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Baruch MFE Getting Ready for MFE program in the Fall

drupollini

epsilon machine
Joined
11/3/10
Messages
9
Points
38
I'm sure I am not alone in wanting to be as prepared as possible for the MFE program when it starts in the Fall. The program offers a lot of help with the Summer Refresher courses, but I find myself with a ton of time that I'm trying to fill with improving my weaknesses.

Here's some of what I've been trying to do:

Programming
I'm not a trained programmer, so getting better and learning more in this area has been a big focus. Books I've been reading:
Also trying to get a better handle of:
(I wish I could think of projects!)

Also, I highly recommend checking out Project Euler.

Math
I have a stronger math background, but after taking the Pre-MFE courses I know that there are some areas I can improve in.

Books:
  • Elementary Stochastic Calculus with Finance in View by Thomas Mikosch. Breezy overview of stochastic calculus and the stuff its based. I want to get a feel for what stochastic calculus is all about before we cover it more seriously in the Fall.
  • Probability by Albert Shiryaev. Currently taking a break from this one. Its a little heavy. I've taken probability before, but not measure theory. I've gotten through about 100 pages but can't say I've developed any new insights, though I'm now more comfortable with the LLN and CLT.
Very interested to hear what other people are doing!
 
Dru,

In line with that you posted, I'm looking to gear up for classes in the Fall. To beef up my C++ skills I'm reading the following books:

1. C++ Primer Plus by Stephen Prata
2. Absolute C++ by Walter Savitch

The first one includes a ton of material and is geared towards beginner/intermediate student programmers. It makes a ton of comparisons between C and C++ and this has proved helpful for me (as I learned how to program in C). I feel this would be a great reference book during and after the MFE Program as it contains so much information.

The second book is the one I like better only because I feel it's easier to follow and because of the end of chapter questions (which have video solutions available). The questions really force you to think outside the box and it helps that you have some of the solutions available to you.

With regards to Math, I'm going to be enrolled in the Calculus Refresher so I'm using Dan's Primer to get prepared. After this seminar I hope to start reading the Mark Joshi book you mentioned.

Are you going to be enrolled in the C++ refresher? If so, I'll see you there!
 
When I said I had re-read Savitch's Problem Solving with C++, I really meant that I had first read Absolute C++ and then Problem Solving. As far as I can tell they're almost identical. I got Problem Solving (7th ed) because its the textbook for the refresher. I'll check out Prata, though. I'd highly recommend Data Structures and Algorithms (which I think is also a future class text) for getting a better feel for classes. The chapter on C++ memory management was very helpful (esp. for better understanding things like pointers).

I'll be in the C++ refresher as well. It'll be nice to have a change from self-study.
 
A tip...

Make sure you go through Dan's book before the refresher and try to code up as many of the pseudo-codes given before you start. It will help A LOT.
 
To the international students joining the program, does your I-20 say "MS in Applied Mathematics"?
 
That is what it should say - it is the name of a major that allows the extension of OPT to 29 months, should need be.

It only appears on the I-20, not the Diploma.
 
If I used CPT (8 of the 12 months) for my MBA, can I use CPT or OPT post MS in Financial Engineering?
 
I don't think CPT can be used post completion, best to drop an email to the academic advisor and the international student center
 
Whats a good place to start with basic programming. My programming is very rickety..Guess I should start from the basics:)
 
If I used CPT (8 of the 12 months) for my MBA, can I use CPT or OPT post MS in Financial Engineering?
Hey Alexandre, if you used CPT, you can continue to use CPT in any program as long as you are working under 20 hours I believe, otherwise it takes away time from your opt. I think if you used CPT (8/12 months), but you haven't gotten an OPT, and you are doing the MSFE, then you can still use CPT indefinitely as long as you dont do it over 20 hours. I also believe that OPT might be hard to obtain. But since you are doing the MSFE, you would fall under the STEM degree and still would get technically 28 month OPT. But once you are in an internship, generally I believe employers sponsor you.
 
Correction: I used CPT for internship during my MBA and OPT for work post MBA :(
I worked under OPT for 6 months and then got my H1B visa. Now, the question is, can I use the rest of the OPT I am allowed to (Given that I did not cancel my OPT once I got my H1B)? and Can I also get the 15 months extension?
 
Correction: I used CPT for internship during my MBA and OPT for work post MBA :(
I worked under OPT for 6 months and then got my H1B visa. Now, the question is, can I use the rest of the OPT I am allowed to (Given that I did not cancel my OPT once I got my H1B)? and Can I also get the 15 months extension?

You can't use the rest of the OPT once you requested for a full 12 month.
 
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