We use industry standard applications. C++: Visual Studio
Excel, VBA for the structured finance course.
Latex: Miktex for taking notes (j/k on this front as I haven't seen anyone taking notes in latex yet. On the other hand, knowing tex syntax would help when you post mathematical formula on Quantnet)
Probably R,SAS on the Stat class.
In all, you probably sit in front of Visual Studio coding C++ for majority of your time.
That's been my experience in 2006-2007. Knowing Prof. Stefanica, you probably do more this year, not less of what I did.
Nobody disputes that Matlab is not useful. In fact it's being used at other programs. Anything and everything is done in C++ at Baruch. It's a teaching philosophy that I don't think Baruch MFE management will change soon. You are encouraged to learn Matlab, or any tool you like but all the assignment must be done in C++.
Latex: Miktex for taking notes (j/k on this front as I haven't seen anyone taking notes in latex yet. On the other hand, knowing tex syntax would help when you post mathematical formula on Quantnet)
Here is a LaTeX primer: Getting Started with LaTeX. Note that you can use Latex code in Math Mode (the dollar signs) on quantnet by putting [ tex ] and [ /tex ] around the code (press the TeX button above). You can skip ahead to the "Producing Mathematical Formulae using LaTeX" section for our purposes here.
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