The Pre-MFE Program at Baruch College

[dstefan]

The Pre-MFE Program at Baruch College​

November 1, 2010 - March 30, 2011​

The Financial Engineering Program at Baruch College is offering a Pre-MFE Program for people interested in pursuing graduate studies in financial engineering, as well as for finance practitioners interested in studying the mathematical fundamentals behind financial models.

Mathematical and financial concepts that are fundamental for a successful learning experience in financial engineering graduate programs are explained in detail in these seminars. The seminars emphasize financial applications, and as such have a significant programming component; students will be encouraged, but not required, to program in C++.


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Advanced Calculus with Financial Engineering Applications

Dates: November 1 – December 20, 2010

Instructor: Dan Stefanica, Baruch MFE Program Director

Syllabus: see below

Tuition: $1,250

Registration: Registration for this seminar is open. Please send a current version of your resume and a statement as detailed below at baruch.mfe@gmail.com

An Advanced Calculus with Financial Applications seminar was offered, on an experimental basis, in February and March 2010. Feedback of the participants in that seminar can be found here.
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Probability Theory for Financial Engineering

Dates: February 2 – March 30, 2011

Instructor: Elena Kosygina, Baruch MFE Faculty

Syllabus: see below

Tuition: $1,250

Registration: The registration for this seminar will open on December 1, 2010

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Numerical Linear Algebra for Financial Engineering

Dates: January 31 – March 28, 2011

Instructor: Dan Stefanica, Baruch MFE Program Director

Syllabus: see below

Tuition: $1,250

Registration: The registration for this seminar will open on December 1, 2010
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Schedule: Eight weekly sessions:
- Lecture from 6-9pm (taught by the instructor)
- Review Session from 9-10pm (taught by the teaching assistants)
Each seminar concludes with a Final Exam.


Registration Process: Enrollment is limited to 30 people in each seminar. To apply for enrollment, send an email to baruch.mfe@gmail.com with the following documents:

• a current version of your resume
  
• a one page statement detailing your career and educational goals, as well as how does taking seminars in the Pre-MFE Program align with those goals
  
• indicate which seminar(s) you intend to register for

Certifications:

• For each seminar, a Certificate of Completion will be issued upon passing the final exam and obtaining a 70% or higher average.
  
• For each seminar, a Certificate of Completion with Distinction will be awarded to students with a 90% or higher average.
  
• Upon successfully completing all three seminars of the Pre-MFE Program with a higher than 70% average, a Certificate of Completion of the Pre-MFE Program will be issued.
  
• A Certificate of Completion of the Pre-MFE Program with Distinction will be awarded to students who achieved a 90% or higher average in each of the three seminars.

Answers to Frequently Asked Questions can be found at The Pre-MFE Program at Baruch College | Master of Financial Engineering Program at Baruch College (bottom of the page).

 

[roni]

This is great,
Numerical Linear Algebra and Probability Theory are going to fit my schedule .

Will Advanced Calculus be offered next semester ?

Thanks for the information.

Roni.

 

[dstefan]

The Advanced Calculus with Financial Engineering Applications seminar will only be offered in November and December.

Taking two seminars at the same time should be challenging enough, in particular for someone who is working at the same time.

 

[roni]

The Advanced Calculus with Financial Engineering Applications seminar will only be offered in November and December.

Taking two seminars at the same time should be challenging enough, in particular for someone who is working at the same time.

I see. then, I'll choose one.
Both of them look very interesting.

Thanks very much.

Roni.

 

[dstefan]

Send an email to baruch.mfe@gmail.com for more infromation, or come to the Information Session on September 22.

RSVP at
Information Session for Baruch MFE | Master of Financial Engineering Program at Baruch College

 

[dstefan]

Enrollment Update: As of 09/15, the Admissions Committee accepted 15 applications for enrollment in the Pre-MFE Program at Baruch College.

The background of the many applicants was remarkably strong. Due to enrollment being limited to 30 people, several applicants have been turned down.

 

[Hui Huang]

It seems there is no online options for those courses so basically for those not in NY, we don't have the chance to attend them, right?

 

[dstefan]

There are no long distance or online options for taking the seminars.

For the record, a couple students relocated to NY from other places in the US to take the Advanced Calculus with Financial Applications Seminar in February and March, and another student commuted from Philadelphia.

