C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,321 reviews

The course is really great and allows beginner(as I was when I have started a course) to learn how code and read. Its extensive but provides with valuable skills.
TA is very helpful with any questions regarding assignments and provides a great feedback that allows to improve.
I would recommend this course to anyone, who wants to get a programming skills in finance.
This course is indeed a great one with fascinating introductions, kind TA, and a comprehensive forum which almost can help you out with any questions. Four months' study of this course armed my mind with a far better understanding of C++ in financial engineering than before, and I really appreciate Dr. Daniel's interesting introductions, APalley's patient explanation and everyone involved in the development of the forum, thank you all, for giving us so many, thanks !
The course consists of a lot of materials I need to complete my graduate study. As a current student in an MFE program, I need C++ to finish my coursework. This course has greatly helped me with many concepts such polymorphism and template. The assignments were also very challenging and I had to do a lot of research on the internet, which was also very rewarding. Last but not least, TA is very nice and patient.
This is a very solid and challenging C++ course with comprehensive coverage on key C++ themes and their computational finance applications. Dr. Duffy has been a great professor and TAs are very supportive on helping students solve potential coding problems and other course related questions.
I am glad I decided to do this course. The content was very well structured and with the help of the extremely supportive TAs everything was well understood. Thanks again!
This course is of very high quality. It contains a wide range of C++ knowledge from the basic elements to the usage of boost and STL libraries, which are very helpful for me who has little programming background before. Homework and quizzes of each level are very application-oriented. I learnt and thought a lot when I design and debug each question.
Good, rigorous course overall. Topic design is well done. TA responsiveness very good. Video lectures and notes could be more clearly presented. Sometimes there seems a loose connection between these material and the homework. Some comments by course organizer could be more constructive.
The course is comprehensive, as it has focused on Boost and templates that other C++ courses may not concentrate on. My TA Apalley is responsible, who comments on my homework with detailed guidance. Besides the forum is very helpful as I can look for solutions to problems that others have come across before.
I have learnt the most important techniques in C++ through this course. All the quizzes and exercises can test our understanding of the course well. In addition, learning with everyone else on the forums has been an excellent experience. TA is very responsible and everyone is very nice.
The certificate was a great experience for someone like me with little background in programming. It has very precise exercises and examples that really help you grasp the concepts. After the course i will use it as the main language for my projects related to financial applications for risk management. Greetings from Peru!
The class is very challenging for me as a beginner. The TA are very helpful.
With limited previous exposures to computational finance, this course gave me a great chance to combine the financial theories with realtime applications. The topics for each level is well-designed, the slides, videos, and sample codes worked together for our better understanding of the key points. The timely feedback from my TA and the forum helped find my mistakes. I was extremely impressed with my TA's advice on how to design elegant codes, not just 'correct' codes. Great course!
This course provides the necessary training to write C++ applications for financial instrument pricing. It teaches you the basic concepts necessary to access more advanced texts on C++ programming.
The course allowed me to build a strong foundation in C++. The structure and depth of the topics prepares the student to research and complement his/her knowledge in a seamless way.

The mechanics shows the student how to build robust classes from scratch, so the students becomes acquanted of the language from its philosophy to its applications.
The course provided a great outline of what a programmer can do with C++. The topic areas are brief, to the point, and distributed into 9 levels. And my assigned TA was tremendous in given feedback and pointing me in the right direction.
The structure of the course was very good, I found prof Duffy's videos very helpful and the general "learn by doing" scheme worked perfectly for me. The support of the TA was very good, the homework's were graded quite fast and all queries on the forum were answered quite well. The QN forum works perfectly. I would totally invest in a second course if it were available.
It's easy to understand for a new learner, like me, because this course has very clear structure. Meanwhile, it's also difficult to handle all details, but this kind suffering provides me a solid background in C++, it's a happy "suffering". My TA replied very quickly and trenchant to point out my problem. Many thanks to this program!
Great course for those who had no experience in programming before!
This course and its material have given me a solid foundation in C++. I especially like the video lectures and the ability to ask questions to the moderators and my fellow peers
The TA is extremely knowledgeable and was able to answer all my questions
This was a very good course, particularly the exercises. There can be no doubt that the course is very rigorous, and successful completion of the course is a significant accomplishment. I would highly recommend this course to those who wish to learn C++ for financial or scientific applications. It is a challenging course to complete while working full time, and anyone planning to complete it needs to take seriously the fact that for most people it will probably require at least 20 hours of effort each week.

I found the lectures to be of varying usefulness, and needed to consult additional references to understand some of the material. Some of the lectures and course materials were extremely helpful, while others were most useful after already understanding the concepts being taught. The discussion boards were by far the most useful part of the course. The TAs are primarily graders, and didn't contribute much to helping me learn the material. I felt that the feedback provided on each assignment tended to be minimally helpful.
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