This is the reason why I don't think it will be useful to spend my time learning Matlab, especially because I do know how to program quite well in C++ and C#.
They are more advanced, obviously. They cover a lot more material, and a lot more distributions than in the undergrad class.
Furthermore, the course is given at a higher level: while my undergrad courses are calculus-based, the graduate-level course focuses a lot more on multivariate distributions and estimation.
Which I think would be extremely useful, since one often needs to understand and model the stochastic processes behind multi-dimensional problems in finance.
Furthermore, probability is at the heart of financial engineering, without a firm grip on all of its facets I find it difficult to believe one would be a great financial engineer.
I agree, but if I want to do rapid programming I'd probably prefer to work with C# than with Matlab, since I'm a lot more proficient at C# than I'll be with Matlab even after taking a class in it. Having to learn all the libraries I believe would significantly hinder my performance at first.
