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C++ online certificate for MFE applicants

The introductory price would be $1,250 for the first group of students. The price going forward will be set at some point in the future.
How many students are allowed to register within the first group ? Would you have consecutive batches to accomodate more students?
 
I expect 20-30 for the first group. More openings will follow up. First priority would be for people who plan to apply to MFE programs soon.

Can we pre-order(or something like that)? I'm applying to MFE programs this fall and need to learn C++. Thanks.
 
Hi Andy, I assume you are very busy finalizing the details in order to start next month.

Still undecided about enrolling, so have one question for you and Dr Duffy: since my interest is geared towards energy / commodities, may it be possible to tailor individually the "Part VI: Creating Applications in Computational Finance" to suit my needs? I also mean the final project.

Thanks in advance for your answer. Giuseppe

The applications in Part VI focus on equities and fixed income, but the methods should be applicable to a wider range of derivatives, I would hope. MC and FDM are universally applicable.

hth
Daniel
 
Dear all,

I'm also interested in this course!! However, while looking for plan-B courses, I found

http://www.datasimfinancial.com/course_detail.php?courseId=32

it's also given by Daniel and it seems that the content is pretty similar to this one. The price is similar too.

What are the differences between these two courses?

Thanks

The QN course starts fom C basics for those without any programming experience. The Datasim course assumes *some* experience.
The contents are otherwise similar, mostly. For Plan B you get my books as well and certificate from Datasim.

If I have understood properly, you get a Baruch certificate on successful completion?

I would go for QN now.
 
Do you know approximately how many hours it should take for someone without programming experience to complete the course? I'm studying for the CFA L1, taking PDE and Math Stat II, and am trying to get an internship for the fall. I also plan on retaking the GRE since I only got a 790/450.

A rough estimate (depending on how much time/energy you invest...) is maybe 4 months. But it is hard to say.

Anyways, do 8-10 hours a week (students have lots of time, yes?)
 
Andy and Daniel, will we have a separate section that covers basic debugging skills for C++ program, such as break point, call stack, watching expression, print to a log file, attach to process. C++ debugging is very different from other advanced scripting language. I found some course supplied by college often ignore such a practical part.

Attention to practicalities will be part of the course indeed. It is compiler-independent in principle but I have a preference for VS2010.

It is hoped that you master them little bugs ASAP :)
 
What are the differences between these two courses?
Daniel's Datasim offers more than a dozen programming courses for various target audience. The course he partners with Baruch MFE program and offered via Quantnet is customized for the audience here. It also has several distinct differences.
  • The time is shorter (max 6 months), normally 2 months
  • One flat fee for everyone, regardless of location or student status
  • One-on-one TA
  • Certificate is given by the Baruch MFE program
 
Hi Andy, I would be very interested to sign up for the course as well. My last programming experience was in VBA 10 years ago during my bachelors degree. I now wish to pick up a proper programming skill for my own trading requirements and this course is perfect to get me started. Look forward to it.

Ryan

With a background in VBA the transition to C++ in the course should be fine imo.

hth
Daniel
 
ItaUK
By "tailor", if you mean to take the materials presented to you in the course, and on your own initiative, extend it by coding a model from a white paper, then I don't see any problem with that. I just don't see this turning into a supervised research project where any of us (mostly Daniel) neither have a time nor expertise to ensure the quality of our certificate.

The door is open for you to pursue a more advanced course after this one if you find someone with the proper background.

I think that after having completed this course, you will be able to take the initiatives as the course rationale is to use modular, generic and OO blocks to create pricing formulae.

//
I do do MSc student thesis supervision but this is a different topic.
 
Hi Andy, Iam a trader turned risk manager in a bank with 10 years exp. I have good knowledge of deri
vatives and risk management and basic programming knowledge in xl vba. I was looking for a cpp course and found yours the most convincing. Am I eligible to take?
 
Hi Andy, Iam a trader turned risk manager in a bank with 10 years exp. I have good knowledge of deri
vatives and risk management and basic programming knowledge in xl vba. I was looking for a cpp course and found yours the most convincing. Am I eligible to take?
Of course.
There is no requirement other than a desire to learn. You have to put the time and work in besides being able to pay. And we make the last one easy on the wallet for our audience ;)
 
Is the Certificate something that needs to be renewed every so often, or is it a one-time deal? I wouldn't be able to take it this year, but maybe next year. Even then though, I'm still a few years away from an actual job. So, if it needed to be renewed or something then I would have to wait.

It does seem like a great idea though and something I will definitely have to remember going forward into this career.
 
Just read page 1-10 and this course sounds awesome. After completing undergrad, I regret somewhat leaving the computer science major to pursue economics and mathematics, since computer science seems so essential now in QF. My programming experience is Matlab, VBA, and some Java. Of course, it is clear now that will not cut it for the programming requirement for MFE. I am definitely in for the C++ course as I have been searching for a good certification like this one. I also am curious as to what TBeas just posted because I am currently studying for the CFA L1 (June 2012) and would like to take C++ cert in sept, but I do not plan to apply to programs for about 3 years when I hopefully complete CFA L3. Is there a renewal policy? Is it recommended to take the certification close to when you plan to apply? I am really eager to learn C++. Thanks for this Andy.
 
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