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C++ online certificate for MFE applicants

Andy Nguyen said:
Many MFE students got their first taste of how C++ is used in FE during the first semester in 'their MFE program'.
What I meant is with this course, you will learn and build codes for FE applications and therefore have a competitive edge over others.
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The course is set up in such a way that you learn the fundamentals of variables, compiler and structure (where many novices have problems with) and then get to C+ asap in an effective way. I have used this approach hands-on with MFE students (UK, USA, EU) during the last years with success.

I have noticed that C++ knowledge is a wide concept and many lacunae (templates, STL, design) exist in general. Based on past experience I take the material step-by-step so that the high-priority stuff is learned first.

A knowledge of QF is not needed as such. I introduce it as we progress. We do have other 'technical' topics and exercises that really are concrete (no mammals, flying machines and functions like woof()^2, maiow()^2 :)) but examples based on real-life systems.

As Andy said, you also learn the steps FinModel --> Algo --> C++ which is like a scaled version of bigger systems. So, you do learn the 'links' as well.

And the cool Maths libs in Boost is unique, I would say.

hth
DD
 
Awesome! I hope this course will still be around in the future. I can't do it for now due to work commitments. But thanks for this!
 
@Andy/DD : When are you planning to release the finalized syllabus for the course ? Can you please add timelines/time spent across each topic/module while releasing the syllabus.

Thnx
 
Hello Andy,
It is very good idea! Could you, please, organize to open online "Introduction to Finance" course or something like this?
Our headache is to get some financial background from reputable institution.
Thanks!
 
Andy Nguyen said:
@Daniel Duffy is the course developer and I'm sure he will have that when it's ready.
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The course contents have been published on QN. There is very little extra to add I think but if people have extra wishes I am open to suggestion, of course not losing sight of the original goals of the course.

So, we should make a final combined information package in which all user queries have been addressed? Would that help, i.e. WYSIWYG? What do you think Andy?
 
great. I am in...

will design pattern be covered? I only know the concepts but need more practice in real applcaition ... Thanks,
 
smile said:
great. I am in...

will design pattern be covered? I only know the concepts but need more practice in real applcaition ... Thanks,
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Design patterns as such are outside the scope of this particular course but what this course does is the bulding blocks of design pattersn: inheritance and composition and their combination. However, since algos are important, we do the useful Strategy pattern. I will certainly have some quizzes and exercises on this as it is a great way to show how C++ works.
A good example is the different ways to calculate u,d jumps in lattice methods.

Anyway, after having done this course the move to patterns will be easy, for sure.
 
I agree we need to keep the goal and scope of this course in mind. It's designed to provide those seeking a solid C++ training to
i) meet the C++ requirement of MFE program
ii) do well in MFE programs with a good understanding of FE applications

Advanced topics are better learned in subsequent courses when people finish this one.
 
This is very nice indeed, also useful for outsiders / non-MFE sort of chaps. Well done!

I'm really tempted to buy in just to learn from Duffy, tidy my C++ and get that Baruch stamp.
 
Will advanced training course be offered later by Duffy? And i am also assuming this course is not just c++ introductory class.
 
smile said:
Will advanced training course be offered later by Duffy? And i am also assuming this course is not just c++ introductory class.
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The contents are posted so you can see what is offered. So the course is not 'introductory' in a certain sense but satisfies the requirements that Andy mentioned.

After completion, the sky's the limit for more advanced stuff :)
 
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