Hi all,
I am interested to study in the financial engineering or quant field. I have my bachelor degree in Economics (GPA 3.21/4) and MSc. in Finance (GPA 3.74) from well known university in Thailand. My graduate research paper was based on Copula method in VaR. The quant courses that i took such as Calculus (Multivariate Calculus, Integration), Statistics, Financial Econometrics, Applied Stochastic Process in Finance (using R), Basic Linear Algebra. I did not take specific course on PDE, Calculus based on Probability, Probability Theory and Real Analysis. For the programming skill, I take the course on Financial Programming on Financial Research (SAS, Excel-VBA, MATLAB, R) but no skill in C++. 1 year experience in clearing house for Commodity futures exchange and 1 year experience as a Junior Derivative Structurer. CFA Level 2 Candidate and plan to take FRM and GRE Exam. The programs that I interest are
1. MSc. Financial Engineering , University of Illinois
2. MSc. Financial Engineering and Risk Management, Imperial College London
3. MSc. Mathematical Trading and Finance, Cass Business School
I don't sure about my profile because I don't have high grade and pass all of the qualification in Prerequisite on mathematics and statistics. Could you give me some suggestions on the possible choice or suggest the program that fit to my profile
Thank you very much
I am interested to study in the financial engineering or quant field. I have my bachelor degree in Economics (GPA 3.21/4) and MSc. in Finance (GPA 3.74) from well known university in Thailand. My graduate research paper was based on Copula method in VaR. The quant courses that i took such as Calculus (Multivariate Calculus, Integration), Statistics, Financial Econometrics, Applied Stochastic Process in Finance (using R), Basic Linear Algebra. I did not take specific course on PDE, Calculus based on Probability, Probability Theory and Real Analysis. For the programming skill, I take the course on Financial Programming on Financial Research (SAS, Excel-VBA, MATLAB, R) but no skill in C++. 1 year experience in clearing house for Commodity futures exchange and 1 year experience as a Junior Derivative Structurer. CFA Level 2 Candidate and plan to take FRM and GRE Exam. The programs that I interest are
1. MSc. Financial Engineering , University of Illinois
2. MSc. Financial Engineering and Risk Management, Imperial College London
3. MSc. Mathematical Trading and Finance, Cass Business School
I don't sure about my profile because I don't have high grade and pass all of the qualification in Prerequisite on mathematics and statistics. Could you give me some suggestions on the possible choice or suggest the program that fit to my profile
Thank you very much