University of Illinois MSFE

[nnb]

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)

 

[Tigga]

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.

 

[xellent]

Anybody looking for a roommate for next year? Send me a message!