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Thanks Bastian! It's really nice of you. I will try to digest it by my best.

Thanks Bastian. I am not sure about adjoint/backward argument. But dose that mean we take the derivatives with respect to K and T, in which the stock price at time T also equals to K. So take both derivatives comes the same result but means two different things.

When I was reading the book Martingale method in financial modeling. In the local volatility part(P248-P249 of 2nd version), author gives me two formulas. One take the derivatives of the call with respect to K, another with respect to s. How to interpret this and explain this? Can anyone help?

Yeah, I mean, from both side. Black did quite well at GS and that's part of the reason I think he would be the best one. BTW, LTCM guys are really awesome.

Hi guys, do you have any opinions or comments on WHO is the MOST significant person in the history of QUANT/FE/MF. I personally like Fisher Black and I vote for the hero!!

Come on Genius! Have you remembered how CDs was born? How CDS was born? This is a field filled with innovation. Regulation becomes heavier and heavier, which means it require those Quants, or us MFE students, to create more efficient and eligible way to do investment and to make profit. Chance...

I am recently reviewing Linear Algebra for my incoming Mathematical Finance master study and I have the same question. Which parts of it are most useful and related to pursue FE? Time is limited, I have to cover those importances. Anyway, in my review and from what I know, I guess stochastic...

great job, Andy. Thanks. BTW, I heard some poly students learning in NYU as a non-degree student. What does it mean? Is it costly or free?

Me, too....Thanks for sharing any info about that.

Yeah, your hardware is the critical factor

Andy's replies are always informative. That's awesome. Hey, man(or a woman), I have some sort of similar questions with yours. My pool includes IIT, Poy and CGU. And for poly, also I am worried about how much I can get from the 1.5 credit hours courses. And I have chatted with a current student...

Hi, Andy, just a notice or fresh information for quantnet tracker. Oklahoma State University has a Master of Quantitative Financial Economics including three tracks: Financial Engineering, CFA and FRM. Maybe you can add the program in the application tracker. By the way, I spent 20 days in...

Thank you, DailyVar Obviously the FE degree courses are always collected with each other and the topics are taught in a continuous time. And I have referred to some current students for more details. Some of them said the courses are taught not deeply but give you a direction. I know that...

Hello, how lucky we are, we submitted iit's application in the same data.LOL...I am also admitted by okstate's MSQFE. what is yours?

Really appreciate you three nice men, Joy, Andy and onthesc. You provide very much info and perspectives on analyzing programs' pros and cons. In conclusion by your replies and my minds, it is really tough to choose between this two programs. It seems like I should consider more on location...

Most of us think Baruch's MFE is a great program and like a legend. As you see, CUNY has a bad rank but Baruch's MFE is great due to its location, faculty, courses and resources. Similarly, Poly has a bad rank but hopefully will have a great faculty, courses, resourse and of course location

Thank you, Andy. Actually things bother me is the feedback on global-derivative forum. Most of them think Poly's MFE sucks. But some other current students say Poly is on the rise, which makes us even imagine poly will be another Baruch legend. LOL... Another thing is that most of elective...

Yeah, just as we discuss, the merger is on the way and consolidation has not been fully completed. I just heard it from some other forums. And as wiki and Q&A on poly website say, after fully consolidation, the students will be considered as NYUers.

So Joy, could you please provide some insider info on the IIT's MMF program, if you know. I just know it from its website and some reviews on the program provided by Quantnet, which have positive feedback on the program. However, most Chinese think of IIT as a bad school. How different they are!!!!

Thanks all you guys discussing about the topic and really give me more insight on each program.

Well, Thanks for the notice, Pathak. I mean the MMF program not the MSF program. I heard that the Master of Mathematical Finance program generally accepts 20-25 students per year.

Just received three programs admission due to my poor background. Not sure which one is better and which one I should attend. Almost I have withdrew MFE program from Claremont Graduate Univ. because of the high costs(about 50k with 20% tuition waiver). So, for the MMF program in Illinois...

I think OXFORD MFE is quite well. no any info about LSE. BTW, ICMA in Reading University has MFE program and its former director is Neftic who was so inspired in industry and academic field. I think ICMA is a good choice regardless of the rank of Reading University

Thanks for the info, Andy. I am wondering whether the MFE or MQF program can help me a lot in the risk analysis career.

Well thank you so much Andy. These books seem a little bit further for me. Here I just search for some introduction books on FE and mathematics. And I borrowed four from library such as following: Mathematical Analysis I by A. Zorich Financial Engineering by Brian Eales...

just an undergraduate in China and make the Baruch as my dream. But my department of finance didn't focus too much on quant background so that I have to and of cos willing to learn some calculus, linear Algieba and stat courses by my own. And here I want someone can give me some advices on those...

thank you a lot. i am new to this forum and not so familiar with these search tools.

I was hoping for the MFE program. Can someone recommend some mathematic and statistics textbooks to me? Thx a lot