I first discovered this course while researching the prerequisites for top-tier Master of Financial Engineering (MFE) programs, particularly Baruch's. I saw it was consistently listed as the recommended and preferred way to satisfy the C++ proficiency requirement, which immediately signaled its quality and relevance to the industry.
My reason for taking the course was twofold: not only to fulfill this key prerequisite for my future MFE applications, but also to build a truly robust and practical foundation in C++ specifically for quantitative finance. I understood that while
Python is common, C++ is the language of choice for performance-critical applications in pricing, trading, and risk management.
My experience was exceptionally positive and, while very challenging, incredibly rewarding. The course is masterfully structured, guiding students logically from C/C++ fundamentals through advanced OOP concepts, the STL, and Boost libraries. The true value, in my opinion, came from the final levels, which directly applied all these concepts to financial engineering problems like Monte Carlo simulations and option pricing. This bridged the gap between abstract theory and real-world application perfectly. The TA support was outstanding—prompt, detailed, and professional—and the forums provided a strong sense of community.
Completing this course has given me a deep sense of accomplishment and a genuine confidence in my C++ abilities that I did not have before. I feel significantly more prepared to tackle the rigorous curriculum of a top MFE program like Baruch's and for the technical demands of a future career in quantitative finance. I highly recommend it to any prospective MFE student.