C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

This is one of the best courses I've taken ever, in this subject or in any subject. The instructors are skillful in that they know how to give you just the right amount of inspiration, information, and guidance, so that you will grasp what is going on in a way that is meaningful for you. If they were to spoon feed you, you wouldn't be encouraged to explore. And explore you will. When you look back on where you started near the end of the course, it's hard to believe the course only happened in a few months. The videos are created in a way that avoids unnecessary fluff so that you get quickly to the essentials of what is needed for the homework, without drudgery. Daniel Duffy, Avi Palley, and Pavlos Sakoglou are friendly and patient, but they avoid coding things for you, which is good. They take suggestions and feedback about the course material, and make updates as needed. The bottom line is, you learn a lot about derivatives pricing and how to code pricing tools in a practical way.
Recommend
Yes, I would recommend this program
I have to say, the homework is the key to understand how to program in C++. During these sleepless nights devoted to homework, one of the most important things I learned is how to develop a good programming habit. Though there're tons of textbooks teaching how to program in C++, very few of them help people know how NOT to program in C++. I believe it's all based on the excellent design of this course and the efficient support from our TA, Avi. Thanks so much.
Recommend
Yes, I would recommend this program
TA's were amazing. They would often respond really quickly and at various times of the day (useful for me since I live in a different timezone). Their answers were sometimes a bit cryptic but that is understandable since if they were any more specific they would be doing our homework for us. The course was a good introduction but when asked to do the homework it was sometimes difficult to find a reference to what was being asked in the lecture notes or videos and online searching was needed. I would recommend it to people who want to learn C++ but would warn them that it requires some amount of time dedicated to it, it shouldn't be underestimated. Some parts were more tricky to understand coming from a finance background so perhaps some practice problems to reinforce the concepts covered in that lesson which are answered with solutions prior to the homework would be useful.
Recommend
Yes, I would recommend this program
The course is very helpful for me to command basic skills in both C and C++ programming through various exercises and quizzes. What's more, it includes knowledge and applications in financial engineering, such as option pricing and MC Method. Both the TA and students here are very professional and provide me with great guidance. My TA, Apalley, always responds to my questions so quickly & efficiently, offering impressive advice which is rather important during my learning process. Moreover, we have chance to communicate with Professor Duffy who is an excellent expert in programming. I like the course very much and enjoy taking it.
Recommend
Yes, I would recommend this program
I had some coding experience in statistical packages like SAS and R, but no experience with object-oriented languages like C++. I found this course challenging yet extremely beneficial. The lectures taught by Dr. Duffy are clear. The TAs are very helpful and responsive. There are a lot of discussions on the forum regarding the homework questions. They are useful hints and led me to the correct directions with my program. Upon finishing the course, I have a good understanding of the important topics in C++ languages. In addition, I feel more confident with other languages as well.
Recommend
Yes, I would recommend this program
This course is overall very comprehensive, especially for those without any experience in programming. The TA and the forum is extremely helpful.
Recommend
Yes, I would recommend this program
This course is really great for programming beginners with the focus on financial engineering. TAs are super helpful. The forum is an efficient place to ask questions and get immediate feedback. Thanks for the support team.
Recommend
Yes, I would recommend this program
I thought the course went well, and was worth taking. Dr. Duffy provided great video instruction, and the TAs promptly answered questions on the forum. I intend to take the Advanced C++ course next.
Recommend
Yes, I would recommend this program
The course is generally good, though I'm not sure if an update could make the course better.

TA is helpful and offers on time answers and replies.
Recommend
Yes, I would recommend this program
I took this course as a newcomer, and received more than I expect. The class structure is well-designed for people like me, serving as an efficient introduction to c++ programming language and its application in financial engineering as well. I have been benefited from the forum a lot, where I can search for question regarding to the material and get help from the TA and fellow students. In particular, the TAs respond quickly to the posts and are patient with any question. Overall, I would recommend people, who want to have a taste of c++ programming but are afraid of the difficulty of the material, to take this course.
Recommend
Yes, I would recommend this program
One of the strong points of the course was the breadth and depth of the material. I was introduced to many concepts that I didn't know of before, and the exercises were good for applying the material and thereby developing new skills accordingly. I appreciate the helpfulness of my TA, Avi Palley, for always giving prompt and informative replies when I had questions.
Recommend
Yes, I would recommend this program
The course is well structured. It covers the important topics such as inheritance and generic programming. I had one year of Java programming experience so the course is ok for me. I believe that it can be challenging for people who has no experience with programming.

The TAs are helpful. They usually responded to my question within an hour. They were patient enough to answer the same question over and over again.
Recommend
Yes, I would recommend this program
TAs are really helpful! They always reply to my questions as quick as possible and they are professional!

The course is detailed, including all basic C++ knowledge that useful to MFE. I like to read the materials in advance of watching the video.
Recommend
Yes, I would recommend this program
The content of this course is intensive and detailed. The part I like most is its continues emphasis on a good coding practice. The reply from my TA and other TA is always prompt. TA's been implementing a high standard on the homework, which is good because I come to this course to be trained to be the best programmer. The support from the forum is tremendous, not only from TA, from Daniel, but even more importantly from the peer fellows. Every question I have encountered has been fully discussed on the forum, and there are many new things as well.
Recommend
Yes, I would recommend this program
Four months ago, I knew nothing about c++, but now I can apply different methods to price options. This course is amazing. The learning materials are clear and the homework makes sure learners command the essence in each level. What's more, my TA is really helpful, providing answers to my questions and in time feedback to my homework.

Thanks this course and my TA for this wonderful experience!
Recommend
Yes, I would recommend this program
This course is integrated, comprehensive and well-structured. I learned a lot about C++ language and its applications. I really appreciate TAs help. They are responsive and extremely helpful!!!
Recommend
Yes, I would recommend this program
Very useful course for people interested in MFE with weak programming background.

TAs are always helpful and are able to answer questions in a timely manner.
Recommend
Yes, I would recommend this program
Course was excellent. The concepts were clearly explained in the videos, coursework and forum. The TA was highly responsive and descriptive. I now feel confident in my ability to apply my C++ skills to future financial engineering courses.
Recommend
Yes, I would recommend this program
TAs are very helpful.

HWs helped me to understand the concepts.

Personally, I prefer learning coding via a lot of examples along with theories. Thus, the lectures might focus a bit too much on theories. Although there are always coding examples at the end, it's a better idea to show how a simple code is built.
Suggestion:
The HWs are well-designed.
Recommend
Yes, I would recommend this program
This course is very vigorous. All the content taught in this cause is directly applicable to MFE program.
Recommend
Yes, I would recommend this program
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