Recent content by myampol

Given the recent problems on Wall Street and in banking, looks like the world may be moving toward "Big Data" analytics. This will provide a new venue for MFE graduates to seek employment outside of finance. Mayor Michael R. Bloomberg and Columbia University President Lee C. Bollinger...

No more floor trading for coffee/sugar/cocoa! Everything on computer! http://www.wallstreetandtech.com/exchanges/240004469

Many courses can have similar names but quite different content. It would be very helpful to examine the syllabus, or at a minimum, to find out the name of the textbook that the instructor is going to use for each course you are considering. If you do an MFE, you are going to be bombarded...

These are the key points of the program: http://www.frankfurt-school.de/mqf http://www.frankfurt-school.de/content/en/education_programmes/master/mqf.html http://www.frankfurt-school.de/content/en/education_programmes/master/mqf/mqf_employers.html Among others, faculty includes Jan Vecer and...

As mentioned above, Harvard’s School of Engineering and Applied Sciences (SEAS) does not appear to have faculty with “quant finance” focus. Students who have wished to pursue this area in the past have been served by the Department of Statistics, which for a number of years has offered an...

Harvard’s School of Engineering and Applied Science (SEAS) and the Graduate School of Arts and Science (GSAS) have just announced a new one-year Master of Science (SM) program in Computational Science and Engineering (CSE) to begin in Fall 2013, and a two-year Master of Engineering (M.E.)...

There's a new book written by former derivatives trader John Coates, now a neuroscientist at Cambridge University, which finds scientific evidence for correlation between testosterone levels and trading success. The Hour Between Dog and Wolf: Risk Taking, Gut Feelings and the Biology of Boom...

The emphasis on R is most likely because this program at UWash was recently started by Doug Martin, the original creator of S-Plus, which over the years has been sold several times (originally Stat-Sci, then Mathsoft, then renamed Insightful, and now part of TIBCO, where the product it is known...

If you have opted to install it, cygwin should include a program called "xemacs", which runs emacs under an X-server, with all the mouse-friendly features that you prefer. However, you do have to configure the X-server and the application default settings in order to get the windows the way...

Although I am a US native who doesn't need to concern myself with these things, it is my understanding that foreign students are eligible to take (paying) off-campus internships of up to 20 hours per week after they have completed two full semesters in the USA. (During the summer and other times...

Well, at the college where I did both MS Stats and MS Financial Mathematics (simultaneously!), the way that the tuition works, one only pays for four courses each semester -- so the fifth (and the sixth, for those of us who are totally crazy) are FREE. Of course, this arrangement only applies to...

You do want your math to be fresh. If you are working in a field where you don't use it much (or, at all) then after a year you would probably start to forget things that you have learned now. To improve your skil lset, you might want to look into something like the Baruch Pre-MFE program...

The Stony Brook program was started by Robert Frey, who spent many years working for Jim Simons at Renaissance Technologies, which is located just down the road, and is now run by Zari Rachev, who has written numerous books and articles in the field...

Note that in order to be eligible for the (much lower) in-state tuition, you need to be a New York resident for a full year before starting classes at CUNY. If you are moving to New York from elsewhere and starting classes right away, you would be subject to the higher out-of-state tuition rates.

It's interesting that Rutgers would grant you both degrees with only one extra semester of coursework. Would some of your courses get counted toward both degrees? I ask this because a number of years ago I did both a Masters in Statistics and a Masters in Financial Math (simultaneously, in...