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.
