Probability Course & Programming

[Artz]

I have 2 questions. One concerning probability classes and one on programming.

The majority of MFE programs I've seen require a probability course, which I do not have. Instead I have taken multiple Econometrics courses. Is this sufficient or should I take an intro to probability course from the math department?

In regards to programming, is it sufficient to take the QuantNet C++ course or should I enroll in Java courses at my university as well?

Thank you for the advice.

 

[Shadowfox]

this is coming from a guy who had faced similar problem..I have worked in the domain of machine learning statisitics stochastic model for 5 years.. The thing is that they are interested in believing you that you have the necessary foundation to study and convert interviews in internships...I suppose internship people wont care if you did econometric or probability theory...but college will do and you better take a course in probability theory

 

[Jay YK Kim]

You got the admission from MSFE? Or are you just planning to apply for MSFE?

If you got the admision, yeah you'd better do it as early as possible since you will need it a lot. You can start studying probability when you are in MSFE, but then it will drive you crazy because what you are supposed to be doing in MSFE is actually 'playing' with probability, not 'studying' probability. This advice is coming from my own experience and regret.

About C++ verseus Java, I hear a lot of different things. But either one is definately plus for your resume. One of my university's alumni who I contacted last year told me that Java would be better if she must choose. She's been working at Credit Suisse for about 3,4years. Other things which you might want to know includes Matlab, R and VBA.

 

[Artz]

No I have not been admitted anywhere. Just planning my future coursework.

 

[Jay YK Kim]

Then you have some time. Think about if this is what you really want to do. You'd better love both of mathematics and computer programming even if you are not good at those yet. Did you enjoy mathematics when you were kid and in college? And then make some plan to study if you really decide to go for MSFE.

 

[Artz]

By future coursework, I meant the upcoming fall quarter.

Does anyone else have any experience with this sort of substitution (Econometrics for probability)?

 

[joshnyc]

there are plenty of statistics courses on Udacity, Coursera, and other sites for free.