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Toronto MathFin Applicants for U of Toronto and York

ChengG

Member
Based on Mary's pdf guide. There'll be technical and brain teaser questions for sure. I guess just go through some brain teaser sites and read through your resume, that's what I'm gonna do.
When is your interview? I haven't received any information about the interview yet...
 

tanglxd

New Member
Based on Mary's pdf guide. There'll be technical and brain teaser questions for sure. I guess just go through some brain teaser sites and read through your resume, that's what I'm gonna do.
Thank you for your reply, Smartbing!

Finance
  • Phelim P Boyle and Feidhlim P. Boyle, Derivatives, The Tools that Changed Finance, (free download on-line)
  • "Enjoy the Free Lunch" Derivatives: The Tools That Changed Finance
  • John Hull, Options, Futures and Other Derivative Securities.
  • David G. Luenberger, Investment Science, Oxford University Press.
  • Sheldon M. Ross, An Introduction to Mathematical Finance: Options and Other Topics. This is a very accessible introduction.
Probability and Statistics Topics:
  • Distribution of random variables
  • Conditional probability and stochastic independence
  • Some special distributions
  • Distributions of functions of random variables
  • Limiting distributions
  • Estimations
  • Markov Chains
  • Brownian Motion and Markov Processes
Robert Hogg and Allen Craig, Introduction to Mathematical Statistics , chapters 1-6. Also helpful: S. Ross, Stochastic Processes , chapters 4-6.
Econometrics
Familiarity with multiple regression would be helpful. Almost any econometric textbook will cover this topic. For example: J. Johnston, Econometric Methods or W.H. Greene, Econometric Analysis .

Analysis Topics:
  • The real number system
  • Elements of set theory
  • Numerical sequences and series
  • Continuity
  • The Riemann integral
  • Sequences and series of functions
These topics can be found in the classical book by W. Rudin, Principles of Mathematical Analysis, Chapters 1-7.

Calculus Topics:
  • Techniques of integration
  • Partial derivatives
  • Multiple integrals
  • Vector calculus
  • Optimization of multivariable functions
  • Ordinary differential equations
Most concepts in univariate differential and integral calculus will be used routinely. There are many books that cover these topics, for example J. Stewart, Calculus , (Third Edition)

Linear Algebra Topics
  • Matrix algebra
  • Determinants
  • Vector spaces and linear transformation
  • Orthogonality and projections
  • Eigenvalues and eigenvectors
There are many excellent books on linear algebra that cover these topics, for exaple: T Lawson, Linear Algebra . In addition, any good econometric textbook will have a chapter on the required matrix algebra. See Econometrics , above.

Hi tanglxd,

I still don't know yet. Did you hear anything from Waterloo about the interview?
Wednesday (February 24th).
 

Dibbs

Well-Known Member
I got the call from UofT today for an interview! It was very basic for me, I don't know if they were just "screening" the applicants. It was only a few question long, why the MMF, why UofT, etc..

Maybe this sort of interview is also for outside applicants, as I am not living in toronto.
 

trueandfalse

New Member
international students

I didn't get any interview from UT MMF and I live in Toronto. I heard the group interview is happenning next monday, so I figured I'm out. Do they prefer Canadian students over international students? Or, is there a limit of the number of international students they admit? thx.
 

Dibbs

Well-Known Member
There is a thread on global derivatives on this subject, some guy who is currently in the program gives some good info!
 

Joy Pathak

Swaptionz
They prefer Canadian students. This being not from having knowledge about the program but in general for Canadian universities graduate programs, they prefer Canadian students. Many masters program have requirements of Canadian citizenship or PR.
 

DanM

Math Student
I got acceptance today. My profile is on the tracker. I plan on accepting!

UofT MMF is a tough program to get in. Congrats!

I'll be applying there after undergrad.

Are you from Montreal originally?
 

DanM

Math Student
Thank you guys!

@ DanM, yes i'm from Montreal. So i'll be reppin' the Canadiens in TO!

Heh!

I'm actually going to a Leafs/Canadiens game on March the 20th I think it is. I'll be sitting in a VIP suite. :)
 

DanM

Math Student
I think Canada would have experienced another "Great Depression" - though not in an economic sense. Hockey is like religion here. My Probability professor can't go one lecture without bringing it up in one way or another.

To be honest, I haven't really followed hockey since the strike a few years ago. However, I still enjoy going to games from time to time if I get the chance.
 

Joy Pathak

Swaptionz
Lol I live in Windsor....Therefore Wings. I can throw a stone from my house and hit the GM headquarters.... well if I had a good throw. haha

I will be moving to Chicago in 2 months though.

The hockey win...was just EPIC. I don't even want to talk about it. I taste beer everytime I hear the word crosby or hockey.
 

trueandfalse

New Member
Congratz Dibbs, when was your interview? I just went to the interview today, and I don't think I performed well...so nervous about the results...
 

Dibbs

Well-Known Member
Yeah, well since i'm not from the GTA, my interview had to be conducted over the phone. It was mainly questions about why I applied to the MMF, my future career goals, why UofT, etc.. I had my interview last tuesday (23/02/2010).

Keep us updated on your results, and please, use the QN tracker!
 

histeric

New Member
Hi i m looking to apply for this program next year.
heres my profile:

Last 2 year GPA: 3.2/4.0
CFA level 3, FRM passed all 2 levels
Working at RBC as a advisor for 1 year
 
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