Any tips on the MFE program interview at NTU Singapore?

[aristotle]

Hi guys,

I've been shortlisted for an interview with the MFE program at NTU. I looked through quantnet and saw that the interview is mostly focused on calculus, differential equations and linear algebra. Could anyone provide any more details on this? Maybe specific advanced topics that I should focus on.

Any help on this would be greatly appreciated.

Regards.

 

[smartai]

Hi guys,

I've been shortlisted for an interview with the MFE program at NTU. I looked through quantnet and saw that the interview is mostly focused on calculus, differential equations and linear algebra. Could anyone provide any more details on this? Maybe specific advanced topics that I should focus on.

Any help on this would be greatly appreciated.

Regards.

Did you pass the interview?

 

[Andy Nguyen]

Did you pass the interview?

Did you apply to NTU?

 

[smartai]

Did you apply to NTU?

Not yet. Still considering.

 

[Andy Nguyen]

Asian MFE programs are not that well discussed so they have fewer resources for applicants. Let us know if you have any question.

 

[Yuvraj Chauhan]

Hi guys, trying to revive this thread. I've gotten an interview invite from NTU's MSc Fin Engg. This thread is the only place I could find which had an iota of discussion about the course.

calculus, differential equations and linear algebra

The above's a broad area, I'd love if I could get any tips on which specific areas I should focus on in the three days leading up to my interview

Also, if anyone could give me an idea about coding questions typically asked by NTU or Asian programs in general, I'd be extremely grateful

 

[Andy Nguyen]

Is there a new coding testing for this year?
Based on last year interview experiences, you will have 2 interviewers: the program director and another professor. The director will be asking about your background, why NTU, why MFE, career goal, etc.
The other one will ask roughly 4-5 math questions which you can work with pencil and paper. This is all via Zoom.
Just basic undergrad math questions
[imath]e^{iπ}[/imath] using Euler formula.
Find [imath]\lim_{n \to \infty} \frac{1}{\left(\frac{n+1}{n}\right)^{n+1} - \frac{n+1}{n}}[/imath]
[imath]\int_{-\infty}^{\infty} x^2 e^{-0.5x^2} \, dx[/imath]
Find eigenvalue of a matrix
Solve for y [imath]\frac{dy}{dx} = c y[/imath]

 

[Yuvraj Chauhan]

Thanks a tonne Andy, that helps!

 

[Andy Nguyen]

Thanks a tonne Andy, that helps!

You got this.

 

[Yuvraj Chauhan]

I'm so sorry, missed your question wrt the coding part. No, as per the mail I got, there doesn't seem to be a coding test this year