Berkley MFE pre-program reqirements

[GWeitz]

Hi all,

I was hoping there is someone here who was admitted to Berkley's MFE program for Spring 2023, and can tell me if there are any items on your pre-program to-do list. Kind of strange that even after a 4-year degree in physics and applied mathematics they are still asking for some trivial stuff that are clearly on the transcripts I provided them with.

Cheers!

 

[Daniel Duffy]

What kind of "trivial stuff"?

 

[GWeitz]

Some of the items on my list: C++ programming, python, advanced statistics, and partial differential equations.

 

[Daniel Duffy]

Some of the items on my list: C++ programming, python, advanced statistics, and partial differential equations.

These are hardly trivial.

My ODE/PDE is on the UCB site.

https://www.datasim.nl/application/files/9015/4809/1157/DL_Ordinary_and_Partial_Differential_Equations.pdf

 

[GWeitz]

Hardly trivial for what? Sure, I don't expect economics or finance majors to do a PDE course, but I have yet to come across a curriculum of a BS program in applied math that didn't include a core upper-division course in PDEs. I went to a public school and all of these courses but the advanced statistics are on the basic curriculum an applied math student has to take to complete his/her degree. Advanced mathematical statistics is a course I took since I chose a more probability and statistics track, but I was definitely not a special case, a lot of other students did the same. It is kind of hard to imagine any BS program in applied math that doesn't cover PDEs, numerical analysis and scientific computing (python), intro to programming and data structures (C++), so honestly, it feels like they haven't even looked at my transcripts.

Your course looks very extensive and very well structured. I'm sure it's a great course. But again, nothing on it is foreign to me, I have covered all of these topics in my PDE course (and some in electromagnetism, classical mechanics, statistical mechanics, quantum mechanics, stochastic calculus, and complex analysis).


I just wanted to gauge what others got as prereqs to understand if it's something the program still expects me to take, or if it's just a case that they can re-examine my transcripts to get it waived.

 

[LeoYY]

Hardly trivial for what? Sure, I don't expect economics or finance majors to do a PDE course, but I have yet to come across a curriculum of a BS program in applied math that didn't include a core upper-division course in PDEs. I went to a public school and all of these courses but the advanced statistics are on the basic curriculum an applied math student has to take to complete his/her degree. Advanced mathematical statistics is a course I took since I chose a more probability and statistics track, but I was definitely not a special case, a lot of other students did the same. It is kind of hard to imagine any BS program in applied math that doesn't cover PDEs, numerical analysis and scientific computing (python), intro to programming and data structures (C++), so honestly, it feels like they haven't even looked at my transcripts.

Your course looks very extensive and very well structured. I'm sure it's a great course. But again, nothing on it is foreign to me, I have covered all of these topics in my PDE course (and some in electromagnetism, classical mechanics, statistical mechanics, quantum mechanics, stochastic calculus, and complex analysis).


I just wanted to gauge what others got as prereqs to understand if it's something the program still expects me to take, or if it's just a case that they can re-examine my transcripts to get it waived.

I think you can just list the corresponding course name in the checklist submission form and attach your transcripts.

 

[Daniel Duffy]

Hardly trivial for what? Sure, I don't expect economics or finance majors to do a PDE course, but I have yet to come across a curriculum of a BS program in applied math that didn't include a core upper-division course in PDEs. I went to a public school and all of these courses but the advanced statistics are on the basic curriculum an applied math student has to take to complete his/her degree. Advanced mathematical statistics is a course I took since I chose a more probability and statistics track, but I was definitely not a special case, a lot of other students did the same. It is kind of hard to imagine any BS program in applied math that doesn't cover PDEs, numerical analysis and scientific computing (python), intro to programming and data structures (C++), so honestly, it feels like they haven't even looked at my transcripts.

Your course looks very extensive and very well structured. I'm sure it's a great course. But again, nothing on it is foreign to me, I have covered all of these topics in my PDE course (and some in electromagnetism, classical mechanics, statistical mechanics, quantum mechanics, stochastic calculus, and complex analysis).


I just wanted to gauge what others got as prereqs to understand if it's something the program still expects me to take, or if it's just a case that they can re-examine my transcripts to get it waived.

Fair enough. FYi I have heard many unis don't teach PDE at BS level.
BTW can you "program" PDEs in FDM?

I have not seen any course that does Black Scholes PDE A-Z. I do it all as well as FDM and C++ for PDE/FDM.

Online Courses :: Datasim

www.datasim.nl

 

[Daniel Duffy]

Hardly trivial for what? Sure, I don't expect economics or finance majors to do a PDE course, but I have yet to come across a curriculum of a BS program in applied math that didn't include a core upper-division course in PDEs. I went to a public school and all of these courses but the advanced statistics are on the basic curriculum an applied math student has to take to complete his/her degree. Advanced mathematical statistics is a course I took since I chose a more probability and statistics track, but I was definitely not a special case, a lot of other students did the same. It is kind of hard to imagine any BS program in applied math that doesn't cover PDEs, numerical analysis and scientific computing (python), intro to programming and data structures (C++), so honestly, it feels like they haven't even looked at my transcripts.

Your course looks very extensive and very well structured. I'm sure it's a great course. But again, nothing on it is foreign to me, I have covered all of these topics in my PDE course (and some in electromagnetism, classical mechanics, statistical mechanics, quantum mechanics, stochastic calculus, and complex analysis).


I just wanted to gauge what others got as prereqs to understand if it's something the program still expects me to take, or if it's just a case that they can re-examine my transcripts to get it waived.

Just out of curiosity, could you program Black and Scholes PDE using Crank Nicolson (plain and American call/put) using C++? How long would it take you?

 

[GWeitz]

Just out of curiosity, could you program Black and Scholes PDE using Crank Nicolson (plain and American call/put) using C++? How long would it take you?

I learned BSM in my stochastic calculus course so I never had an opportunity to implement it numerically.

 

[Daniel Duffy]

An observation on PDE/SDE books and courses is that the focus is centred around the mathematical foundations (nothing wrong with that). However, these paper models are only a 1/3 of the story because we need numerical solutions which we then implement in C++.

It is a kind of anti-pattern.


"Classical" PDEs that arise in the phyical sciences are indirectly useful in finance (elliptic, hyperbolic) but the big one is convection-diffusion-reaction pdes.

 

[GWeitz]

I agree with you, the applied side sounds really cool and honestly I think I would enjoy doing that! But isn’t that the purpose of a Masters program?
Question: your course, is it offered as credit to UCB undergraduate students?

 

[Daniel Duffy]

Question: your course, is it offered as credit to UCB undergraduate students?

My ODE/PDE is recommended by UCB MFE preparation.

For undegrad, no feedback but it would not be a bad idea (I am a bit biased )

 

[GWeitz]

Not a bad idea indeed, my uni offers high achieving undergrads to take master's level courses in Junior/Senior year so I would have definitely taken a course similar to yours if it was offered!

I just find it a bit funny that your course is on such a high level and is recommended as a pre-pre-requisite, and then there are pre-requisite intro courses to math, python, C++ and stats that everyone has to take.

UCB is not my only option, so currently, with all the pre-requisites, the opportunity cost seems too high.