C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,311 reviews

Headline
Great course
I'm starting a masters degree in financial engineering and thought it would be useful to learn some C++ before going in to the program. A friend from undergrad took it last year and recommended it to me. I found the program very organized, the lectures were well-balanced in terms of theoretical information and examples, and the homeworks gave a good opportunity to practice what I learned. Overall great course to take.
Recommend
Yes, I would recommend this program
  • Anonymous
  • 5.00 star(s)
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What I appreciated most was the course’s balance between theory and practice
I found the Baruch C++ course while searching for a program that would solidify my programming skills, particularly in the area of financial engineering. C++ is a fundamental language in quantitative finance, and after researching various courses, the Baruch C++ course stood out as one of the most respected in the industry. It has a strong reputation for providing a solid technical foundation for students aiming to work in fields such as quantitative analysis, algorithmic trading, and financial modeling.
My primary motivation for taking the Baruch C++ course was to bridge the gap between theoretical finance and practical programming. The financial industry demands robust, efficient, and high-performance applications, and C++ is one of the most widely used languages in this domain due to its speed and flexibility.
Additionally, I realized that C++ is often used for developing trading platforms, risk management systems, and pricing models, all of which are crucial in modern finance. Since I plan to work in a role related to quantitative analysis or financial engineering, I knew that learning C++ would significantly enhance my technical toolkit.
The course itself was quite challenging but rewarding. It started with the fundamentals of C++ such as syntax, data structures, and object-oriented programming, but quickly progressed to more complex topics like design patterns, memory management, and numerical methods. I found the curriculum to be well-structured, with a clear focus on practical applications of C++ in finance.
What I appreciated most was the course’s balance between theory and practice. The exercises were designed to reinforce the theoretical concepts covered in the lectures, but they also mirrored real-world problems, which helped me apply the concepts in a meaningful way.
Recommend
Yes, I would recommend this program
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Challenging but rewarding
I took this course to get an introduction to C++ and had a great experience. It was challenging going through the exercises, but with help from the forums and the TAs I was able to get a solid understanding of the homework exercises and cement the knowledge learned in the videos. I had to take the course as part of the admission requirements to an MFE program.
Recommend
Yes, I would recommend this program
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Comprehensive with great projects.
I thought the course was very comprehensive and had great projects. Overall I feel like I learned a lot and am very satisfied with my experience. I would also like to mention that the TA's are great and respond/grade very quickly.
Recommend
Yes, I would recommend this program
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Excellent
The experience had been excellent! I was taking this course on suggestion from a senior who said it could be great help to my application to MFE (verify this later this year :D) and it turned out to comply with his suggestion given the solid course content and the help it had been to my cpp programming as a beginner. Besides, I think how we ask questions, exchange thoughts in a forum is also beneficial since it's one of the most common paths of communicating to the community. One must adapt to this form of communication if one is set to go to fields like quant that are loaded with programming techniques and this course could be a good way to start. Anyway, I would wholeheartedly suggest anyone who is considering this course to take it. Whatever the result of application might be, the experiences and skills themselves are invaluable.
Recommend
Yes, I would recommend this program
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Wonderful experience. Eager to learn more!
I had a wonderful experience throughout the course. It introduced me to a lot of core and fundamental C/C++ concepts. The assignments were involved and I really improved on few topics where I felt my knowledge was wanting. The forum is a great place for discussion about the pros and cons of various approaches to writing good code.
My reason to take the course was to get the certificate, but after having completed it with distinction, I am looking forward to enhance my C++ learning even more.
Recommend
Yes, I would recommend this program
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Very helpful in quant interviews preparations
This course was definitely worth it. It provided a solid foundation in C++ and the principles of object-oriented programming. The concepts I learned here can easily be applied to other OOP languages, such as Python.

I'm extremely grateful to the TAs and the forum for their invaluable support. The course content has also proven to be helpful in quant interviews preparations—topics like smart pointers etc. Completing this course not only enhanced my programming skills but also made me more confident in applying them.
Recommend
Yes, I would recommend this program
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Enhanced programming skills for MFE programs
Since I plan to apply for MFE programs in this fall, I want to enhance my programming skills. One of my friends recommended this course to me. The course is definitely great and I learned a lot. My favorite part is level9, where i have to design a challenging option pricing mechanism.
Recommend
Yes, I would recommend this program
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Well-structured curriculum, abundant teaching resources, dedicated teaching assistants
I first learned about this course through a recommendation from a classmate, who believed it would be very beneficial for those studying quantitative methods. After enrolling in the course, I found it had a well-structured curriculum, abundant teaching resources, dedicated teaching assistants, and a very active and friendly forum atmosphere. I completed the course and found that it indeed provided me with significant help.
Recommend
Yes, I would recommend this program
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Teaching how to design code concisely and elegantly.
Great course even for someone who already has coding experience! I have mainly been coding in Python in the past, with some exposure to C++ and Fortran. So the material isn't entirely new to me. I still learned a lot from this course. The feedback from APalley is very useful in teaching me how to design code concisely and elegantly. And the forum is very helpful. You can find all the solutions/hints to homework from the forum, and many other C++ knowledge. The lecture notes are good too. I would definitely review the notes from time to time.
Recommend
Yes, I would recommend this program
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Incredibly valuable course. Forum discussion is great!
I found the course to be incredibly valuable in preparing me for my Master's in Financial Engineering at Stevens Institute of Technology. The content provided a strong foundation in Syntax, Inheritance and Polymorphism, which has proven to be invaluable as I delve deeper into the intricacies of financial modeling and analysis. I was particularly impressed by the course's emphasis on practical application. The assignments were challenging yet rewarding, allowing me to apply theoretical concepts to real-world scenarios. This hands-on experience has significantly boosted my confidence in tackling complex financial problems.

