New Quantnet members say hi

Uncle Max

Member
Hi everyone,

My name is Michelle and I'm a prospective student in Baruch MFE program.
Hi Michelle, it's always good to see talented and energetic people applying to our program. Good luck with your application!

You can take an advantage of your location and come to visit our School, talk to current students. ;)

Yes, and usual question, how is your C++ doing? :)

Good luck one more time!
 

Michelle

Member
Thanks for the quick response, maxrum.

It's great to see you and other current students respond in a very friendly manner to prospective students. It's quite a unique thing about Baruch from other programs I've talked to.

I've been reading your responses to other members and I'm sure you will bring C++ up first and foremost :)

As part of my job, I'm very involved with our modelling team, our structured product team. Since our firm is a small one, I need to do bit of everything. So yes, I do write part of C++ pricing, risk evaluation models and work with the deal team to make sure the numbers make sense. If they do not, I'm the one who takes that model and corrects if needed. Our quants do most of the coding, I'm just a bridge to make sure that the technical and business sides of our firm work in harmony :)

In short, i spend 20% of my time on the coding part and the rest on structuring deals and meeting clients. So do my C++ skills seem up to standard, maxrum ? ;)
 

Uncle Max

Member
Bjarne Stroustrup's book is pretty boring, but it's classic. So if you have extra time it won't hurt to go through it.

If you have some experience with programming, I would recommend you Lipman's C++ Primer which is pretty good as reference and as a learning tool.

As usual, it's the best way to learn doing some useful things. Try to create a general matrix class and implement the basic matrix algebra.

For advanced C++ users: you can try to understand http://quantlib.org/ and do some project using it.
 

Uncle Max

Member
This is a good part about working for a small shop - you have to do a little bit of everything ;) Good experience =D>

If you use C++ on a daily basis, you are more then fine dealing with it on the program. C++ is not that hard, just it takes a lot of practice to master it. That's why we stress importance of understanding it before coming to the program.

You should visit an Open House hosted by our program. It will give you a better picture.
 

Zeynep

with a big black horse...
Helloo!

Hi! This is Zeynep.
I've taken a course w/MFE students this fall, but I haven't discovered this forum till now. Now, I should take one more! :)
I am doing PhD in economics at Grad Center CUNY, teaching at Queens College and working at a litigation consulting company. :smt024
Good luck to everybody! =D>
 

Andy Nguyen

Member
Hi! This is Zeynep.
I've taken a course w/MFE students this fall, but I haven't discovered this forum till now. Now, I should take one more! :)
I am doing PhD in economics at Grad Center CUNY, teaching at Queens College and working at a litigation consulting company. :smt024
Hi Zeynep,
Welcome to QN. It's never too late to discover a good thing ;)
Which class did you take ? And which do you plan to take in the Spring ?
I was at Graduate Center from 04-06 before I met Prof. Stefanica so I kinda miss the place ;)
Hope to see you around.
Andy
 

Zeynep

with a big black horse...
Hi Zeynep,
Which class did you take ? And which do you plan to take in the Spring ?
I was at Graduate Center from 04-06 before I met Prof. Stefanica so I kinda miss the place ;)
Hope to see you around.
Andy
I took Neftci's class. I am not quite sure which class to take! I was wondering at the MFE website, at that point I've found out this website;) .
 

Andy Nguyen

Member
Ah, Prof. Neftci's Calibration. I heard that he is also teaching at the Graduate Center. I won't be able to take his class till next Fall.
Too bad he is not using QN forum. I hope you have good notes from his class ;);)
Not sure why you took Calibration but for next semester, you can take either 9848 Structured Finance by Dr. Raynes or 9845 Risk Management. I heard they are awesome courses.
 

Zeynep

with a big black horse...
Ah, Prof. Neftci's Calibration. I heard that he is also teaching at the Graduate Center. I won't be able to take his class till next Fall.
Too bad he is not using QN forum. I hope you have good notes from his class ;);)
Not sure why you took Calibration but for next semester, you can take either 9848 Structured Finance by Dr. Raynes or 9845 Risk Management. I heard they are awesome courses.
Hmmm, thank you, let me check out those courses, may be I can take structured finance.. and don't worry about the notes:-$
 

alain

Older and Wiser
Hi, maxrum
Could you offer me some advice on preparation about C++ or other important programming skills? I am now reading a book "Thinking in C++" by Bruce Eckel, as well as reading some C++ textbooks. I hope you can recommend some useful books or articles for me.:smt100 Thanks
I started learning C++ using a book by Bruce Eckel titled "Using C++". This was around 1991 or 1992.

Max and Andy already mentioned a series of books that are very good. My only advice is to sit in front of a computer and code, code, code like a "madman". If you don't have ideas to code (I know that sometimes is a challenge), try to solve the problems from the book "Programming Challenges" from Skiena and Revilla (http://www.programming-challenges.com/pg.php?page=index)
 

Muting

Member
Hi,all
Thanks for your informative advice. That helps a lot!:D
Alain, sure, i will work like a mad man:smt024
Next semester I just have one course. Hence, I will be indulged in programming in most time to feed up programming skills. As I have seen, Baruch pays great attention to programming.
 

Christian

New Member
Andy,

I was in Thailand, Laos and Cambodia. I was an exchange student for one year in Thailand in 2003-'04, and actually at this time last year I traveled back to visit my friends in Thailand. I took a trip the day after Christmas to Cambodia by myself for four days as well, what a wild place. Where did you go?

Here are some of my favorite pictures that I took..
 

Christian

New Member
Re: For all new Quantnet members, please say hi here

Is that first picture yours? It's incredible.

The food looks good too. I have a friend from Vietnam whose entire family lives in their house (uncles, cousins, nieces, etc) and there is always a feast prepared and ready to eat. So delicious.

I'd like to see more of your photos. I have many more, tell me if you're interested in seeing them.
 

Andy Nguyen

Member
Re: For all new Quantnet members, please say hi here

Is that first picture yours? It's incredible.
No, it's from a friend of mine. They are really incredible. I have lot of his pics and couldn't have enough of it.
The food looks good too. I have a friend from Vietnam whose entire family lives in their house (uncles, cousins, nieces, etc) and there is always a feast prepared and ready to eat. So delicious.
So typical of us. ;)
Since this summer, the Baruch MFE students went out many times to various Vietnamese, Thai, Chinese restaurants. You are welcome to join us the next time. Look under the Quantnet lounge forum for many of the pics I took of the outtings.
I'd like to see more of your photos. I have many more, tell me if you're interested in seeing them.
Of course, please post more. I'm a big fan of Thai food. Thailand will be my next vacation destination. I'll post some of my friend incredible pics, my pics of the trip and my food pics. Instead of upload to QN server, we should load them to imageshack.us and link the thumbnails here. \\:D/


 

Muting

Member
Hi,everyone
Baruch's courses are all arranged in the evening. I was curious about what would you do during the daytime? Doing some interns or being busy with programming work?
Besides, Professor Neftci is in this program, but he also has some teaching task in other institutes. Will he stay in Baruch during the most of time?:)
I could not find two-year full-time study in FE in Baruch now, just a 18-month. Is there still a 2-year option?
 
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