C++ Programming for Financial Engineering

I enrolled in this course with a specific intent of learning object oriented coding in C++. I wanted a course with a steep learning course and lots of homeworks/exercises. Prior to starting the course, went through Walter Savitch's introductory ""Problem solving with C++"" book. So I had a fair introduction to the C++ syntax. I was still using C++ as C (i.e., in a procedural manner). However, this course, took my understanding to the next level. Starting from module 3, we were introduced to classes, polymorphism, virtual functions, and templates. The coverage was not in depth, which, admittedly, it is not possible for a 16 week course. The biggest strength of this course is that it makes you aware of ""what you need to learn to become a C++ programmer"", but doesn't (and cannot in such a short time) teach you that. You have to learn that yourself over the next few years.

To derive maximum benefit from the course, my advice would be to complete at least one round of C++ using your favorite book before commencing the course.

Avi Palley was my TA for the course and working with has been a great experience. He is thoroughly professional and obviously has deep knowledge of C++. He ranks very high on the lists of reasons of why I enjoyed this course as much as I did.

This course was a very good value, giving a broad and thorough introduction to C++. I was completely satisfied with the instruction materials as well as TA feedback and assistance.

I am a student in MFE program. It has been hard for me to learn c++ by myself since I didn't have programming background. But this class saved me a lot of time to learn C++. And more important, I know where I can improve from now on. Thank you so much.

The course met perfectly my expectations. It has given me a solid background in C++ that I could apply directly to my day-to-day job. The Teaching Assistant (Avi) was always responsive and willing to help. The course would not have been what it is without the assistance of TA.

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.