Hello,I was wondering if anyone here can dispense with some advise with regards to any recommended courses on C++ out there which may be within a decent price range (for students).I am doing a PhD and realistically feel that the likelihood of me practising with C++ on my own (lets say work through Joshi's book) is very small. However, if I were to take up a course then that would motivate me to learn it seriosuly. Any courses out there that anyone would recommend?Many thanks ppl.JQ.

Depends on where you are in the world !If you're in London, the best place is QA who do both a beginner's and advanced course in it. However, this is not cheap at all - especially so for students.There are plenty of firms who will sell you a C++ course, but very few of them are really worth the money. The best way to learn is by doing - think of something that you need to code for which you might normally use another language (e.g. VB or Java) and instead write it in C++. Sure, it'll take you much longer to get it all to work properly, but you'll learn a lot by doing so.The books by Scott Meyers are excellent as a way of going from "know the basics" to intermediate, and are sufficiently modular that they don't seem too daunting when you want to do a bit of C++ without spending a whole day on the topic. Ultimately you gotta spend those hours in front of a screen writing code to get any good at it

What I would strongly recommend is that you supplement whatever coursework you do with some practice on an open source project that is C++ based. This will get you exposed to "real world" code and "real world" collaborative social networks. (Part of what you need to learn to do real world programming is the politics of coding. In any well run software shop and in most open-source projects, the "politics" is a good thing since it improves code-quality.)The problem with most courses is that they focus too much on writing code, and too little on reading code. They also focus a bit too much on low-level syntax, and not high-level design because they are focused on small "toy problems" which don't need any high level design.

QuoteOriginally posted by: dj99bDepends on where you are in the world !Yep, my bad! I forgot! lol. I am in London :-)Thanks alot for your input guys. I have already spent money on Joshi's book...so, I think as a start I will set a timetable to work through this in my spare time. JQ.

I am not sure if this will help. I live in the San Francisco Bay area. The major universities here (such as UC Berkeley), offer extension courses for working professionals. They are taught by industry professionals and are usually night courses which meets once a week for 10 weeks. The tuition is between $500-700 USD.Are there such extension courses for professionals offered by UK based universities? The thing about C++ is to focus on the fundamental concepts object oriented design. If you know C, you probably already can program. However, C++ allows you to do modular design and reusable code, which can result in highly elegant and compact code. Or ... horrific and unintelligiable spaghetti code often created by highly intelligent, but woefully uninformed science PhD.sUnfortunately, it is a terrible langage for neurmical analysis. But professional package such as Matlab offers APIs with object libraries that can be linked to C++. Hope this helps,QuoteOriginally posted by: JediQuantQuoteOriginally posted by: dj99bDepends on where you are in the world !Yep, my bad! I forgot! lol. I am in London :-)Thanks alot for your input guys. I have already spent money on Joshi's book...so, I think as a start I will set a timetable to work through this in my spare time. JQ.

I think you have to try to setup a "project" and then try to use the C++ object oriented features to build it up. Just following language courses won't develop your skill to solve problems. You will notice that you will following algorithms to create Stacks, or things that you are not interested in.

QuoteOriginally posted by: horacioaliagaI think you have to try to setup a "project" and then try to use the C++ object oriented features to build it up. Just following language courses won't develop your skill to solve problems. You will notice that you will following algorithms to create Stacks, or things that you are not interested in.The challenge these days is the ability to map your domain thinking into C++, in this case pricing applications. I reckon that QF folk would find it a bit boring to write a stack.You have all those mental models that must be mapped to C++, an that takes a lot of trial and error (or experimentation)

There isn't a good, cheap C++ course in London. I teach part of the reassuringly expensive CQF C++ course.Duffy or Joshi are decent enough books for quant C++, though you'll need others to master the language. Following 2Fish you should look at quantlib, but after templates have started to make sense.Perhaps what we need is a self help group for poeple trying to master C++ in London ?

Forget about learning C++, enjoy java. Everything related with java is free just like air Of course you should learn it first of all but I think much more better investment than learning C++.

QuoteOriginally posted by: mathfinloveForget about learning C++, enjoy java. Everything related with java is free just like air Of course you should learn it first of all but I think much more better investment than learning C++.My opinion is just opposite to yours. If you really want to pick one from C++ or Java, choose C++, especially if you want to find a quant or quant developer position in financial industry.

if you want a job learn C++

QuoteOriginally posted by: mathfinloveForget about learning C++, enjoy java. Everything related with java is free just like air Of course you should learn it first of all but I think much more better investment than learning C++.Is there any investment bank which uses Java?

As I understand it. Mostly IBANK IT applications and GUI developers likes Java. Since there are a plethora of ready made numerical libraries (PDF solvers, root finders ..) written using C++, I can imaging most quants will still use C++. Unless of course, you want to develop all those basic mathematical algorithms from the ground up. However, C++ is not a very good language for numerical analysis, neither is Java, nor any other recent languages (VB, C# ... etc). The problem is the data typing and array handling are way too low level. So it is rather combursome and error prone. Luckily, there are standard libraries out there (such as STL - standard template library) to handle basic data structures. QuoteOriginally posted by: MsccubeQuoteOriginally posted by: mathfinloveForget about learning C++, enjoy java. Everything related with java is free just like air Of course you should learn it first of all but I think much more better investment than learning C++.Is there any investment bank which uses Java?

QuoteOriginally posted by: chyangHowever, C++ is not a very good language for numerical analysisCan you justify your argument a little bit? Which programming language is the best language for numerical analysis and is this language widely used?

Yes..our team uses Perl, Java, C++ and Matlab