C++ Programming for Financial Engineering

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.

Very good course. It deepened my understanding on C++ and its implementation on quantitative finance. TA and support provided very helpful suggestions and comment, which let me know where I can improve.

Pretty excellent course. The application to finance is the highlight. Learning to load libraries and work with them is a huge help-much better than any course I would have taken for C at my local university.

I did not think it was too difficult at all.

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.

Absolutely impressed with the quality of the course and would recommend it without a moments hesitation to any prospective student.

Prof.Duffy provides a fantastic coverage of C++ for any financial engineer, from the basics right through to tools and applications in computational finance.

There are a number of key stand out features of the course including the strong emphasis and culture on developing, from an early stage, the best practices in coding reinforced through interaction with fellow students and experienced programmers alike. I started as a complete beginner and I found the regular homework exercises and quizzes provided a strong focal point around which I was able to build up my knowledge. Having a strong community around the forums, which incidentally is also extremely professional and respectful, certainly helped me to refine my skills further.

The best feature of the course however was the regular and prompt feedback from qualified and extremely knowledgeable teaching assistants. My special thanks to Avi Palley for all his time and patience in always providing detailed and invaluable feedback on my home work assignments at almost all hours of the day. This helped me in no small amount and turned this into an extremely rewarding learning experience. Thank you for having me on the course!

Please continue doing what you are doing, exactly how you are doing it!

Very good online C++ courses. I can really learn a lot through doing the homework at each level. TA is very responsible and helpful.

This is an excellent course for anyone soon entering a quantitative finance or financial engineering program. It gives you a strong foundation in C++ while introducing you to important concepts in quantitative finance.

The course was a fantastic learning experience. I found the content to be comprehensive, the lectures to be crisp and engaging. The course was well structured and takes one through the important concepts of OOP, GP and applications in finance.
My TA, Avi, was extremely helpful throughout. He always responded to queries well and quickly. I would also like to say the manner in which the course uses the thread/ forum system is great, since it not only connects students and people from across the globe but also allows one to understand some of the potential stumbling blocks in the learning process.
On the whole, I think such a course is essential for any body aspiring to enter the world of quantitative finance.

I am quite happy with the manner in which the course was conducted.
I just felt that there could have been some questions, fitted in somewhere that made students think more, not just about how to use the concepts, but to brainstorm and think logically. For example, potential questions could have been the types available on Project Euler.

Covering what's needed in C++ for MFE taker in one semester is not easy, and I think that the course has done marvelously in focusing on the core ideas and structures of C++ and leaving out complicated details for future learning. I started out as a student with very little knowledge of C and by the end of the course, I have had a pretty good picture in my head about this language and it's use in financial engineering.

Very comprehensive course for C++ beginner. I only know little about Visual Basic before taking this course but I can get step by step to have a deep understanding about C++ programming. Also, the option pricing skills and knowledge learned in this course will be very helpful in MFE program study. TA is very helpful through the whole course and he can always give you useful comment and suggestion.

I recommend very one who want to apply for MFE program to enroll this course.

As a first time programmer, the course was rather intense and challenging. However with hard work and perseverance, one can learn many advanced coding such as templates, STL etc.
TAs are very knowledgeable. They may not always give the easy answers but they will often push you to figure out yourself.

This course is very well structured. It covers a lot of concepts that are essential for future programming and establishes a solid foundation to what computer science really builds on. I have programming experience and this course really cleared up many concepts that I was previously shaky on. The homeworks were challenging but doable which is the best way to learn. The help from the TA's and the forum is stellar. Above all, this course has successfully made me comfortable with programming to the point where if any of my future courses require writing code, it is now something that I will not dread.

This course really serves its purpose well! TA is very supportive. I learned a lot from this course!
I am satisfied with the course!

It was a great experience, you get a good foundation of C++ and important libraries.The TAs and the forums are very responsive and were a huge help to get through the course. The course is well structure and the exercises really let you understand what you learned.

Great course:

- clever buildup of exercises (incrementally adding design and functionality to existing code)

- strong TA presence on forum, questions are promptly answered, student can find lots of questions that are already answered on the forum

- strong quality of the forum generally (with interesting links etc.)

- very short time between homework submission and receiving the grades

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.

I learnt a lot from the course; my TA Avi has been extremely helpful and responsive. Overall, 5 stars out of 5. I especially love the coverage of STL and Boost.

The course is undoubtedly in high quality and I would like to recommend it to anyone who are interested in C++. It provided me an efficient way to acquire the relevant C++ knowledge. With the help of the lectures, the material, the homework and the feedbacks from my TA, I benefit a lot from every specific level.

During the course, TA and many other friendly people helped me a lot. They answered my questions in time and with great patience. Their suggestions inspired me a lot and made the course more enjoyable!

In addition, the course is divided into 9 levels and can instruct you step by step. Level 9 will offer you an opportunity to show what you have learned through the course. When you do it, you can see how further you have gone with the help of the course!

Thanks a lot for all the people who helped me through the course!!!

I think the course is pretty good and of high quality.

Excellent course - well designed to get you thru to see the more advanced functionality in C++ from a novice starting point. The TA support couldn't be better - very prompt with no restriction on the hours (of course it helps reading other people's posts first before you ask your question!). I also liked the way the material was presented - short and sweet with deliverables after every chapter.

In all, it's a fantastic program, I have really learnt a lot during these 16 weeks. The forum helps a lot, so you can probably get your answer as soon as you overcome a question just by searching the forum. If you still have questions, post them in the forum. TAs always reply to my posts very fast with patience and help.