• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering.
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    An Intuition-Based Options Primer for FE
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Search results

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    Which is the best MFE programme that might lead on to a PhD in Finance?

    To do PhD in Finance, the best preparation is to do Masters in Financial Economics at Columbia or to do 2-year PhD preparation program (like an internship) at Stanford Business School. The only MFE grads I have seen in Finance PhD programs were from Chicago and Princeton. They were doing PhD at...
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    COMPARE Columbia MFE vs MBA from IIMs (India)

    Yep. IIMB alum here. For quant roles in USA (with no hope of Green Card in this lifetime): Columbia MSFE >> GATech >> IIM B/C For much better career opportunities long-term, both in quant and in MBB: IIM B/C followed by UCB MFE (they have very strong preference for IIT/IIM grads with relevant...
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    What is the real value of 3hr basic coding tests for experienced hires with MS/PhD - please explain?

    Here are the questions which you are evaluated on: Will your program compile? Will your program run? For expected data, will your program return the expected results? Have you selected the appropriate data structures to use in your code? Does each method perform a single task? Does your code...
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    Am I wasting my time?

    Whatever Philip_Mitterrand said above is exactly correct. You are ideal match for Harvard MBA
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    NYU MSFE Is NYU Tandon Good?

    I think that the above quote may be precisely the issue. I don't have hard statistics, but I am guessing that there is a very large difference in the intellectual ability of the 30 Courant students vs. the 150 Poly students. The employers may get confused for some time. Eventually, if you take a...
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    The Criteria to Choose a PhD Program

    First of all, you should go to the highest ranked NATIONAL university (not based on SUBJECT rank) which you get admission into. Secondly, for an advisor, you should choose a senior, chair professor who has a reputation for being very kind and graduates all their PhD students. They approve even...
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    No Longer Seeking Quant Jobs - Market is Changing

    Methinks that thou art overly pessimistic. Maybe if you would deign to teach a course as an adjunct, then you could merge the philosophies of Hull and Shakespeare. Explain to the students that if Monte Carlo does not work, Macbeth will.
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    PhD in physics, first job as a quant

    Here is a list of commonly asked C++ interview questions. This should keep you busy for sometime and you will not be blindsided in the interview: C++ Interview Questions and Answers - Test & Download http://www.cs.ucr.edu/~lyan/c++interviewquestions.pdf Google You also need to go through the...
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    US Citizen - Mention on Resume?

    The waiting period depends on the country of origin. For people from European countries, they would normally get the Green Card within 2 - 3 years after the I-140 was approved. For people from India, the waiting period is currently 12 - 15 years after their I-140 gets approved (and it is getting...
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    Java Developer Interview (with Quant) Questions?

    The above post is correct. All the questions will be on Collections, Multi-threading, and search and retrieval algorithms. None of the standard Java questions on Spring, Struts, Hibernate, Design Patterns, Web Services. For Goldman-Sachs in Jersey City, you can expect the initial screening...
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    Advice on further education for quant

    Dude, you were very lucky that both your parents are physicians and you were able to go to schools like Yale and Oxford without worrying about mundane things like tuition and rent and utility bills. Your repeated switching of fields from medicine to finance and now to quant indicates that you...
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    God, hardest choice! NYU MathFin VS Harvard CSE

    I don't know dude. It seems that some people are trolling this forum. Specially since you decided to apply to such different progams and you could easily find out where the students are getting placed and there are so many quant guides available which provide the answers to the questions which...
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    God, hardest choice! NYU MathFin VS Harvard CSE

    Look, if your goal is to work in HFT or AlgoTrading as you have stated, then there is no doubt that the Harvard CSE program would be the best choice. But you need to understand that you will be competing with Computer Science PhD who would have far superior knowledge (not necessarily...
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    Looking for advice

    Nope, Nope, Nope, Yep.
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    What MFE Schools I be considering.

    Your GRE score is actually extremely high. You will have an excellent chance of admission at IIT-Chicago or Minnessota. The quality of education at these schools is as good as the quality of education at the top-ranked schools. But you should be mentally prepared to return to your home country...
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    Chances with degree from Denmark

    PhD is FREE even in the most prestigious universities in the USA. In USA, as a PhD student, you will not have to pay any tuition and also the university will give you a stipend of approximately $30,000 per year. There is nothing to stop you from getting a free Bachelor degree in Denmark and then...
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    MFE after Ph.D. worth it?

    $400K total (base +bonus) would be be in HFT AFTER FIVE YEARS. Whoever told you that you would get that in your first year is misleading you. I know dozens of Computer Science PhDs from CMU. They are all starting at $160K - $200K in the tech firms. The few who go into Finance sector are starting...
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    Developer role with Java experience and no MFE possible?

    Even though you have a solid Bachelor and Master in Computer Science, you still need five years of industry development experience before people take you seriously as a developer. Two years would be too less experience to make a transfer. Since your education and work experience is in Germany...
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    Funded Masters in Financial Mathematics

    If you do not have any money to pay tuition and living expenses for US Masters degree, you can try applying for admission to PhD programs. The PhD programs are usually fully funded. The main problem is that it will take 5-6 years to get the PhD degree and you will get very little sleep during...
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    Which of the two options is better?

    Why do you want to try for a quant position? Your main strength is your technical knowledge. You sould be able to get an entry-level position (or a least an internship) in HFT. Then, learn as much as you can and after 3-4 months they will convert it into a full-time position. Your income...