Program Overview Report can almost get you that... however this report source does not include course fields as filter options. Additionally, the tweak to this report source is needed that also includes certifications in the program overview (to report both programs and certifications at the same time, as discussed in other threads).

I am not sure right now how easily the course name can be added as a filter. My hunch is that it might not be a lot of effort since this report source already joins course tables, but since the course column of this report is a concatenation of courses there could then be additional complexity.

I am not aware of another way right now but this came to mind as the first potential.