• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

University of Illinois MSFE

Can anybody please answer this question ? Are theoretical proofs a major part of the curriculum in all MFE programs ? ( I mean, its cool as long as its not too much)
 
Stochastic Calculus (Shreve I, II) is the core course in many MFE programs. If you can't stomach it, I would ask if you are mathematically mature enough to be ready. Many quant positions interview about stochastic calculus.
It doesn't mean every MFE program will care if you don't learn it well but it will make you hate the learning experience a lot. The market does not have enough room for all the quant-nabe that these programs produce.
 
Back
Top