Hi everyone,
MFE’s web page offers surprisingly little insight (comparing to other programs) into how deep the courses go. Many other programs (like NYU, Columbia or Chicago) offer a theoretical course (e.g. Stochastic Processes or Stochastic Calculus) without elaborating much on applications to finance and only then you’d have a separate course on applications to option or bond pricing. Same goes for programming. From the looks of it, Berkeley blends both math and programming into the courses that have application to finance right from the start.
I'd like to get a feedback on how rigorous you think the program actually is. I generally find that courses advertising the "applied nature" don't go deep enough. If you can give any specific examples of topics covered (or share a syllabus), that would be great.
I tried googling personal web sites of the professors to see if they post materials online but at Berkeley, most of them don’t (at NYU and Columbia, you can event find all the lecture notes for courses).
I'd really appreciate a response from an alumni or someone in the know.
Thanks in advance.
MFE’s web page offers surprisingly little insight (comparing to other programs) into how deep the courses go. Many other programs (like NYU, Columbia or Chicago) offer a theoretical course (e.g. Stochastic Processes or Stochastic Calculus) without elaborating much on applications to finance and only then you’d have a separate course on applications to option or bond pricing. Same goes for programming. From the looks of it, Berkeley blends both math and programming into the courses that have application to finance right from the start.
I'd like to get a feedback on how rigorous you think the program actually is. I generally find that courses advertising the "applied nature" don't go deep enough. If you can give any specific examples of topics covered (or share a syllabus), that would be great.
I tried googling personal web sites of the professors to see if they post materials online but at Berkeley, most of them don’t (at NYU and Columbia, you can event find all the lecture notes for courses).
I'd really appreciate a response from an alumni or someone in the know.
Thanks in advance.