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Extra undergrad or straight to MFE?

BigManWalter

Joined
6/5/11
Messages
3
Points
11
I'm in McGill's honours EE program, which gives me access to graduate level courses, and I'm minoring in Finance.

I'm interested in becoming a financial engineer. I love programming, I like the math, I've just never been fond of circuits.

I have two choices. I can spend a little extra time during my undergrad in order to take certain classes like: Stochastic Control Decision and Theory, Optimization and Optimal Control, Prob. and Rand. Signals 2, amongst other things, or I can just go straight into an MFE program after my undergrad.

Now, these classes are intended for electrical engineers, not for finance students, but they deal with stochastic processes, which I feel will be very applicable.

One of the major pluses to staying in undergrad is that I only pay $3500 a year in tuition for McGill. I would plan on going to the US for the master's.

Also, it's worth considering that if I do go to a good school in the US, are they likely to offer these classes, but maybe with more of a Finance application than my EE program would? Even if it costs a little more, it might be worth it to get them during my MFE.

As an aside, are there certain MFE programs which appeal a little bit more to the math/programming side?
 
Pay attention to the solidity of pre-MFE background.

Tell us about your programming specifics...If you are not already familiar with relevant programming and math courses offered on MFE, then you might want to spend extra time getting comfortable with those types of math and then apply for MFE. I'd behave such: Spend some more time on the MFE preparation courses (only if you don't have pre-MFE background) and then apply for MFE, this is good for your tuition payment as well. But if you feel you are well prepared and can get on well with MFE subjects then only thing to think about it tuition in your case.
 
I've taken a course on OO programming in Java, as well as a course on AI (Machine learning, pattern recognition, etc...), I'll be taking a Numerical Methods course and I've also done some assembly. Not to mention programming for other classes which weren't specifically about programming (like a robotics class, or my senior project).

As for math, I've taken Cal 1, 2, 3, ODEs, PDEs, 2 lin. algebra classes, 2 classes on signals and systems as well as a class on stochastic processes.

I feel that, in addition to my minor in finance should be plenty prep, no?
 
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