C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,318 reviews

The course is rigorous, just what I was expecting. I think it is a good programming warm up towards my MFE program. It is worth mentioning that it needs considerable time and effort, you may expect to work around 8 hours on a single exercise but this is what makes the fee worth it. In addition, since you are on your own tolerance to frustration is more needed than ever. Thanks for this high level course, Im happy with the experience and knowledge aquired.

The course was phenomenal and obviously one of a kind. All lot of material was covered. My TA Mr. Avi Palley was very forgiving and helpful. I had absolutely great support from him.
A rigorous introductory program to C++, very helpful TA!
This course teaches from the most basic aspect of C++ to the usage of industrial-grade codes. Fantastic forum and TA, plus useful materials. For example, Lecture videos can be downloaded and use on offline devices. Highly recommended
1st of I wanna say about this course: it's a GREAT course!
It's definitely worth taking all this time and effort to finish this course!
Not only for preparing for FE application, this course, I would say, serves as a pretty good introduction to financial programming overall.

Personally, I'm finishing a FE program now, but this course is definitely a good company along with my school curriculum. Since c++ in my school is not the top priority, I chose this program to enhance my c++ skills. I have had computational finance courses before, so the pricing models are familiar to me, but the c++ content provided extensive and comprehensive knowledge (I would say based on what I learned about London Job market, it's more than what's required for a non-IT role--as a trader, or as a risk analyst).

Also, this program does not only focus on ""introductory"" course. It actually offers more than what I expected, it not only teaches C++ syntax and programming techniques. What is more important, it teaches IDEAs about how you should think behind the curtain.

I would say this program turned me from a “c++ illiterate” into a real ""c++ programer"". Thanks QuantNet for offering this opportunity.
I came into the C++ course with a decent (albeit somewhat stale) background in programming, but no exposure to either object oriented or generic programming. The QuantNet platform, when coupled with Dr. Daniel Duffy's excellent materials and my tutor Avi Palley's always helpful and prompt assistance, made for the perfect learning environment. The community really pulls together to help each other through this rigorous curriculum and I truly feel as if I'm on my way to becoming a great programmer. The final project which deals with the implementation of financial pricing models perfectly brings together everything that has been learned in the earlier modules and leaves the student with a satisfying feeling of accomplishment. Thank you to Dr. Daniel Duffy, Avi Palley and Andy Nguyen for building a great course that I would recommend to anyone applying to a top MFE program.
This course is definitely helpful. Prof Duffy and all the TAs have been very helpful, and the material builds up naturally, even for a beginning like me, who has absolutely no programming experience. This is the best $1450 I've even spent. Even single cent is well worth it.
Level 9 was a little strange, specifically the innovation of assigning function pointers in a namespacein the main function that get shared with the class used for computation. I'd like to know if that technique is commonly used or if it was an off the cuff invention.

TAs were always there, day or night.
The course consists of high quality with respect to content and organization. It is a good preparation for continued learning C++.

The attention of my TA (Avi) has been excellent. Very accurate corrections in the code, very fast in the correction of the exercises and always available to answer questions. Excellent teacher.

Quantnet support is very good. Andy has always been available to answer my questions immediately and with great quality.
It's a wonderful course, that I gain a lot knowledge about C++, which I think it should be really helpful. Thanks my TA, simon, for helping me with this course.
The course was very good and I learned quite a bit ,more than any introductory course at a university. Its nice learning from someone (Dr. Duffy) who is involved in the financial industry as well.

My TA was very good, he always responded to questions and provided grading very quickly. The forum to ask questions was also very useful. It would have been much harder and taken much longer to finish assignments without it. It was also useful because you can the see the different ways to implement a solution to a given problem.
This has been a very rewarding process. There were times when coding drove me near the edge of sanity. But the outcome is so much worth it!
This is a great course for learning fundamentals in C++ and applications to option pricing. The lessons on how to use boost library (especially the smart pointers in boost) are really well done. My TA, APalley, provided extremely quick and pertinent responses to my questions. Furthermore in the forum and the C++ course forum, we can have interesting discussion on how to improve our code. I would recommend this course to anyone who needs to boost their programming skills in C++ and in OOP. I would also recommend this course to anyone to want to start an MFE.
Quality of instruction is certainly one of a kind. The various tools available for students to learn the course material i.e. Videos, PDFs, Forums, TA private messages - catered to everyone's learning style. Even after having prior knowledge of C++, I found the course to be challenging and reinforcing. I would recommend the course for anyone interested in the Quantitative Finance.Great course, I really enjoyed it a lot, learned even more. It touched the generalities of the capabilities of a programmer in terms of C++, without loosing scope and the little details. Video lectures where not my thing, I read more to be honest, but I liked the idea of learning on my own too. The forum is a great tool, there you can interact with others, ask questions and contribute to others as well. My TA (avi) did his best to answer all my questions, in a short time.

In general, very roboust for such a short time.

1. This course is very helpful and greatly valued. It has taught me the core concepts in C++ so that now I have a solid understanding for further programming studies.
2. I must say, the forum, the TAs are very good! The forum provides a place for us to communicate through the problems and things we have learned in the course while the TAs are just like our C++ expert friends.
3. I would definitely recommend it!
This course has improved my c++ knowledge a lot!! Thanks Andy, Avi and Daniel Duffy for being so helpful during the course.
Very good course on introduction in C/C++ programming. The material provided (video lectures, and pdf) are sufficient for most of the course however a considerable amount of self resarch on some topics must be done to cover up some gaps. The discussion forums provided to be really helpfull specially on the homeworks, where we can use help from either other students or from TA's and even Professor Duffy himself. To summarize the course achieve the goal to give a foundation in C/C++ programing for students that are going to apply for a MFE, and makes a introduction in a range of financial applications that can be made with C++.
This is a great course for learning solid fundamentals in C++ and the basics of option pricing. I came into the course with almost no programming knowledge (a little bit of R/S-Plus) and left with a wide range of C and C++ knowledge that will help me earn an MFE. My TA, Avi, provided extremely quick and thorough responses to most questions I had, and the rest of the QuantNet community was very helpful as well. I would recommend this course to anyone who needs to boost their programming skills prior to starting an MFE.
It is a great learning experience, and it was more than I expected.
I took the online C++ course as a developer with 3 years experience working with non object oriented languages. I worked full time throughout the course and I thoroughly enjoyed it. The fact that all of the lectures are available on my laptop whenever I have time to study is exactly what I needed. I think that Dr. Duffy concentrates on exactly the most relevant areas of C++. Specifically, I think the focus on generic programming, STL and boost libraries is perfect for those hoping to apply what they learned in a financial institution. Given that this course assumes no prior knowledge of programming, I think it is a very steep learning curve but it pays off.
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