C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

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.
I started out with limited knowledge in C++ or OOP in general. By going through each level of the certificate, I gained knowledge on the main topics in C++ programming and I got plenty of practice through the assignments. The way the course is divided is quite nice in the sense that each level builds on the previous one and makes connections with other C++ topics previously covered.

Also you get a multitude of examples that you can keep as reference in the future, especially the code files from Level 9 which contain the financial applications programming files.

This course is not easy but if you spend the time on it, you will gain enough knowledge to start developing software applications in C++, whether be it in finance or any other domain.

Avi always graded all the assignments very fast and was always helpful when I contacted him.

I have nothing negative to say about my TA or the support from QuantNet.
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.
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forum that is very active and students can find answers to most questions that they might have because this forum has been archived over many years.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.
It's very accidental for me to know this course. It renders timely help for me, who lack of the programming course and certificate. I think the course combines theory and application well. No lots of details but leading us to learn the main trend of using C++. My TA was APalley, man with responsibility. I really appreciate the time with him. His timely response always helps me to find the answer. Although it's really short time taking this course, it really excites me, helping me develop interest on programming. This course is worthy!
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.
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 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.
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 !
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.
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.
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.
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.
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.
**Fantastic Course!**

Accepted into CMU's MSCF and needed to take this course or some conventional C++ Intro course.

I could not be more happy with my choice.
Talking about this class with computer science graduates, it's clear the content here is perfectly catered to the material you actually need to learn in quantitative finance/numerical methods.

Getting quickly to Generic Programming and Boost Libraries is incredibly useful and surprisingly rare in other intro C++ courses.
As far as time commitment goes, anyone can succeed in this class if they block off time in their schedule and work hard. I have a full-time job in industry research, but working 5:30-7:30 am and every other weekend provided ample time.
Big Thanks to @Daniel Duffy @APalley @Justine Morgan @Andy Nguyen and the students on the Forum.

And Best wishes to those of you taking this course in the future.
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.
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.
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.
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.
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