Recent content by Zhechao

  1. Optional Practical Training (OPT)

    check with the program and your i-20. Some schools have their programs listed under STEM, OPT is 12 months + 18 months. Otherwise it is 12 months.
  2. MFE after Phd?

    i am with bubblegum. A degree like Ph.D doesn't necessarily prepare u better than practical skill sets that are directly applicable to industry jobs. Ph.D in fin math or applied math put heavy emphasis on theories and little on practical skills. And it takes time to build up practical skills...
  3. is there a method to forecast vix jumps?

    I am working on a project on VIX and VXX. It seems VXX is going down most of the time, except some spikes when the current VIX has a spike. I looked at some literature and know the spikes (big jumps) of VIX follows a poisson process. Is there a method (time series or other) that I can use to...
  4. operation research vs mfe

    Hi. I am a math and physics senior. I am wondering if I can apply for operation research phd prgrams as backup for mfe application since mfe admission is getting more and more competitive. And phd program usually offers financial aid. And what about applied math programs? Which program does not...
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