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Suggestions on NYU Non-Degree

Joined
6/8/11
Messages
51
Points
16
I was thinking of doing cpl of courses there to see whether I could compete with young generation. Any suggestions on what course I should try
a) Derivative Securities
b) Computing in Finance
c) Stochastic Calculus
Thank you
 
It's a bit unclear from the question whether you are intending to do these courses in order to compete after graduation or before applying you need to gain some background...(or I didn't get it correctly)
 
It's a bit unclear from the question whether you are intending to do these courses in order to compete after graduation or before applying you need to gain some background...(or I didn't get it correctly)

I meant which course would help me in future MFE curriculum. I did Maths 10 years back and hence lack knowledge in statistics and calculus.
 
I meant which course would help me in future MFE curriculum. I did Maths 10 years back and hence lack knowledge in statistics and calculus.

Three of them are important for MFE but if you are intending to take one of them, (seems rather logical that...)I'd suggest 3 - stochastic calculus.
 
expensive, you could fulfill the same thing at a CUNY college for less than half the price. My point more is that you should check your options as far as price, schedule convenience at all schools that have the courses you want to take etc. (and perhaps you have already looked into it).
 
expensive, you could fulfill the same thing at a CUNY college for less than half the price. My point more is that you should check your options as far as price, schedule convenience at all schools that have the courses you want to take etc. (and perhaps you have already looked into it).
Which CUNY college? I tried a lot to look into different options for evening classes but not able to get many options. I was also looking into statistics courses.. Any suggestions?
 
I was just thinking that may be the limitation, scheduling.

You can abuse CUNY's tipps system to get a good cross reference of courses and schedules. Its for finding course equivalencies, but basically if you find a course at one college that fits what you're looking for you can get a cross-section of similar courses at all of the colleges and then check the schedule in the same site. Of course the 'equivalency' of the courses is sometimes quite dubious, it's a good resource as long as you read the course descriptions of the 'equivalent' course to make sure it actually is.

1. Go to http://student.cuny.edu/cgi-bin/CourseGuide/Colleges.pl
2. Choose a From college, or find a course at a college first that fits, and use that as a base.
3. Select the 'To' colleges you could see yourself actually going to logistically
4. Choose the clas you were eyeing up at the 'home college', you can select multiple (CCNY is good for a Math reference, or Hunter which also has a stats department).
5. Open new tab on 'equivalent' course description links, as well as your original course link, and there is a check availability link on every description to get full schedules.

Hope this helps.
 
Note that the "Stochastic Calculus" course at NYU/Courant (G63.2902) is extremely challenging.

Before taking that course you might want to gear up by first taking the course which they call "Basic Probability" (G63.2901) -- where "basic" does not mean "simple". Rather, it should provide you with certain fundamentals that you would need to then conquer their Stochastic Calculus course. Especially as you note that you have been away from Math for a decade.
 
I was just thinking that may be the limitation, scheduling.

You can abuse CUNY's tipps system to get a good cross reference of courses and schedules. Its for finding course equivalencies, but basically if you find a course at one college that fits what you're looking for you can get a cross-section of similar courses at all of the colleges and then check the schedule in the same site. Of course the 'equivalency' of the courses is sometimes quite dubious, it's a good resource as long as you read the course descriptions of the 'equivalent' course to make sure it actually is.

1. Go to http://student.cuny.edu/cgi-bin/CourseGuide/Colleges.pl
2. Choose a From college, or find a course at a college first that fits, and use that as a base.
3. Select the 'To' colleges you could see yourself actually going to logistically
4. Choose the clas you were eyeing up at the 'home college', you can select multiple (CCNY is good for a Math reference, or Hunter which also has a stats department).
5. Open new tab on 'equivalent' course description links, as well as your original course link, and there is a check availability link on every description to get full schedules.

Hope this helps.

Thanks a lot for your insights.
 
Note that the "Stochastic Calculus" course at NYU/Courant (G63.2902) is extremely challenging.

Before taking that course you might want to gear up by first taking the course which they call "Basic Probability" (G63.2901) -- where "basic" does not mean "simple". Rather, it should provide you with certain fundamentals that you would need to then conquer their Stochastic Calculus course. Especially as you note that you have been away from Math for a decade.

Yes, I agree. Thats why I was thinking of taking Derivative Securities while I try to refresh my grasp of Calculus , Statistics & Probability through other classes/books/online notes.
Thank you for your message.
 
Yes, you will need the Probability Theory coruse before Stochastic. At CCNY that is MATH 375 (Requires Calc 3) CSC217 for a CS treatment. At hunter it's STAT311 (Requires Calc 3)
 
Yes, you will need the Probability Theory coruse before Stochastic. At CCNY that is MATH 375 (Requires Calc 3) CSC217 for a CS treatment. At hunter it's STAT311 (Requires Calc 3)

so you are saying the following
Calculus1 --> Calculus 2 --> Calculus 3 --> Probability Theory --> Stochastic Calculus
So it means 4 Pre-requisites before taking stochastic calculus?
 
Absolutely, if you don't already have some of the earlier calculus credits. That is the course path.
 
You can abuse CUNY's tipps system to get a good cross reference of courses and schedules...
1. Go to http://student.cuny.edu/cgi-bin/CourseGuide/Colleges.pl
Hope this helps.

You can also get schedules of courses actually being offered in the current or upcoming terms at most CUNY schools here:

http://student.cuny.edu/cgi-bin/SectionMeeting/SectMeetColleges.pl?COLLEGECODE=02&TERM=201109

(The course schedules for the CUNY campuses in Queens have recently been migrated to a new peoplesoft-based system called "CUNYFirst", so their courses no longer appear on this listing.)
 
so you are saying the following
Calculus1 --> Calculus 2 --> Calculus 3 --> Probability Theory --> Stochastic Calculus
So it means 4 Pre-requisites before taking stochastic calculus?
Also it would be very helpful to have had a course on Real Analysis, where you would learn about continuity, convergence, limits, and measure theory.
 
Differential Equations too.?

ALso, may want to see what level your Calc is at. While you can get credit for your Calc series, the question is if you're still at the level you need to be to start. You may be able to solve problems but if it takes too long that will be a disadvantage during study.
 
Good to know the pre-reqs and Here I was thinking that I would be ready if I could read and solve topics covered in
Calculus: Early Transcendentals (Stewart's Calculus Series)
and
Elementary Probability Theory by Kai Lai Chung, Farid Aitsahlia
:(
 
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