C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,387 reviews

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A Highly Valuable Course That Builds a Solid C++ Foundation with Real Quant Finance Applications
I found the course to be very important and valuable for me to learn to code in a language I had no experience in before. I had done object-oriented programming but it has been quite a while since that I had done that. Lastly, the Black-Scholes, FDE, and Monte-Carlo simulation exercises at the end were very useful applications of what I learned in the course to quantitative finance. In short, I highly recommend the course for those who want to get a solid foundation in C++.
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A Challenging Yet Rewarding Journey to Master Essential C++ Skills with Great TA Support
The program is a wonderful journey far beyond expectation. Through this program one can learn essential C/C++ programming techniques with fairly steep learning curve and gain experience via application in modeling exercises. Furthermore, TA would provide insightful support on any issues and improves one’s understanding.
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Extremely helpful in learning C++
The courses is extremely helpful in learning the basic concepts of C++ and programming, with strong emphasis on object-oriented programming.
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A Practical and Engaging Way to Master the Core Foundations of C++ Programming
I took the C++ course to build a strong foundation in programming and understand the core concepts of object-oriented design, data structures, and memory management. Since C++ is widely used in software development, game engines, and system programming, I felt it was essential to learn it for improving my logic-building and problem-solving skills.

The course was very engaging and practical, with assignments and projects that helped me apply what I learned. I especially enjoyed working on coding exercises involving classes, inheritance, and STL, which deepened my understanding of real-world programming in C++.
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Great experience
The course experience was good. I found it relatively simple to follow and complete. I took the course to learn C++ and obtain the certificate.
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Challenging but Rewarding C++ Course That Builds Real Quant Finance Skills
I found the course to be incredibly educational and rewarding. The problems were quite challenging, and the homework assignments required a significant amount of time and effort. I often spent hours researching C++ concepts on platforms like Stack Overflow and even GitHub. While demanding, this process greatly deepened my understanding of the material.
Personally, I am stronger in mathematics than in computer programming. The math in this course was very manageable — in my opinion, anyone with a solid grasp of arithmetic and algebra would be well-prepared. The greater challenge lies in the programming. I recommend having a good foundation in C++ before starting, as the professor moves through the material quickly. He is extremely knowledgeable, though the online lecture format can make it harder to ask clarifying questions in real time. The discussion forum is helpful, but I also suggest reading the recommended books if you don’t have prior experience with C or C++.
Students who already have a strong base in C++ — or who are comfortable seeking out additional resources independently — will thrive in this course and likely find it easier to build upon their skills.
The applications to quantitative finance were particularly fascinating and easily my favorite part of the class. I initially enrolled in this course because I plan to pursue graduate studies in quantitative finance. Several universities, including Carnegie Mellon, specifically recommended this course for students without prior C++ or object-oriented programming experience. I wanted to strengthen my programming background, knowing that C++ is fundamental to quantitative finance due to its speed and flexibility.
Overall, this course pushed me to grow, challenged me to improve, and humbled me in the best way possible. It not only improved my technical skills but also reinforced the importance of perseverance. The TA was incredibly supportive and made the learning experience much more approachable.
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Learning to Apply C++ Directly to Finance
I previously learned C++ in my university courses, but I had no idea how to apply it in the financial field. Baruch’s "C++ for Financial Engineering" course taught me how to integrate C++ with finance.
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A Great First Step Into Quant Finance with C++
I wished to take my first step into the world of quant, searched online for a good beginner's course and ended up with this one. It's been a fruitful journey and it really helps you get an idea about what exactly is going on when we talk about financial engineering.
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Well-Structured C++ Course with Engaging Peer Learning
Reviewed by Verified Member
I stumbled upon the course through Baruch's MFE program prerequisites, but chose to follow through with it after seeing great positive sentiment online. I found the structure of the course to be great, with the idea of learning through previous students' threads to be a lucrative aspect of it. It engaged discussion and allowed me to see peoples' though processes unfold.
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Sharpening C++ Skills for Quant Finance
I found the course through my father who recommended it to me. I decided to take it to brush up on my C++ skill and apply it to finance. I found it interesting and it helped push my C++ and quantitative finance skills further.
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Solid C++ Foundation with Practical Projects to Prepare for Baruch MFE
Since 2024, I've been taking Pre-MFE courses to prepare for application to the Baruch MFE program, which is how I was initially introduced to the Quantnet website. In an information session with Professor Dan, I found out that having a solid foundation in C++ was considered an equal prerequisite to the program as calculus/probability/linear algebra - shortly after finishing my ODE/PDE seminar with Dan, I signed up for this course.

