The C++ Programming for Financial Engineering Online Certificate is a joint project by the Baruch MFE program, Dr. Daniel Duffy and QuantNet. The content was developed by best-selling author Dr. Daniel Duffy and the course is delivered entirely online by QuantNet. The Baruch MFE Program provides a teaching assistant to each student, and grants a Certificate of Completion upon passing the final exam and obtaining a 70% or higher average; a Certificate of Completion with Distinction is awarded to students with a 90% or higher average.
Audience: This certificate is designed for people interested in pursuing graduate studies in financial engineering and covers essential C++ topics with applications to finance. About 50% of the students who successfully completed the certificate prior to August 2012 are now enrolled in financial engineering graduate programs. With an emphasis on financial applications for quantitative finance, the certificate is also useful to professionals interested in learning the main programming language used in the quantitative financial industry.
- 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)
Format: The C++ online certificate consists of 10 levels, each with video lectures, reading materials, programming homework, and quiz. Each student is assigned a personal TA (an alum of the Baruch MFE Program). A dedicated forum is available to discuss homework problems.
Final Examination: The final exam is conducted online and proctored by your TA. Access to a webcam and Skype (or other video webchat software) is needed. If you live in the tri-state area (NY, NJ, CT), you have the option of taking the final exam in person at Baruch College.
Time Frame: The course must be completed within 16 weeks from the enrollment date.
Certification: 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.