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A bit of help pls!

Joined
2/29/08
Messages
25
Points
11
Hello Ladies n Gents,

I wonder if I may ask a few questions about the MFE program.

I currently work as a desk programmer in the fixed income trading division of a tier-1 ibank.
It's a software developer role but it provides heavy interaction with the traders and quants.

I have a B.S degree in Computer Science from Rutgers University. 6 years of work experience (all of them on wall street). I am terribly interested in learning finance and have extensive programming experience in Java (I am sure I will pick up c++ in a hurry).

What concerns me is this, I have only taken differential, integral calculus and Linear algebra.
The undergrad curriculum didn't expose me to Multi variable Calculus, PDE nor any calculus-based statistics and probablity classes.

So, do you think my math skills are too lightweight to do well in the program?
Or do you think I would be okay if I were admitted and took the refresher courses?

Cheers,
Vic
 
I think you can well prepare yourself by taking the refresher courses, since the refreshers are designed for the in-depth study.
 
Thx for your response Yan.

Is there a way to get a list topics that are covered in the "Advanced Calculus" and the "Probability" refresher course?
This way I can plan to independently study the topics that won't be covered.

Cheers,
Vic
 
The syllabi for those refresher courses keep changing every summer (more advanced topics added) as the level of preparedness of new students increases.
Prof. Stefanica will publish a book in March that been used in Linear Alg and Calculus refreshers. That's the best book you can get to prepare (at least for our program).
You can take a calculus-based probability course. Stochastic calculus in the program is a tough one.
Take a look at this and get the books in advance if you want to self study Required books for Fall 2007 - QuantNetwork - Financial Engineering Forum
 
"Prof. Stefanica will publish a book in March that been used in Linear Alg and Calculus refreshers. That's the best book you can get to prepare (at least for our program).[SIZE=-1]"

That sounds excellent. I will make sure to buy a copy.

Thank you guys for responding.
[/SIZE]Once I acquire the knowledge, I intend to help out others just as you guys do so diligently and cheerfully on this board.

Cheers,
Vic
 
That is really good book for financial engineers. I wish to have this book before I entered the program. Though, it will be very useful not only for perspective students, but also for everybody who study applications of math models in finance.
 
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