C++ Programming for Financial Engineering

Great course even for people like me with no experience with C++ ! The structure is well designed, the homework is useful and the last chapter is actually quite helpful for financial engineering. TA APalley is really helpful and highly responsive, so are the active members and Prof Duffy in the forum !

Quite a good course, well structured and helpful TA. The material, aided by sample codes, is clear to understand. There are also some points left for the students to explore and hence make them better understand the topic.

I think this course is well organized and it is a good material for an introduction to C++. Avi Palley is really helpful in homework problems. He is incisive and responsible. The forum is always a good place to turn to for solutions. As you can find similar issues when you go through those threads.

TA support was great. Avi will answer very specific questions only. This forces you to push yourself to test your own intelligence and learning abilities. He helps one develop essential skills that will become useful in the future.

It is an excellent course. It build a great understanding of C++ from ground up, as well as some knowledge of Boost and STL libraries.

I found Avi Palley, Daniel Duffy and Pavlos Sakoglou very helpful through out the whole course.

During the study, I met many many problems and the support such as TA and QuantNet website was not efficient and enough at all. I have to emphasize that the support from the TA and the QuantNet website is very very limited and is quite frustrating sometimes. Because you meet a bug, then you ask a question, then you have to wait for response which at most time are not useful at all. After you got a response, you try as what the TA suggested, then you meet another bug, then you ask again, then there will never be a response... After several times you will realize it's just a waste of time and it's better to learn by yourself.
Regarding the materials provided by this course, I think they are not sufficient. The videos only cover a bit useful knowledge, the PDF material was written without care. If you like, you could find that the materials include very few comma. The write seems like he/she doesnot care if the students could understand the materials at all.
Instead of videos and materials provided by this course, I basically learned the knowledge for every exercise by myself, which were quite difficult. Because you never know what the next bug will be.
Therefore, all in all, it was not a pleasant journey for me to study this course. I dont think it is worth the tuition at all.

I think that this online C++ course is very helpful to those like me who have some or little experience on C++ or equivalent programming languages. The material has covered a wide range of topics and difficulties from data type and object-oriented programming to financial applications such as Monte Carlo simulation and FDM method. My TA Avi is very knowledgable and responsible. I appreciate all the suggestions he has given to me.

**Fantastic Course!**

Accepted into CMU's MSCF and needed to take this course or some conventional C++ Intro course.

I could not be more happy with my choice.
Talking about this class with computer science graduates, it's clear the content here is perfectly catered to the material you actually need to learn in quantitative finance/numerical methods.

Getting quickly to Generic Programming and Boost Libraries is incredibly useful and surprisingly rare in other intro C++ courses.
As far as time commitment goes, anyone can succeed in this class if they block off time in their schedule and work hard. I have a full-time job in industry research, but working 5:30-7:30 am and every other weekend provided ample time.
Big Thanks to @Daniel Duffy @APalley @Justine Morgan @Andy Nguyen and the students on the Forum.

And Best wishes to those of you taking this course in the future.

A good course introducing important elements of c++ programming. Exercises are simulating and motivate self learning by reinforcing concepts presented in video lectures and notes. Course builds on basic concepts of writing simple functions, and then layers in advance ideas of OOP, template programming and boost library. I have enjoyed going through this course and recommend it to aspiring students of financial engineering.

The course has been great in overall, and the exams / quiz / HW are made in a way that encourages you to self-study in a very organized way. I highly suggest this course for all those who aim to be a financial engineer but lack general programming knowledge.

I thought the TA support was remarkable. I've never received such fast response time in a class.

I was kind of disappointed in the quality of the pdf notes. I found a lot of typos, and wouldn't expect this from a course I am paying almost 1.5k for.

I found the lectures to be absolutely terrifyingly boring. I have to admit, I only watched them when I absolutely was unclear about something.

The forum was very helpful in the HW. I liked that the sections were split up. But, I would have liked the option to have a search box to search through the posts of a level. Sometimes, I would search through threads for a longer time than I wanted to find the answer to a question I had.

The quizzes were good. I would have liked more code snippets, like we got on the final. I think these are the most useful besides practicing, when learning. To have questions like what is the difference between parametric polymorphism and some other type of polymorphism, maybe is useful but honestly, I forgot the answer right after taking the quiz.

As prof. @Daniel Duffy said: ""In general, C++ is very hard to learn on your own.""
C++ is such a complicated and subtle language that I even didn’t know where to start. This course is so well designed and structured that makes me feel I am always on the right path of learning. After taking this course, STL, Boost are no more only fancy names to me, I can truly use them in coding, that’s cool!
I appreciate the help and support from Andy Nguyen and APalley, which makes it possible to finish this demanding course besides my full-time job. Avi is a very capable, responsible and kind TA, he answers questions quickly and his comments on homework are inspired.
I can highly recommend this Online Programming course and thank you again!

Firstly, I would like to applaud the way the course is structured. It is very systematically designed so that in each level, all the important concepts of the current as well as preceding levels needed to be utilised in order to complete the rigorous assignments. Especially, Level 9 was very challenging. It requires a combination of mathematics, programming and finance. Coincidentally, I read Dr. Duffy’s post somewhere during the same time which said “The first 90 percent of the code accounts for the first 90 percent of the development time. The remaining 10 percent of the code accounts for the other 90 percent of the development time.” Personally, I found the forum discussions and TA’s prompt responses extremely useful. Thanks to Dr. Duffy, Avi, Baruch College and QuantNet.

Very useful and exciting course.

Appreciate all the helps from TA and classmates.

Very good discussion environment in each level, you can learn a lot from it (almost all you need to finish your homework).

I feel accomplishing something important and challenging. I indeed learnt a lot which I use everyday at work. I networked with several people who are also taking this course since it was my another goal. Special thanks to Professor and all his Assistants for great videos, supporting material and forum Q&A!

My TA has been really supportive and he always answers my questions in a really short time period. The course quality is really good in that it provides a really fundamental C++ preparation and comprehensive computational finance knowledge. I learned a lot during these 16 weeks and I think I'm now prepared for a new level of computational finance study.

This course was an excellent introduction to object oriented programming and the basics of C++ applied to finance. The teaching was to the point and the tutors were very knowledgeable. I would recommend this course.

The course is a good introduction to C++ world, it focus pretty much on c++ language itself, not only its application into finance.

Great class!! I learned a lot about C++. Also, it was great to know what is
FDM, monte carlo simulation. This class has great TA who is knowlegeable and kind.
I will definitedly recommend this class to other fellow students.

I am so happy to finish this certificate. This course equiped me with comprehensive and solid programming skill, especially for advanced computational finance applications. I would like to recommend this course for any one who has interest in this field.