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Do you have matlab code for the paper entitled "Spread option valuation and the fast Fourier transform" written by Dempster and Hong?
Programming: java, matlab, C/C++. I registered in math sub and gre general next year. my problem is should i pass the CFA 1 on June next year? Is the CFA1 on Dec is too late (deadline of some program has passed)?
Andy Nguyen
Andy Nguyen
CFA L1 has nothing with MFE admission. Most programs won't require it.
Hi Andy, Im a junior student with double major in accounting and math, minor in cs. I plan to apply MFE program next year. Math class: cal1 2 3; linear algebra, ODE, PDE, math model, possibility and statistics(2classes), numerical analysis, Operation research(cover stochastic model),complex variables, real analysis.
Hello Andy, do you have twitter? I'm trying to follow influential people in the Quant comminity, I would like to be aware of the latest topics in research and careers. Can you recommend someone to follow?
Deliberating my future course schedule. How much programming do I really need?
Hello Andy. I have the same problem with logging and navigating as before. Is there anything wrong with my account again?
I am an undergraduate student in CUFE and i am going to apply mfe, can i take your email address to ask you some questions?
I have some questions that you could tremendously help me with short time, but I prefer talking via emails. Could you tell me your email? ( I can't find your email here.....) Or could you just send your email to minsung.han@gmail.com?
Hey, Andy. Nice to meet you. I am new here but I can easily tell you've made an awesome website. I am a senior at UC Berkeley double majoring physics and mathematics, and have a plan to applying graduate schools this year. But "which graduate schools?" is the problem.
Hie Andy i am new to the site and i am based in india currently studying for a BSc in Maths.I would like to go into quantitative analysis after finishing my undergraduate.I'm also writing exams for actuarial science.What is the best thing to do, should i go for a certificate in quantitative finance or should i go and do a MFE?Help me out.
Hi Alejandro,

I am writing you because I saw on the tracker that you were successfully accepted into the Baruch MFE this year. As you have already been accepted, I though you wouldn't mind sharing your interview experience? You mentioned there were some finance and calculus questions asked on your tracker update.

Could you remember any specific questions that were asked?

All the best,

Dillshau
Hi Andy, I am a math major senior student in Indiana University Bloomington. And I am also an international student from China. I am very interested in MFE. I will finish my undergraduate course on next June. But right now, I am a little bit losing in my future study. Should I just take master in FE or ph.d in FE. I prefer to study in New York for my future study. Could you give some suggestions? Thank you very much.
Hi Andy, I have a few questions about the C++ course:
1) Is it possible to accelerate the course, by doing more than the 20 hours per week, thus finishing in a shorter time frame?
2) What factors impact the decision of who you let on the course, is it oversubscribed?
3) I'm based in the UK, will timezone be a problem for interacting with the mentors?
4)Can I buy the materials for the course at a separate price?
Hi, MATTHEWQN, I am interesting in applying for Columbia's CVN's master in Operations Research, so what's your experience with Columbia's CVN? How is the communication and help from the professors and TAs ? Do you know if the program's curriculum is more applied or theoretical ? Thank you so much for your help!!!
Hello, Andy, I'm new here. I saw you in many threads comparing different MFE program, so I want to know some detail about them. Is CGU worth reading or not? you know, it is quite expensive.
@18th Annual Workshop on Financial Engineering: High Frequency Trading and Market Microstructure
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