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  1. E

    Toronto MathFin U of Toronto MMF Question

    I wonder if John Hull teaches any other courses at U of T in addition to the Derivatives course.
  2. E

    Toronto MathFin U of Toronto MMF Question

    Good point. Though I can't find any statistics on how many they actually do admit.
  3. E

    Toronto MathFin U of Toronto MMF Question

    This is from the Application FAQ section on their website: What fraction of applications do you accept? Usually we receive about 350 completed applications. Almost all of those are very reasonable applicants who could do very well. Our class size is 25-30. My background meets all the...
  4. E

    Toronto MathFin U of Toronto MMF Question

    I just transferred into BA Mathematics at York University (ignore my name) and I am also considering applying to MMF at U of T after I graduate. It's extremely competitive. They only accept 25 students out of about 350 applicants every year.
  5. E

    Job description

    For those here who work in quant finance - I was just wondering, what exactly do you do? In what area of quant finance do you work? And what does your job entail?
  6. E

    Math

    So then a course such as this would be worthwhile taking: AS/SC/AK/MATH 4143 3.00 W Scientific Computation for Financial Applications Calendar copy: This course covers the basics of numerical analysis/computational methods related to portfolio optimization, risk management and option pricing...
  7. E

    FE Course Waivers

    Why not take those courses anyway, just to better prepare yourself for when you DO have to take stochastic calculus at the graduate level? I actually plan on taking a stochastic calculus graduate course after I complete the prerequisites, regardless of whether or not it will count as MFE credit.
  8. E

    MFE -> Investment Banking?

    Generally, "investment banker" refers to Mergers & Acquisitions and securities underwriting. These positions are very different from what a quantitative analyst working for an investment bank does. A lot of people who work as "investment bankers" don't even have undergraduate degrees in business...
  9. E

    Switching to BA Mathematics

    Thanks. Do you think it would be worthwhile to take a financial econometrics course as well?
  10. E

    Switching to BA Mathematics

    I will be taking all of the courses on the list I posted. Numerical Methods I & II, as well as Stochastic Processes, are all on the list. Also, since I am switching from an economics program, I have already taken econ and finance courses. The only quant finance course I am taking in...
  11. E

    Switching to BA Mathematics

    Well, I decided to switch programs. I transfered into BA Math, and I will be starting in September. My goal is obviously still to pursue a master's in quant finance. Here are some of the relevant courses I will be taking: AS/SC/MATH 1000 3.00 F Differential Calculus (Honours Version)...
  12. E

    Peter Carr

    Well, as an economics/finance student minoring in mathematics, I guess that's pretty encouraging. If I can achieve even 1/50 of what Peter Carr has, I'd be content.
  13. E

    Peter Carr

    I was just reading his bio, specifically his education background: PhD. Finance, University of California, Los Angeles, Sep 1989 M.B.A. Accounting/Finance, University of Toronto, Jun 1983 BCom., Accounting/Economics, University of Toronto, Jun 1981 It doesn't seem like a traditional...
  14. E

    Securitized Law Suits

    http://money.cnn.com/2009/05/04/magazines/fortune/demos_litigation.fortune/ Thoughts?
  15. E

    Economic Derivatives

    That's awesome. Looking forward to that. Did you check out the two articles I posted a few posts back?
  16. E

    Economic Derivatives

    A couple of interesting articles: http://bpp.wharton.upenn.edu/jwolfers/Papers/EconomicDerivatives.pdf http://www2.stetson.edu/fsr/abstracts2/V16-2%20A1.PDF
  17. E

    Economic Derivatives

    Or inflation swaps....
  18. E

    Economic Derivatives

    I'm aware of the existence of interest rate and inflation derivatives and the accompanying literature, but do GDP derivatives exist? Unemployment rate derivatives? Etc.? If so, does anyone know any books or online journal articles on how to price these kinds of derivatives? Using Black Scholes...
  19. E

    BA in International Economcis & Finance

    I'm considering taking additional math courses on top of the ones already mentioned. If I had to choose 2-3 from the following, which would be better suited for quantitative finance? Numerical Analysis I - Errors and floating point arithmetic. Solutions of non-linear equations including fixed...
  20. E

    Best Undergrad program for MFE

    Oh I'm well aware of that. I plan on taking 3 semesters of calculus, ODE, PDE, linear algebra, game theory, two semesters of Probability & Stats, and an intro stochastic processes course, along with a programming course.
  21. E

    Best Undergrad program for MFE

    I know you double majored in Finance & Economics, so I figure I'd ask. Were the economics courses more "quantitative" than that finance courses. My degree in Economics & Finance (I'm in 1st year) is heavily concentrated on economics. Is economics better preparation for MFE than finance? A lot...
  22. E

    Financial Engineering Diploma

    I just came across this the other day. I was wondering what everyone thought about a Graduate Diploma in Financial Engineering from York University (in Toronto). It consists of only 5 courses. Is it worth it? Would it be of any significance to someone who wanted to apply for a quant/risk...
  23. E

    BA in International Economcis & Finance

    Would a C++ course be a must? I already have some experience with VBA & MATLAB. I've been reading a multitude of quantitative finance related material in the last 1-1.5 years as my interest in the field has developed. But I will definitely check out that thread. Thanks. Has anyone heard...
  24. E

    BA in International Economcis & Finance

    Ok, searching through the math courses I found a few that I might be able to substitute for the Econ Math courses: Linear Algebra - Systems of linear equations, determinants, vectors, geometry, linear transformations, matrices and graphs, number fields, applications. Calculus and Computational...
  25. E

    BA in International Economcis & Finance

    Thanks. I'm going to check with my department to see if it's possible to take the math courses from the math department directly. I gather you were also an econ major? Was it possible for you to take courses from the math department in place of the econ math courses?
  26. E

    BA in International Economcis & Finance

    To rephrase the question, I know I need more math courses, but which ones would best complement the courses I posted in my OP?
  27. E

    BA in International Economcis & Finance

    I'm currently studying International Economics & Finance but I am looking to pursue graduate studies in Quantitative Finance. I'm from Toronto and there's a very good MMF program at University of Toronto here, which I am thinking of applying to after graduation. I'm in my first semester. I will...
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