I thought the course was an excellent introduction to the fundamentals of C++. The weekly homeworks and quizzes were a great way to reinforce concepts. Avi was an excellent TA and generous with feedback - my coding habits have definitely improved thanks to his suggestions. I especially enjoyed the Level 9 project, in which I had to exercise my own judgement to come up with a robust and flexible OOP structure and decide which concepts and libraries would be useful.

Some minor gripes:
1. The Quantnet UI is difficult to traverse. It was difficult in the beginning to find the lecture materials and navigate the website.
2. I didn't find the lecture videos all that intuitive. I relied on Claude heavily to explain concepts in a way that made sense. I think the slides and content could be presented in a more organized fashion.

My biggest takeaway from this course is a solid understanding of the major concepts of C++ programming. Improving my coding ability is an ongoing process, but the concepts in this course are instrumental in helping me know where to begin, how to proceed, and where I might be going wrong.
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Best C++ course for MFE programs
I would like to apply for MFE programs in the future, which appears to be quite demanding on programming and data structure knowledge. As recommended by my professor, I searched this course and found it an effective way to learn C++.
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Fill the Gaps in Programming Fundamentals with Practical C++ Training
The course was an excellent learning experience and significantly improved my programming abilities. As I progressed through each level, I noticed that I was steadily learning new concepts and improving my coding abilities. I believe this course gave me the foundational skills that I can apply for the future. The course strengthened my understanding of object oriented and generic programming principles and code organization. While I had previous experience with Python, MATLAB, VBA, and R, this course filled the gaps in my understanding of core programming concepts such as how to turn an abstract concept into an actual program. I wanted to take this course to learn C++ but also to deepen my general comprehension of programming fundamentals that I can apply universally. Overall, this course fulfilled my missing gaps and I was glad to take the course.
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Well-Designed C++ Course to Boost Skills and Strengthen MFE Applications
Reviewed by Verified Member
My experience with this course was excellent, very well designed. I feel there is just the correct amount of homework required to get a good grasp of the material. I found the course through personal research within financial engineering careers, and saw many successful individuals have taken this course. After doing further research, I found C++ knowledge is required to apply to Baruch's Financial Engineering program and many others, so I decided to take their course. I figured this was necessary to complete to add value to my resume and technical abilities for education and careers.
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CMU MSCF recommended this course. Build a Strong C++ Foundation for HFT
I enrolled in the QuantNet C++ course to strengthen my programming foundation, specifically for quantitative finance. I chose this course because of its strong reputation among professionals and its focus on practical applications in finance. I know Python is the most widely used tool in today's financial market; however, C++ keeps its competitive property due to its time efficiency. Thus, the high-frequency trading task still requires C++ to process. This class successfully helps me build the foundation of C++.
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Practical C++ Training to Build a Strong Foundation for MFE Success
I took this course as part of my preparation for applying to a Master’s in Financial Engineering (MFE). I understand that strong programming skills—especially in C++—are essential for success in that field, so I wanted to build a solid foundation before starting the program. I found the course both practical and insightful, particularly in how it applied programming concepts to finance-related problems.
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Essential C++ Prep Course for Aspiring MFE Applicants
I found the course on Baruch College's website - I was interested in applying for the MFE program but I realised I lacked some prerequisites, having never taken an undergraduate course in C++. So I chose to take this course to make up for that lack of experience.
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Challenging and Useful C++ Course for Career Advancement in Finance
I am currently working in a small fund and found the resource to improve my career. I am also considering going for school again for a second masters.
This course was challenging but useful. I am unable to comment on helpfulness in my job as I do not have the opportunity to do so yet.
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Challenging C++ Course That Builds a Strong Programming Foundation for MFE Prep
As someone without a proper programming education (took business as bachelors), the course proved to be very challenging. But it was through the constant struggle and many hours of practice, I feel that it elevated my understanding in programming as a whole, not just in C++. I took the course to prepare myself for MFE, and I am glad to say that it built a good foundation for me. I recommend the course for those who are serious about understanding the fundamentals of C++.
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Strong C++ Foundation for Pre-MFE Students, with a Challenging Final Project
I think this course provides a good foundation for C++ language. The final project is a little bit challenging. I believe I have spent an extensive amount of hours finishing it. Overall, I enjoy taking the course.
I took it because it is one of the Pre-MFE courses offered by Baruch College and I do not have any C experience before.
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