C++ Programming for Financial Engineering

The best online C++ course designed for people interested in MFE (Financial Engineering) degrees and essential topics with applications to quantitative finance.

C++ Programming for Financial Engineering

The best online C++ course designed for people interested in MFE (Financial Engineering) degrees and essential topics with applications to quantitative finance.

Course Details

Location
Online
Length
16 weeks
Times
Self-paced
Cost
$1,450
Enroll today14 day money-back guarantee* Questions first?

About this program

Thousands of students who successfully completed the certificate have been accepted into highly selective quantitative finance programs and prestigious financial institutions. With an emphasis on financial applications for quantitative finance, the course is useful to professionals interested in learning the main programming language used in the quantitative financial industry.

Highlights

  • One-on-One Support

    Each student is assigned a personal Teaching Assistant (alumni of Baruch MFE with a decade of professional experience as a quant/trader) who will provide timely personalized feedback on homework as well as input on coding improvement.

  • Community Support

    A dedicated forum is available to discuss homework problems where fellow students and instructors are actively helping one another with questions. Most questions are easily searchable.

  • Intuitive, Comprehensive Structure

    This 16-week course consists of 10 levels where students build their cohesive knowledge upon previously mastered material. Access to each level is granted upon successful completion of the previous level's homework and quiz.

  • Student Support

    Our graduates overwhelmingly recommend this course for its values, experience and services.

Exam and Certification

The final exam is proctored online by the TA via Skype. Upon successful completion of the course, the Baruch MFE program will issue a Certificate of Completion to students who pass the final exam and obtain a 70% or higher average. A Certificate of Completion with Distinction will be awarded to students with 90% or higher average.

What You'll Learn

  • Basic C/C++ Language and Syntax

    Data types, variables, operators and expressions, decisions and loops, functions and storage classes, the preprocessor, pointers and arrays, data aggregates.

  • Object-Oriented Programming (OOP) in C++

    Classes and objects, basic operator overloading, memory management, namespaces.

  • Inheritance and Polymorphism

    Object-oriented modeling, simple inheritance, polymorphism, exception handling.

  • Generic Programming in C++ and Standard Template Library (STL)

    Introduction to generic programming (GP), template classes in C++, introduction to STL, STL containers and algorithms, combining OOP and GP.

  • An Introduction to Boost C++ Libraries

    Introduction to Boost, continuous and discrete statistical distribution, random number generator.

  • Applications in Computational Finance

    Applications and test cases (Black Scholes pricing and Greeks), Monte Carlo methods, finite difference methods (Euler, Crank-Nicolson), lattice methods, exact methods (Barone-Adesi-Whaley, bonds, swaps, swaptions).

Baruch MFE Certificate

The "C++ Programming for Financial Engineering" Online Certificate is a joint project by the Baruch MFE program, QuantNet and Dr. Daniel Duffy, founder of Datasim Education, who has been involved with C++ since 1988 as developer, designer and trainer. His clients are companies in all areas of software development over the world, including investment banks, hedge funds and MFE students at several universities. He has written ten books on software design, C++ and their application to computational finance. He holds a PhD in numerical analysis from Trinity College (University of Dublin).

Graduates of our Online Programming Courses, who hail from over 50 countries and five continents, have subsequently been accepted to selective quantitative finance programs or employed at financial institutions.

Don't forget:

  • GARP credits:

    This program has been approved by GARP and qualifies for 15 GARP CPD credit hours. If you are a Certified FRM or ERP, please record this activity in your credit tracker at garp.org/cpd.

  • Secure your future:

    Thousands of students who successfully completed the certificate have been enrolled and are employed at numerous selective quantitative finance programs and financial institutions.

  • You're not alone:

    From one-on-one support to community support. We want to see you succeed and will be here to support you along your course

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