The forum was an invaluable resource. The discussions among classmates and the insights shared by the instructor created a stimulating learning environment. Overall, I am grateful for the opportunity to have taken this course. It has not only strengthened my academic foundation but also equipped me with the necessary tools to excel in my Master's program.
Recommend
Yes, I would recommend this program
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Highly recommend this course to everyone!
I had heard about this high-quality course for a long time. To enhance and solidify my C++ programming skills and further learn about its application in quantitative finance, I chose this course and gained a lot from it. I carefully watched each lecture video, took notes based on the slides, and supplemented my knowledge base. I believe this course provides a very detailed introduction to the application of C++ in quantitative finance, making it an excellent course for both beginners and advanced learners. The assignments were also interesting, allowing me to reinforce what I had learned in a timely manner. I am especially grateful to the teaching assistant, Avi, who provided precise feedback on each of my assignments, helping me recognize my mistakes and improve my coding style. I highly recommend this course to everyone!
Recommend
Yes, I would recommend this program
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For admission requirements for CMU MSCF
I had an overall good experience with the course! Coming from a java background it wasn't too difficult for me. I did want to share that as the course continues to be taken by students, it can get a little difficult to sift through the pages and pages of questions. It may be a good idea to go back and look at which questions came up most often and include that in the homework instructions. I understand the course instructors/TAs might not have the bandwidth to do so but it would save them a lot of time if they have to answer the same question over and over again. I took the course because it was part of my admission requirements for CMU MSCF. Overall, very informative and I learned a lot!
Recommend
Yes, I would recommend this program
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Breaking into the quant finance industry
As someone who want to break into the quant finance industry but had no experience in C++, I took this course to gain programming knowledge and hopefully improve my competitiveness in master’s program and future job applications. The TAs are very responsive and previous threads on the forum are also very helpful. This is not an easy course and I committed a lot of time to finish it with distinction. Feel proud of what I’ve achieved!
Recommend
Yes, I would recommend this program
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Essential for a career in finance
I found the course through recommendation by one of my senior classmates. He got a satisfying offer and this certificate helped a lot. Also as I know C++ is playing a more and more important role in Financial Engineering so I think it is essential to enrich my background in C++
Recommend
Yes, I would recommend this program
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Well worth the money
Found the course searching in Google. Main reasons for choosing it:
I needed to get a proper refresh on C++ but I didn't want Coursera-type courses. Given the author and the TA I thought this course was worth the money. To make it even more worthy I study each topic in other resources so at the end it became pretty heavy. I wanted a proper base on C++ because it's probably the language with which I can better learn Data Structure and complexity basics and it gives a structure in coding in other languages, e.g. Python, which is (probably) easier and gives you a lot of freedom. Freedom without knowing what you are doing can be a bad thing.
Recommend
Yes, I would recommend this program
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First choice for C++
First of all, it's not my first experience with coding, so it may make me feel easier to do some of the tasks than others. I heard c++ long ago and knew why it is important in the financial area. Then this program became my first choice since my university does not provide related courses. For the content, all the exercises are interesting, levels are separated in a really reasonable order, I feel so great with APalley and Professor Duffy for giving me useful comments and lectures.
Recommend
Yes, I would recommend this program
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Many colleagues in finance industry already took this course.
The course is full of hands-on experience. I like that it is full of practical cases and also interesting theoretical concepts.
I found that lots of my colleagues in finance industry already have taken it.
It is very important to be good at development and design in modern computational finance.
Recommend
Yes, I would recommend this program
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The quality is beyond my imagination!
I learned about this course from a friend, who told me that this course would get me used to programming in C++. And this fantastic course did enhance my C++ programming skills significantly. This is a very comprehensive guide of not only C++ programming, but basic financial engineering skills as well. The quality is beyond my imagination.
Recommend
Yes, I would recommend this program
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Use Monte Carlo algo to compete in modeling competition
This is one of the best courses I’ve ever taken. Although I’m already a college student, truth be told, this is the first computer course I’ve taken seriously. In the past, computer classes during my primary and secondary school years were mostly used for playing games or writing assignments, which is something I somewhat regret. However, fortunately, this course wasn’t as difficult as I imagined. On the one hand, I’m a mathematics major, so I’m completely competent in mathematical foundations and logical thinking. On the other hand, and more importantly, the clear presentation of the course, assignments, and the assistance from the teaching assistant, including my questions on the course forum and those of other classmates, all contributed to my successful completion of it. It can be said that over these few months, I’ve made the transition from just getting started with coding to becoming proficient in C++ and implementing its applications.
There’s also a somewhat interesting story. During the May Day holiday, I participated in a mathematical modeling competition in our country. As the programmer in our group, I smoothly completed the code writing even without any obstacles, and at that time, I had just learned about the Monte Carlo algorithm, which happened to be the key to the competition question!
In conclusion, this course has brought me great rewards, and once again, I want to express my gratitude to the teachers and classmates who helped me complete the course!
Recommend
Yes, I would recommend this program
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