 

[dstefan]

Enrollment Update: As of 10/01, the Admissions Committee accepted 22 applications for enrollment in the Pre-MFE Program at Baruch College, out of more than 40 applications received.

 

[dstefan]

Enrollment Update: As of 10/06, the Admissions Committee accepted 26 applications for enrollment in the Pre-MFE Program at Baruch College.

 

[dstefan]

Enrollment Update: As of 10/14, tuition was paid for 19 seats in the Advanced Calculus with Financial Applications Seminar in the Pre-MFE Program.

The Admissions Committee accepted 30 of more than 50 applications for enrollment in the seminar. As the plans of some of the admitted people may change, we will continue to accept applicants until tuition is paid for all seats.

We are also trying to accommodate a slightly larger number of applicants, the current target being to increase the number of available seats from 30 to 32.

And we are looking forward to the seminar.

 

[dstefan]

The enrollment for the AC-FE seminar in the Pre-MFE Program at Baruch College is now closed.

Of 75 applications received, 35 were admitted, and 32 students are expected to enroll.

An Orientation Session (by invitation only) will take place on Wednesday, 10/27.

 

[Hui Huang]

Since some applicants may not attend the seminars due to the lack of online option, is it possible for the program to put all the slides and related materials online, similar to MIT OCW, for us to make it up? That would be of great help.

 

[dstefan]

Registration for Pre-MFE Seminars

The registration for the Probability Theory for Financial Engineering and the Numerical Linear Algebra for Financial Engineering seminars from the Pre-MFE Program at Baruch College is offering a Pre-MFE Program will open on December 1, 2010.

Registration Process: To apply for enrollment, send an email to baruch.mfe@gmail.com with the following documents:

• a current version of your resume
  
• a one page statement detailing your career and educational goals, as well as how does taking seminars in the Pre-MFE Program align with those goals
  
• indicate which seminar(s) you intend to register for

Enrollment is limited to 32 people in each seminar. The enrollment limit was met early for the Advanced Calculus with Financial Engineering Applications taking place in November and December 2010.

The dates, syllabi, requirements, and registration process are detailed below.
______________________________________________________________________________________________________________


Probability Theory for Financial Engineering

Dates: February 2 – March 30, 2011

Instructor: Elena Kosygina, Baruch MFE Faculty

Syllabus: see below

Tuition: $1,250

Registration: The registration for this seminar is now open

______________________________________________________________________________________________________________


Numerical Linear Algebra for Financial Engineering

Dates: January 31 – March 28, 2011

Instructor: Dan Stefanica, Baruch MFE Program Director

Syllabus: see below

Tuition: $1,250

Registration: The registration for this seminar is now open
______________________________________________________________________________________________________________


Schedule: Eight weekly sessions:
- Lecture from 6-9pm (taught by the instructor)
- Review Session from 9-10pm (taught by the teaching assistants)
Each seminar concludes with a Final Exam.


Certifications:

• For each seminar, a Certificate of Completion will be issued upon passing the final exam and obtaining a 70% or higher average.
  
• For each seminar, a Certificate of Completion with Distinction will be awarded to students with a 90% or higher average.
  
• Upon successfully completing all three seminars of the Pre-MFE Program with a higher than 70% average, a Certificate of Completion of the Pre-MFE Program will be issued.
  
• A Certificate of Completion of the Pre-MFE Program with Distinction will be awarded to students who achieved a 90% or higher average in each of the three seminars.

Answers to Frequently Asked Questions can be found at The Pre-MFE Program at Baruch College | Master of Financial Engineering Program at Baruch College (bottom of the page).

 

[dstefan]

Enrollment Update: As of 12/08, 20 applications for admission for the Probability Theory for Financial Engineering seminar and 21 for the Numerical Linear Algebra for Financial Engineering seminar have been accepted.

Seats are confirmed once tuition is paid, in the order payment is received.

Seating is limited to 32 students. Applications have been submitted beginning 12/01, and registration will close once all seats have been reserved.

See Baruch MFE program Baruch MFE Program for information on how to apply for enrollment in the Pre-MFE seminars.

Good luck!

 

[dstefan]

Enrollment Update: As of 12/27, 27 applications for admission for the Probability Theory for Financial Engineering seminar and 24for the Numerical Linear Algebra for Financial Engineering seminar have been accepted, out of over 50 applications.

Seating is limited to 32 students.

 

[dstefan]

The enrollment for the Pre-MFE Program is now closed.