Latest reviews

This course saves me a ton of time studying C++. All the concepts are well-explained, and some myths of the previous level will be clear in the next level. The course's HW is awesome and I believe it follows the spaced repetition method. Doing HW not only makes you understand new concepts but also helps you remember concepts from the previous levels. TAs are so constructive in giving you feedback.

"An Intuition-Based Options Primer for Financial Engineering" is a well-designed course that exceeded my expectations in several ways. The TA was particularly responsible and helpful, always available to answer questions and provide guidance. This course not only covered the fundamental concepts of options trading comprehensively but also introduced an alternative way of thinking about options, which broadened my understanding significantly. The curriculum was structured to foster intuitive learning, making complex topics more accessible. Overall, the course provided invaluable insights and practical knowledge that have enhanced my approach to financial engineering.

I initially looked for a course that would cover C++ and naturally gravitated towards the freely available online courses, but found that they did not cover the depth required to build financial systems at scale. Coming across Quantnet's programs allowed me to fully realize my desire to pursue financial mathematics and related fields through the coursework. I was able to apply myself fully to learn first-hand, design principles and efficient ways to code complex financial applications in level 9. I would definitely recommend this course to anyone moving into a similar field. The TAs and forum has been great! Thanks for a wonderful experience.

Taking this course has been an incredible journey, providing me with a solid foundation in option pricing and the mathematical models involved. Despite having no prior knowledge in this area, I found myself captivated by the principles of arbitrage and the various trading strategies that can be employed using options. The course not only highlighted the ingenuity behind these financial instruments but also showcased the excitement of developing strategies that leverage their unique properties.

One of the most valuable aspects of the course was the instructor's ability to break down the complex Black-Scholes model into its fundamental assumptions and the universal properties of options based on their real-world trading behavior. By connecting the abstract mathematical model with practical applications, the course provided a clear understanding of how options are priced and utilized in financial markets.

Through the course, I gained a deep appreciation for the concept of risk-neutral probability and its role in option pricing. Understanding how to calculate the theoretical value of an option using the Black-Scholes formula and compare it to the market price has equipped me with the tools to identify potential arbitrage opportunities. Moreover, learning about the Greeks (delta, gamma, theta, vega, and rho) and their implications for option sensitivity has been invaluable in developing effective trading strategies.

The course also introduced me to various option trading strategies, such as covered calls, protective puts, straddles, and spreads. Analyzing these strategies and their risk-reward profiles has provided me with a framework for constructing portfolios that align with specific market outlooks and risk tolerances. I am particularly intrigued by the potential of using options for hedging purposes and generating income through strategies like writing covered calls.

Overall, this course has ignited my passion for financial engineering, particularly in the realm of option trading. The knowledge and intuition I have gained have laid a solid foundation for further exploration and practical application. I am eager to delve deeper into the world of options, enhancing my understanding of advanced pricing models, exotic options, and the integration of options into comprehensive trading strategies. With the tools and insights provided by this course, I feel well-prepared to navigate the dynamic landscape of option trading and contribute to the field of financial engineering.

It's an amazing journey to study this course with all the interesting knowledge and practical exercises. I found this course with the recommendation of professor Dan. And I really enjoy learning this course with the community and forum of Quantnet.

Very great and helpful course!

This is an ideal opportunity for those who aspire to delve deeper into the intricacies of C++ and eagerly pursue a career in quantitative finance. Professor Daniel's lectures are not only instructive but also substantive, providing a solid foundation for systematic understanding of the C++ system. Sir @APallay and the other teaching assistants are always at your service, ready to assist you in overcoming any challenges you may encounter during your learning journey.

The courses offered by Baruch College and QuantNet are consistently of the highest quality, ensuring a rewarding and enriching learning experience. Upon completion of my final exams at my school, I intend to promptly enroll in the 'Advanced C++' course to further enhance my skills and knowledge in this domain.

My friends suggested this course to me. I looked over it and decided to take it because I wanted to learn Python with Data Science. That is exact course I wanted.

The admission process was accommodating and I received a scholarship of 17000$ with my offer. The courses are on the cutting edge, flexible, and are designed to be highly practical. I selected around 16 courses in machine/deep learning, algo trading, and risk management areas, including some at the Ph.D. level. Professors are exceptional with excellent industry relations. Stevens is renowned for its location, just 10 minutes from Manhattan. The COPA team provided thorough support for my career with my program director and professors offering recommendations and conducting mock interviews for me.

Applying for a PhD within the Stevens FE program is also a great option, as it includes a dedicated two-semester PhD thesis FE900 project. PhD professors will work with you one-on-one to revise your thesis and assist you in publishing papers.

I worked in different hedge funds and Securities firms before Stevens. During the program, I interned at Jefferies and worked on different Capstone Projects from BOA. This rigorous FE program helped me find my full-time quantitative position in Transamerica. You will get a big bang for the buck in the Stevens FE program if you are pursuing a career path in quantitative finance.

This programming course has been the best I’ve ever taken. The class forum is well-established, and the instructors’ responses are both timely and patient, which is a refreshing change amid the current scarcity of educational resources. The materials, exercises, and exams are meticulously designed, making learning systematic and practical. It's also a pleasure to meet and discuss with so many outstanding classmates and fellows here.

I’m determined to keep enhancing my C++ skills, and I’m hopeful that this experience will open doors for my future career, not only in C++ but beyond. Also, I’m eager for the opportunity to contribute to this course in the future.