C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,354 reviews

I really enjoy this course, in which I learnt a lot. The quality of the course is very good, and I sincerely appreciate my TA's guidance and all the learning resources. It enables me to have a complete and deep understanding of essential C++ topics and their applications to Quantitative Finance.
I joined this course for the purpose of gaining beginner to intermediate level C++ concepts and usage in Finance industry. I was always curious to code in C++ for Option pricing, given my math, computer science background, and working in Finance Industry. This course has given me strong concept in Generic Programming and OOP, with initial concept on Option price calculation. All video lectures by Daniel Duffy is within certain time limit to grasp concepts, and practical program run in each video made concept more clear. I can't say enough about my TA, for each assignment he had his feedback on my code ready withing 12 hours, faster than my expectation. Moreover, on each feedback, I went back and implemented comments before proceeding to next level. It made each level concept lucid, true to say ""practice, practice, and practice"". It is always good to practically program to learn concept than reading book. Home Works are well design. It is best course for anyone who truly wants to learn C++ for their own interest at professional or personal level. Course site is easy to work, search for questions which might have answered already in forum, navigation, topic aggregation.

Best and substantial course.
The quality is very good.
I feel very confident in my coding abilities and my ability to take more computer science classes going forward
Reviewed by Verified Member
The C++ Programming for Financial Engineering course is the best way to rapidly become a proficient C++ developer. You gain the type of deep intuition that has otherwise been abstracted away in higher level languages and actually learn core concepts that allow you to take your skill set to an entirely different level.

There's also plenty of opportunity to gain additional knowledge from the cohort of students on the forum as well as the amazing support provided by your TA (APalley). His support is far superior to anything I've ever received and truly proved to be ""the difference factor"" in terms of being able to learn deep detail about C++.

The lecture videos by Dr. Duffy, as well as the homework, do a fantastic job and decomposing the learning process into smaller self contained chunks that continually build upon each other. By the time you complete the course, you'll be amazed at how much you actually learned and how much you enjoyed doing it along the way.

You should note that this is a course for those serious about becoming a C++ developer. There is a lot of work and the final is extremely difficult; however, both of these are good things when you really want to make the most of this program and learn as much as you can.

Again, thank you so much to APalley for his always patient, thoughtful, and thorough explanations to my many questions throughout the course. I can't wait to take the Advanced course!
I think this course is really helpful and provides lots of insight into not only C++ programming but also its application to Computational Finance.
Very concise course with a lot of help from TA, that were top notch in terms of availability and eagerness to help
This is a very good and comprehensive course. With different levels, I can build up the confidence and learn the Knowledge easy and quickly. Also with the help of TA and the forum, I never feel alone during the journey of learning. I get much more than I expected. Much appreciate!
I think the quality of this course is great. This class meets my goal of learning C++.
The course has very high quality and provides me with a chance to have a very solid understanding of C++ languages and help me a lot to step into the quantitative finance industry. Really thanks to QuantNet as well as Baruch College for providing students without programming background like me to get to know more about computational finance.
Great course. I've definitely learned a lot in the process. The TA and the forum have both been super helpful and responsive. The homework is challenging enough to really encourage students to think through the concepts and their proper implementation.
I learned C++ through this course and am fairly comfortable with it.
1) good and organized contents
2) prompt response from TA
I come from a software development background, but have been out of touch with hard-core development for nearly 5 years now. I wish to get back to development especially Quant Dev. As such the C++ programming for FE has been a very good course for me to refresh my C++ fundamentals and has helped me to build a very strong base for learning the more advanced concepts of Modern C++. The accompanying exercises are the most valuable parts of the course as without proper hands-on pratice exercises, understanding the concepts would have been very difficult. The forums for each exercise were very helpful and insightful. The TA support was impressive as well.
The course is a really good intro course which gave me a structured learning experience about C++ programming.
It is a very good experience! The only thing that I think can improve is the media player software, it would be better if we can adjust the speed when we watch the course video.
I think this course offer me a great chance to learn more about C++ as well as its application in the field of financial engineering. I've learned a lot.
The course is excellent as a whole, especially Level 9, which is rather difficult but extremely useful I guess. It involves multiple financial applications. I think the course well meets my original goal (learning polymorphism, template, STL, Boost, etc.)
It does meet my original goal for taking this cpp course.
The course is great. I learnt a lot about C++11 and improved my programming ability.
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