Help to evaluate quantitative finance master

[HaiDangNGO]

Hi everyone,
I am intending to take quantitative finance master in Paris 1. I wonder whether this program would provide me with strong quant background or not, so I posted here to ask for your help to evaluate its modules. Through the program, I will learn courses like:
- stochastic caculus
- PDE in finance
- risk mesurement
- arbitrage theory
- introduction to finance market
- yield curves model
- non-linear time series
- extreme value theory
- interdisciplinary approaches to Finance
- statiscal arbitrage
- malliavin caculus and monte-carlo methods
- Levy process
- calibration, volatility
- econometry of finance models
- credit risks
- financial regulation
- C++
Here is the link for the program: Université Paris 1 Panthéon-Sorbonne: Major Quantitative Finance
And if it is not good because it does not provide enough knowledge relating to MFE field, could you give me some suggestions about topics, subjects so i can learn by myself?
Thank you so much.
P/s: Sorry if i asked silly question. I am newer, and dont have much experience. I really need some advices that help me to figure out what i should do and what i should spend more concentration on.

 

[Matt_Dawson]

No one does better than French Schools in Quant Finance, unlike the fluffy nonsense they teach at American Schools, and you should be looking at programs run under Nicole El Karoui. However, if you don't have an EU Passport you are in a tough spot for jobs and the french schools does a poor job of marketing so your degree wont have much cachet in other financial centres like HK/Singapore/NY. London would be the only exception.

 

[sdplatt]

Hi everyone,
I am intending to take quantitative finance master in Paris 1. I wonder whether this program would provide me with strong quant background or not, so I posted here to ask for your help to evaluate its modules. Through the program, I will learn courses like:
- stochastic caculus
- PDE in finance
- risk mesurement
- arbitrage theory
- introduction to finance market
- yield curves model
- non-linear time series
- extreme value theory
- interdisciplinary approaches to Finance
- statiscal arbitrage
- malliavin caculus and monte-carlo methods
- Levy process
- calibration, volatility
- econometry of finance models
- credit risks
- financial regulation
- C++
Here is the link for the program: Université Paris 1 Panthéon-Sorbonne: Major Quantitative Finance
And if it is not good because it does not provide enough knowledge relating to MFE field, could you give me some suggestions about topics, subjects so i can learn by myself?
Thank you so much.
P/s: Sorry if i asked silly question. I am newer, and dont have much experience. I really need some advices that help me to figure out what i should do and what i should spend more concentration on.

The course is in English too - how much are the fees?
Are you getting some help with the application? US admins scare the heebie jeebies out of me, imagine what an elite French school could do.

 

[HaiDangNGO]

The course is in English too - how much are the fees?
Are you getting some help with the application? US admins scare the heebie jeebies out of me, imagine what an elite French school could do.

Hi! Sorry for my late reply.
Yes, the course is in English. I had to pay 4000 euro, but in fact other students only paid about 500 euro (all public universities in France are financed by the government). My fee was different since I was applied via another Erasmus Mundus program (QEM).

 

[yetanotherquant]

As such they offer a standard stuff (which is not enough to be a good financial engineer but an Msc. Program is limited to 4 semesters, so one needs to compromise).

However, I can say that a course on yield curve is pretty miserable,
they even don't discuss LIBOR Model, let alone handling negative rates and multicurve market.

I. Links between swaps, FRAs, ZC
A. Reminder on Rates
B. Reminder on risk neutral probability
1. General case
2. Case of two economies

C. Reminder on volatility
1. Probabilities
2. Volatilities

II. Yield curve models

A. Introduction
1. A bit of history
2. Mean reversion
3. Log normal versus normal

B. Diffusion of f(t,T) induced by the diffusion of ZC

C. Diffusion of r(t) induced by the diffusion of f(t,T)

D. H&W framework
1. Expression of B(t,T)