C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,354 reviews

This course was hard-core but useful.
I found this course through online search, and I took it because I want to learn C++ and apply for Financial engineering master programs.
I am an undergraduate student who never codes in C++ before. It is a great course. Highly commend people who have a strong interest in programming but not start learning about C++. I took this course to get a better understanding of financial math and fulfill the requirement of applying for the MFE program. As the result, I learn a lot about inheritance and templates. Knowing how to use the standard template library and how to program with the boost library. It is a wonderful self-learning process and created a deep understanding of code.
The lectures and the homeworks are well-designed to get us learn about C++ coding. The professor is very knowledgeable and patient, and the TAs are very responsive to our questions.
This is a great course for me to learn C++ and how we can use programming for financial engineering field. Because I want to apply for a master program in financial engineering, and I was recommended to this course by some of the friends I have networked with to prepare myself better. Overall, this is a great experience and really learned a lot here!
I enjoyed taking the course to learn C++. The course was well structured - both the content and the learning mediums, i.e., the video lectures, quizzes and homework. The forums were also extremely helpful to understand the material as many people had the same questions I had.
My experience in the course is great. The homework is well-designed to ensure my full understanding of the features of CPP. Also, the reading materials together with the videos are both helpful resources.

I found this course by recommendation of my seniors. And I hope that taking this course can help me with my application of MFE programs.
I chose this course to gain more understanding of applying quantitative analytical skills to quant finance. My school tutor recommended me to take the course, and I'm very happy to complete the course.
Very practical course materials, good exercises and Level 9 is super helpful for anyone who are interested in C++ application in derivative pricing. TAs are responsible and helpful!
I think the course equips me with the fundation of c++ skills.
This course introduce to me the usage of C++ in Financial Engineering, and I really recommend to every quant finance practitioner.
I found this course through first looking at past Quantnet MFE program rankings. I then noticed the online courses offered. I decided to take the course after I was accepted into an MFE program and felt it would be good to have some C++ background before starting the program.

The course was great! It taught everything from the ground up which made it easy to follow and learn from. I also liked how most homeworks built upon previous homeworks (ie. Shape classes). This made it easy to follow how what we learned in new levels of the course improved upon the knowledge we gained from previous levels. Highly recommend to anyone looking to get into a MFE program or wanting to learn a new coding language!
This was an extremely well-designed course. I would definitely recommend it to anyone.
I would like to pursue a master in financial engineering as well as a job in the field of quantitative finance in the future
Although there are some difficulties for me at the beginning owing to lots of reasons, generally speaking, it is a great course. It helps me to have a better understanding towards C++ important concepts in a shorter period of time. Changing from Python to C++ is tough, too many new concepts are needed to replenish. This course just provide the exact necessary correct concept to me in the latest development way compared to the some online learning materials. Also, there were responses helping me out with my questions which were the key points to solve my problems. Suggest to take.
The course is thorough and comprehensive. Instead simply showing some syntax, it really focused on the important part, including data structure, overloading, inheritance, encapsulation etc. I'm confident that I can build software in my work with this foundation knowledge. All I need to do is maybe learning some packages, but that will be fast.
I'm a prospective student for a masters in Mathematical Finance and was looking to build a strong base in C++ for financial engineering before the start of my masters program. My experience with the course was great, as it was very challenging for me. One has to be deeply invested in it to learn so many things in a short amount of time which is again, very challenging as well as exciting. The lecture videos and lecture notes along with book recommendations make the perfect combination for learning C++. Most of the problems that I had related to the HW, could be found in the course forum. The TAs of this course are excellent, they will always provide you with a solution to your problem in a way where you'll have to think to reach it. The feedback provided on my submitted HW by my TA was very detailed and precise, I got to learn and improve upon so many things that he pointed out. I am completely satisfied with what I gained from this course.
My major is Finance. I plan to apply MEF, so I took this course. The course offers me deep understanding about math and programming. I didn't know how C++ can be applied in Finance field until I took the course. Very nice experience!
I will be attending graduate school in this field and I want to learn more programming as I thought it would help me tremendously in my career. This course was amazing and I learned so much about programming in addition to my knowledge in python. C++ is more of a language for developers and having that background gives me more confident in coding. I will continue to practice in C++ and hope I can use this in my graduate studies and in the future.
I took this course because I wanted to be proficient in C++ as prep for my MFE studies. Coming from a Computer Science background I was familiar with the basics of C/C++ but not the intricacies of the why and how of many things.

I enjoyed the overall course structure - being from a Computer Science background I was able to take it at a slightly faster pace but I found some levels extremely helpful, in particular Template programming and Dynamic Polymorphism.

The TA Avi Palley was extremely prompt in grading assignments and responding to queries and I think that someone grading your coding assignments by reading the whole source instead of just the outputs is salient feature of this course.
To improve my programming skill
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