C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,322 reviews

Headline
A great first step to financial engineering
Very good course especially for someone with no C experience. The large number of threads are very useful when working through the course. All together a great first step to financial engineering.
I have no previous C++ experience, and I need it for application purpose.
Found the course when browsing through the quantnet site. Great course to get the foot in the door of C++ programing and get a glimpse in how C++ program can be used in practice. Would hope there are more practices like the ones in level 9 with the application beyond options (fixed income, rates, and etc.) as well as follow up calls post final exam to walk through areas to improve upon.
The course overall was good, thus I will focus in what I would like to change below.

Reason to take the course: To have a basic grasp of C++ as I am mostly doing C# and Python these days..
I want to be a quantitative finance analyst in the future which is why I took this course
The course has a good reputation. I believe it has a very good content and exercises. However, I believe videos could be updated and that the course could adapt for Visual Studio Code and MacOS users (especially Project E Level 9).
I’ve enjoyed the course, the last levels were quite challenging, but provided a good introduction to the financial pricing component, rarely present in other courses.
I find the materials, homework and quiz given helpful, especially when I was reviewing the course for the final exam. I would say preparation for final exam contribute 50% to my understanding of knowledge taught in this course.
However, I do feel that watching the videos is not efficient for learning in my case. They are helpful, but can be improved.
Lastly, the level9 part was really hard for me. I don't think the materials explain enough to understand what's happening. Maybe more materials could be given. They don't have to be thorough, just explain the theory behind the codes as plain as possible, with necessary graphs etc. I spent about 3 weeks to understand PDE, lattice, etc., mainly relying on Internet.
Overall, I learnt a lot from this course. Above are just some suggestions that might make this course better.
The lecture videos provided a solid foundation, while the slides offered an effective summary. The teaching assistants were immensely helpful, and the discussion forums added to the engagement of the course. I enrolled primarily to learn C++. I'm currently considering pursuing a Master's, though I'm still deciding between Financial Engineering (FE) program and its equivalents, Applied Mathematics or Econometrics. I believe this course offered valuable insights from both an academic and a practical professional standpoint, which is extremely valuable.
Comprehensive material, sharp learning curve
My teacher recommend it to me, because HFT requires c++ experiences.
Hands on practice with C++. Solidified my understanding of OOP and generic programming. Will continue to improve my programming skills from here.
I took the course because I had heard it would give a good foundation for programming skills.

I found the material to be good, while also requiring quite a lot of personal supplementation (which is fine).
Thank you for providing this amazing course. I had no experience in C++ at all, but now I can read and write in C++, albeit rudimentary yet. What I liked the most about the course is that there are well-designed exercises for each level. I learned a lot doing exercises on my own, and even enjoyed them. Feedbacks of Avi(APalley) were brilliant. The comments were precise, professional, and meticulous. Forums were also very helpful and encouraging. The grading policy is well-designed that it provokes desire to get discreet certificate and extra points.
I decided to take this course since I am going to apply for an MFE program. I got to know the course when browsing the Baruch MFE official site. I found the course very friendly to a beginner on C++, and equipped me with the essential understanding and practice on C++. The TAs and forum are very helpful in answering various questions on HW and other questions.
It is amazing,quick feedback and really nice quality.
I found it through MFE forums. I wanted to learn C++ especially boost and how is it used in terms of Options pricing.
Took the course to understand C++ and how to apply it to financial markets.
The reason I took this course is that it is a nice way to learn C++ and its application in financial engineering.
I got to know this class when applying for MFE programs. I think the course content was very progressive and easy to grasp. It helped me to understand the important basics of c++ in a short period of time.
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