C++ Programming for Financial Engineering

What I love about the course was the resources were always available, especially helpful was the open forum that is very active and students can find answers to most questions that they might have because this forum has been archived over many years. Not to mention the TAs are always there to help you - you can usually get answers within few hours. It was a lot of fun as well as practical and easy to follow, regardless of the level of programming experience. I would recommend this course to anyone who is interested in building foundation for c++ programming.

The course is very good designed. I have learnt a lot of things and would highly recommend my classmates who are studying in Financial Mathematics at the university of Dayton to take this course. Thank you so much to TA who help me during this course.

I would recommend this course to anyone that wants a solid foundation in C++. The assignments in particular were very useful in reinforcing the concepts learned.

Comprehensive and in-depth introduction into the C++ realm. Strongly recommend.

This class was well-run. I learned a lot and found the material challenging it was meant for ""beginners."" Now I feel confident to learn other languages and C++ in further depth.
The TA's are very responsive and do show they care about your questions and your learning.

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.

The course has a well-designed structure, enlightening examples and homework, and very helpful TAs. At the beginning, it is a bit challenging for one without any programming experience like me. However, I see it as a test on my aspiration in quantitative finance and so am willing to spend more time on the learning. Then the reward is that I do feel I learnt something every week (or even everyday). This encouraged me to stick to the study plan and finally complete the program. Overall it is excellent.

This program provides students with a very solid foundation to become a professional programmer in future. Students are exposed to a range of programming concepts in a theoretical and practical manner which leaves them with the ability to not only grasp C++ concepts, but also easily understand concepts in other programming languages. Once completed, this course gives you the ability to research and build your own personal C++ applications to further enhance your skills. The TA's are very helpful and also respond to questions in a timely and comprehensive manner. All in all I am very glad i committed to this course.

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.

The quality of the course was excellent. The TA was extremely helpful and responded pretty fast on any doubts I had.

Really benefit a lot from this course from almost knowing nothing about C++ to be able to read code, to code myself, and to talk about the concepts like generic programming, objective, memory management etc. My TA is Avi who provide great help in the learning process. His posts in the forum along with all the others' make the course really much easier to learn. Also, Avi always provide timely response with regard to answer questions and providing homework feedback. A big THX to Avi!

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.

Great course! Definitely a ""must"" if you're starting C++ or building up your skill set. The teaching material, coding examples, online forum, and TA support are excellent. The assignments give a thorough exercise of the relevant concepts and require the necessary amount of work needed to actually learn. I especially enjoyed the final sections, Daniel Duffy’s examples and codebase give a good insight into how C++ is used in Quantitative Finance.

Excellent TA and support. Very responsive and knowledgeable.

The course is well constructed, guiding the student step by step through the fundamental topics in C++. Once you get to understand the course format and the way to go through each single level the studying will become straightforward and you will get excited to see what comes next.

On the forums there is plenty of material discussed and you can get very fast feed back on issues from the TA or from QuantNet members.
I definitely recommend this course to anyone looking for some kind of introduction to C++ in FE.
Suggestion:
Review the slides and fix some errors/typos.

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.

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.

The C++ 11 techniques and optimization skills in this course is very helpful for me in my MFE degree. Also, C++ 11, multi-threading and Boost are required by some companies for quant jobs. Overall, I believe this course is helpful and challenging.

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.

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 !

Thanks a lot to APalley Pavlos, and everyone who helped me. Without their timely reply and help, I cannot finish this course.

I think the course provides a very great outline of the C++, about its history and basic knowledge. it is very helpful for the persons who want to study further on finance engineering.