C++ Programming for Financial Engineering

Excellent; exceeded expectations.

This course is well-structured, well-taught and perfect for a new starter of C++. Previously, I had some programming in other languages like Python and Matlab, but C++ is very different. By taking this course, I have a more profound understanding of various concepts in C++ programming. I enjoyed the process of resolving problems in practice and finally put the knowledge into application in finance.

Of cource, this course means a great deal to me. It lays a solid foundation for my future study in the area of Financial engineering. In this course, I not only learned how to program by use of C++, I also learned advanced method in Finance, e.g. monte-carlo, FDM, etc. Many thanks to the professor and all the stuff who make the course so meaningful.

Overall quality of this course is good, I think it can train a person with no background in C++ to become a reasonably good coder. It met my goal of learning C++ and helped me to grasp key concepts of its application in comp. finance which will be useful for my future studies. I was positively surprised that my tutor A. Palley was available almost 24/7 and would answer my questions withing 20 minutes.

The quality of the course is very good, and it meets my goal for taking the course.

Great course!
Always got very fast feedback and help for everything.
Helped prepare me for a masters in mathematical finance degree.
Meet my original goal of learning the basics of C++ and taught me a lot about options as well.

This is a self-contained CPP online course suitable for anyone who wants to pick up programming if they did not get proper training in coding.

this course helps me a not in quant field and it totally meets my original goal.

Yes, the course met my original goal: obtain the certificate for application to various Financial Engineering and Computational Finance programs.

The course format is excellent, as it takes you from basics to more advanced topics in steps. Now, some of the steps may be steep, but, if you work hard at it, you'll get there.

In addition, the TAs are excellent at providing assistance, feedback, and guidance to help you complete the course successfully.

Moreover, the discussion forums are a treasure trove. You'll find answers to many questions that you may have, and, you may ask a question yourself and receive answers promptly.

My only nitpick: on the technical side, the course leans heavily on Microsoft Visual Studio (VS). As I indicated to my TA, this is fine since it makes for a simple and common programming platform, which keeps everyone on the same page, so to speak. Nonetheless, I am a *nix geek of sorts, so having to learn VS was a challenge by itself. So be it.

I feel confident enough now to write C++ code for my own purposes now.

The quality of content is much more higher than expected. TA always responded me very quickly and provided precise suggestions. Great course!

It is a valuable learning experience for me. I thought it would be simple, but it is definitely not. The problem sets and forum discussion beat my expectation.

The course is indeed very thorough, and covers object oriented programming in great detail. There is no way one does not learn working with classes, in particular, there’s a great deal of attention on program design so we end up with robust and easier to maintain code: this amounts to learn how to use correctly inheritance, polymorphic behaviour, composition, etc, which is presented remarkably well both in the lectures and in the exercises.

Exposure to Boost libraries is also done at the right level, and it brings awareness to the amount of reusable and important libraries out there. The maxim related to this and highlighted in the course is “do not reinvent the wheel!”

Finally, as real life examples of all the learned material we get a small taste of Options’ pricing via Black-Scholes exact method (heavy use of classes and program design), Monte Carlo method (boost libraries, stochastic equations discretisation), and finite difference method (stress testing and stability).

The discussion forums are also an invaluable tool to learn, with the TA having a strong and ready presence. Overall, this course gave me a C++ level with enough tools to further deepen my C++ code skills if needs be.

I think the first two lecture is not suitable for students who do not have learning experience in C and C++, the knowledge in these two lecture is too little to do the homework. Besides, the codes in lecture 9, to be more specific, the excel import text, cost me two days to modify it to my own pass, it's so time_consuming and meaningless, I think there should be clear instructions for students to find their text and modify the path, which can increase the studing efficiency. Anyway, the overall courses is excellent, I feel that I learn many things from this program.

The course is very good!!
The homework is very tough for me, but it worths me spending time on it.

Yes, it is a great course. I really learned a lot and thank you!

Really a cool course! I have tried to have a glimpse in C++ and I almost gave up in few seconds after opening various big textbooks. But not for this course, with 9 levels HW, each of which told me exactly what the meaning of each syntax is. With the guidance, I have created a lot of tiny interesting projects. Simple maybe, but far-reaching. With the TAs' prompt reply, lots of my why questions can be solved and actually, most of them already exists and need not my posting. After finishing this, I believe I have constructed a rather complete format for C++, which points out where I should fill up and which direction I should move on. Thanks for all TAs' help!

It definitely meet my goal ! I have not only learnt basic knowledge in C++, but its application in handling practical question in the field of quantative finance.

I took this course and the Advanced course in order to meet the prerequisite of MFE program. I am not a CS major and prior to this course, I only had taken one CS course in school so my background in C++ programming was weak. However, this course really helped me to walk through the essence of OOP in C++ and its intersection with Financial Engineering. Recently, I relied on this course to pass a round of quant interview in a French bank which I would not have done so months ago. I cannot thank enough to the feedback that Avi has provided throughout the course.

It totally reach my expectation. Since I had used py , matlab, R before, I swiftly learned the basic C++ syntax. Course concentrates on some critical content of C++ in Financial Engineering, which make this course logically clear and easy to learn. This course can be a good preparation for the one who is going to enter in MFE program, just like me.

The quality of the course is beyond my expectation. TA is very responsible and patient and I learned a lot from the course. I think it meets my original goals！