The most excited subjects & Software Engineering

  • Thread starter Thread starter Vadim
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I would like to ask current students and alumnus a couple of questions.
What subject were the most attractive for you and you were the most excited to study?
My personal background is in applied mathematics and software engineering. I would like to ask: what kind of software do the students develop?
 
The most interesting, for me, is Stochastic Calculus taught in "Stochastic Processes in Finance"
 
All the courses in our program are interesting and very challenging. It starts in early June with refresher courses. Don't be fooled by the name "refresher". We were quizzed and given homework every single day. The whole summer was consumed with 4 refresher courses. We take class every night and have a huge homework every weekend. I was quite surprised by how intense the level of work was given to us. Each refresher course will be graded on Pass/Fail basis. Some will fail.

When the real semester comes around, you are used to the level of work during the summer but it's nothing compared to what you will study next.

Of all the courses I took the first semester, I enjoyed the Numerical Linear algebra method the most. Maybe the teacher (Prof. Stefanica) has something to do with it but I like how the programming and math components work together. We wrote many option pricing models. The C++ code alone in his class was about 5000 lines long. We wrote some pretty complex code in C++ course and the finance course.

The nice thing about this Numerical class is we know exactly the right price of the option and we have to make sure our models produce the exact same price up to 20 or so decimals point. (Some even tried to use (\pi) up to 30 decimal long to gain up on the accuracy of their pricing :D). We have a separate forum for each courses and special thread for each homework. So when the hw is announced, everyone try to code like a madman and try to see if they have the correct answer or not. Ideas bounce back and forth like this. That's one of the reasons I like the Baruch so much is how everyone is trying to help others.

We spent lot of time on other courses as well but from my opinion, this is the course I spent most of the time on. And I enjoyed doing it very much.

Just a heads up, Prof. Stefanica's midterm and final are notarious. It didn't happen in our year but I heard rumors that previous students had to spend up to 10 hours doing his exams.

Our midterm was uneventful. Started at 6pm and ended at 10pm. Nobody stormed out of the room crying or slamming the doors like rumored.

Our final was during the Xmas vacation. We spent our precious time during the xmas eve to work on his final. Instead of spending time with family, you'll find yourself working on the code for 2 days straight with no sleep.

Talk about Xmas - the happiest time of the year ;)

After his final, I sleep for 5 days straight till the New Year. It's the first time since the semester started that any of us have a good sleep.

Enjoy, I'm sure you will find yourself doing the samething we did. And you will love it.
 
So this is what I have to look forward to in 2 months, and my life for 2 years. :smt030 What have I done? But thats ok, no pain no gain. Just like a kungfu student who trains on a mountain for 2 years with an abusive master, that student comes off the mountain a very deadly warrior (if survives). I guess I should quit my full-time job by fall since the MFE happens to be a full-time job according to this post. My brain will be so diesel by the end of refreshers.

My question is, what factor brings the most difficulty this program, the math, C++, or the workload? Second question is what would be the ideal C++ textbook to review before then? I intend to avenge myself on that C++ test that I failed for an interview at some hedge fund last year.
 
My question is, what factor brings the most difficulty this program, the math, C++, or the workload?
Answer: All of the above.
Depends on background, one will find it challenging studying one of the components :math,programming or finance. Most of our students are pretty good in 2 of them and need to spend more time on the other.

I should mention that there will be little time left for your family, friends, social activities. This is my opinion as a full time student. If you work full time and study part time, it's even harder. Balancing work and study is really tough, specially with the increasing level of demand in our program. Every instructor will demand that you spend time more doing his/her hw.

When I went to my first open house at Baruch, I asked one of the current students and he told me that I should spend at least 10 hours a week study for each course. I thought he was kidding. Now, in hindsight I believe he underestimated the time needed ;)

Second question is what would be the ideal C++ textbook to review before then? I intend to avenge myself on that C++ test that I failed for an interview at some hedge fund last year.
I took my first C++ using Walter Savitch's Problem solving with C++. I knew nothing about C++ then so it was a perfect book for me.
For someone who knows other programming language, other books are better. My advice, go to B&N, browse the C++ aisle and flip through a dozen or so books there. Pick the one you like best. Avoid at all cost the books whose titles read "Learn C++ in x days"
 
Andy, do we have (or should we have) a section in the forum with suggestions about interesting books one might want to read (just like you mentioned the C++ book).
Actually, that Savitch book was my first C++ book as well :) 2 books to be exact, there is another one on Data Structures.
 
Multimedia tutorials

Andy, thank you for the detailed answer.

This forum is really nice and you can find a lot of information. I think that this tool is the most useful for us - Junior Quant Analysts.

Another think I notice in the forum is that everybody mentions Linear Algebra and Stochastic Calculus, probably, because people like teachers ?. What subjects in the field of Finance do the students study?

I studied several programming languages. To be honest, for everybody now to catch a programming language is easier that it was several years ago. There is an useful tool – multimedia tutorials. They are awesome. You can watch tutorials and do exactly the same thinks simultaneously with tutor.
 
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