Pre-MFE programs earlier this year (2023) with the intention of aligning my profile towards MFE programs in the US, especially Baruch. Then, when I came across the umpteen praises for the 'C++ for financial engineering' course offered by Prof. Daniel Duffy on Quantnet as well as on Baruch MFE forum, and found out that my Pre-MFE peers had taken up the course, and that it is immensely essential for success in any MFE program, I decided to enrol in this course.

I initially had my doubts regarding the self-paced nature of the course. Prof. DD's teaching style and TA Avi sir's active guidance and involvement proved me wrong. The course is far from easy and comes with a steep learning curve, but its structure, the assignments and the quizzes complemented with TA guidance sure take you from a zero to hero in C++ programming.

3 months ago, I only knew about the theoretical underpinnings of quant finance, (say, stochastic calculus, Black-Scholes pricing models etc.). I am still working on believing I have picked up so much on the applied side of finance, especially Monte Carlo simulation and FDM through C++, in a span of just 3 months.

The lecture notes were extremely detailed and helpful.
In short, I was able to given solid understanding of the basics of C++
The homeworks were a bit convoluted at times, as often it required using code from a previous lecture

The experience is fantastic. I learned a lot about how to implement the financial engineering application through C++. The reason for taking this course is to familiarize myself with C++ and how it is used in the computational finance area.

It’s pretty good , would recommend it to friends

The material is great. But it’s better if they can be updated more frequently, and it’s hard to learn to use the platform.