C++ Programming for Financial Engineering

I have taken this course in the beginning of 2014 and for it was a truly useful and engaging experience. Before I started it I did some programming with Matlab, Python and had some rudimentary knowledge of C++, yet the exercises of the course did offer me a challenge and forced me to put quite a lot of work to successfully complete them. I recall spending around fifteen hours when struggling with templates or devoting the whole week to completing the last project of the course. Overall, it was truly time-intensive, yet, I believe that in my case it was the time well-spent. In the end I felt way more confident with object-oriented and template programming and I do not think I would be able to get the same proficiency in C++ on my own. Apart from the course content, I would like to particularly stress the importance of the forum. It is so good that I actually did not have to bother my TA at all, as whenever I had a question regarding the content of lectures or exercises I could find an answer there. It is definetely a lifesaver and clearly distinguishes QuantNet's course from any other course in programming I know.

This C++ course was well-paced, easy to follow, and a great overview of the fundamentals of OOP and C++. Learning other languages after taking the course was much easier due to the comprehensive nature of each level. The applications to options pricing are relevant, interesting, and a fun way to wrap up all the programming in a real world practice. After taking this course, I can confidently program my own console applications and implement other mathematical models quite effortlessly into C++. I would highly recommend this course to anyone interested in learning C++ the best way possible.

Good course to brush up C++ skills, and TA was available for clearing doubts.

- TA did great job, very helpful, and answer always provided within 24H!
- Forum with threads where most of my problems were already answered.

This C++ Online Course is of great help to my programming skill and basic finance knowledge. The professor is great the TA is great. They can answer the questions as soon as possible. I really really want to learn more from them.

I enjoy the learning style because I can gain the necessary knowledge in C++ step by step and get improved day by day. The homework is well-designed. Thanks for TA's detailed comments on my homework. I really learned a lot from the comments.

When I began I had no experience with C++, and my programming experience in general was limited. By the end of this course I found that I was able to easily create programs to solve a wide variety of problems. I am very grateful to Dr. Duffy and especially my TA Avi who was always there to help. I am looking forward to continuing to develop my C++ skills on the firm foundation this course has given me.

A really good overview of both practical and theoretical programming concepts for someone with some programming experience (either professionally or academically)

Thank you for a very well designed course. The homework was very challenging and really tested the concepts in the video lectures and notes, and the quizzes reinforced the key points. My TA was excellent, providing prompt and detailed feedback, and the forum contains a wealth of further help and suggestions. I really enjoyed the course, and my C++ has developed significantly in a relatively short space of time.

I never programmed in C/C++ and had very little programming experience before taking this course . I learned a lot in 3 months and now feel very comfortable with programming. Class is challenging but very well structured which makes learning process much easier and very interesting. My TA Apalley was always very helpful,patient and responsive to my questions. He also gave me a lot of useful feedback on how to organize my code well. Forum discussions are very useful for understanding material better and doing homework. I would definitely recommend this course to anyone who is interested in learning C++.

This is a useful and comprehensive course for those looking to get an introduction to programming and its applications in option pricing. Boost library sections are unique and particularly useful as an introduction to a powerful resource. TA is accessible, and very prompt. He is also very knowledgable and supportive (thanks Avi) as well as Professor Duffy. Strong QuantNet community.

The course was really efficient and Great.
I learned a lot in a very short period.

My TA, APalley, was also awesome.
He was always present when I needed him, and he really knows about c++!

I came into this course with no prior programming knowledge. I therefore got stuck and annoyed several times... However the help from my TA Avi more known as "@APalley help" was very prompt and straight to the point. The forum is also a great source of help. Course was long and demanding but worth it!

Great accelerated C++ education program that gets your hands dirty quickly. I was able to jump into C++ work at my firm (a big national mortgage company) almost immediately after finishing the first 5 levels. TA grades homework very fast with supportive and responsive feed backs. And the active forum dedicated to the course served me better than expected. For practical C++ crash course (actionable in 2 months), I highly recommend this program.

I found the course very informative, and feel like it was a good introduction to C++ and object oriented programming in general.

The homework is very well designed to stimulate self learning and I learnt a lot in implementing theories to make codes better.

This course was useful. It helped me improve my code, both naming and design.
Before: my programs ran. Delicate ad-hoc creations, they were held together with a shoe-string and duct-tape.
Now: my programs run. Robust, designed creations, they're well documented, expandable, modular and readable.

I believe this course has enabled me to write higher quality code.
Of course, just like one becomes better at the craft of writing by writing a lot, one becomes better at the craft of programming by programming a lot. A lot! It can get boring; it can get repetitive and tedious. The support was good, my TA was helpful.
I'm happy I took this course.

An overall enriching experience into the fundamentals of C++ programming! Well-designed course and the material is taught in a succinct fashion. Challenging assignments at the end of each level reinforces the course material. TA was immensely helpful and promptly responded to all inquiries; forums were also very useful in supporting course material. I would highly recommend this course to anyone interested in quant finance.

This is a very comprehensive, helpful and well-designed C++ course for those who are interested in pursuing a career for financial engineering. It covers all the essential aspects of the C++ language that a normal MFE program will require for admission. TA(@Apalley)'s response is very instant and informative, which will guide you through all the difficulties. And his comment after each homework is very useful as well, making you aware how you can further improve the coding. After all, it is a very enjoyable experience!

A very good course with very interesting material.