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Quantitative Finance WU Wien

chiaralesa

New Member
Hi everybody,
In October i will start my master in Quantitative Finance at WU Wien.
Is there someone who would like to give me some info about the courses and the matter of the three pillars, which I have not yet clearly understood... any tip will be really appreciated, since I am new in this environment and I don't know what to expect...

Thanks eveybody
 

samanthaf

New Member
Hi Chiara, I am also starting QFIn at WU next semester and I found this information about the "three roads" of the master:
a) Mathematics, Probability, Continuous Time Finance I, Continuous Time Finance II and as an elective a course on Jump Diffusions
b) Computing (R), Statistics I, Statistics II, Econometrics, Financial Econometrics
c) Principles of Finance, Financial Markets and Instruments, Optimization, Game Theory, Microeconomics, Asset Pricing and Corporate Finance.
Road a) is hard and you learn a lot, but it is really, really hard to get good grades for Business students. Road b) is the best in my view, because you learn and work a lot and your efforts are rewarded.
Road c) are the “easy” courses, and although taught by excellent teachers, sometimes it is not clear, why they are in the program (Opt, GT, Micro) or are repetitive (PoF, AP).
d) There are also more electives, namely: Risk Management, Credit Risk Modelling, Financial Engineering and Portfolio Management.

If you want to read other information that I found useful check this previous answer Quantitative Finance - Wu Vienna (even though the answer is from 2012, so I don't know if things will be like this next semester)
 

chiaralesa

New Member
Thank you for your answer, Samanthaf! yes, I have already read that old answer and I was looking for some new info because there are some obscure points in my opinion. I have talked with ex-students and none of them knows nothing about the pillar system for example, probably it is something embedded in the course, not really a path you have to choose.
 

Jorge Frias

New Member
Hi! I'm planning to apply to the QF program at WU Vienna on September, to start my master on 2021. Could you tell me a little bit about your experience in the application process and about your GRE score? I just want to make sure a have really good chances of getting accepted.
 
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