(有重要更新！)Top FE专业介绍以及解答关于MS Financial Engineering, Computational Finance, Financi

lobabo

谢谢lz~

还要rrdw， 你说竞争对手有高学历的（phD），是说他们以phD的身份来申请么？

还想问问看实习，现在就是各个行业的都想做做试试，这次回来做了CIRC 和四大, 以后可能还想换其他金融行业的实习做做试试。Lz觉得这样比较散的实习帮助大嘛？还是更针对某一个领域会更好呢？

lz 说的综合背景的差距具体是什么呢？

[此贴子已经被作者于2008-7-22 13:46:43编辑过]

Xiongfan_80

以下是引用lobabo在2008-7-22 13:23:00的发言：

谢谢lz~

还要rrdw， 你说竞争对手有高学历的（phD），是说他们以phD的身份来申请么？

还想问问看实习，现在就是各个行业的都想做做试试，这次回来做了CIRC 和四大, 以后可能还想换其他金融行业的实习做做试试。Lz觉得这样比较散的实习帮助大嘛？还是更针对某一个领域会更好呢？

lz 说的综合背景的差距具体是什么呢？

没错。他们读MFE之前已经有一个PhD了。

散的实习只会给人没有focus的感觉。说老实话，四大审计的经验一般对申请MFE没有任何帮助。

所谓综合背景就是总体印象分。比如说，你可能有一个实习，在这个方面你还不错；但是你的学术能力、考试分数、PS或者推荐信一起来看，不一定比的上PhD们。

建议你如果申请MFE的话，实习还是有一些针对性。如果像你描述的这种实习方式，你最好选择去申请MSF。

lobabo

以下是引用Xiongfan_80在2008-7-23 0:06:00的发言：

没错。他们读MFE之前已经有一个PhD了。

散的实习只会给人没有focus的感觉。说老实话，四大审计的经验一般对申请MFE没有任何帮助。

所谓综合背景就是总体印象分。比如说，你可能有一个实习，在这个方面你还不错；但是你的学术能力、考试分数、PS或者推荐信一起来看，不一定比的上PhD们。

建议你如果申请MFE的话，实习还是有一些针对性。如果像你描述的这种实习方式，你最好选择去申请MSF。

恩~明白啦~谢谢lz！

zkzkzk0309

  向xiongfan前辈请教， columbia的项目现在还有中国人负责申材料的么，他家有两个项目，哪个相对容易些，还有FE还有必要陶瓷么？ 谢谢~~~  

Xiongfan_80

以下是引用zkzkzk0309在2008-7-24 23:19:00的发言：
  向xiongfan前辈请教， columbia的项目现在还有中国人负责申材料的么，他家有两个项目，哪个相对容易些，还有FE还有必要陶瓷么？ 谢谢~~~  

现在不是中国人负责了。这两个专业现在都不太容易。不过Math in Finance如果他们不要你，但是觉得你的背景还可以，会把你推荐到统计硕士那去。MFE都属于职业学位，没有套瓷的必要。

pathseeker

ding

lianghao

LZ你好,我目前还是本科,但下学期在Cornell有机会选到JGSM的Robert Jarrow教授的Fixed-income and derivatives课.听说Jarrow在数理金融方面研究颇深,不知道这门课本科生能否听得懂.Jarrow教授好不好套?

ibanking

以下是引用lianghao在2008-8-7 12:09:00的发言：
LZ你好,我目前还是本科,但下学期在Cornell有机会选到JGSM的Robert Jarrow教授的Fixed-income and derivatives课.听说Jarrow在数理金融方面研究颇深,不知道这门课本科生能否听得懂.Jarrow教授好不好套?

I am not xiongfan, but I will offer my opinion.

Robert Jarrow is one of the authors of the HJM model. If he plans to teach the math behind his model, the students need to have the foundation knowledge of martingale measure and stochastic process. Since the course only have the prerequisite of financial statement analysis and statistics for management, I believe this will hardly be the case. Therefore I believe he will just give a general introduction of bond pricing, interest rate term structure, interest rate cap/floors and stuff like that. You should be fine. In addition, this is just an MBA class in the business school, not financial engineering class offered by math/engineering schools. If all those MBA who are out of schools for a few years can handle this class, so can you.  

lianghao

以下是引用ibanking在2008-8-7 14:16:00的发言：

I am not xiongfan, but I will offer my opinion.

Robert Jarrow is one of the authors of the HJM model. If he plans to teach the math behind his model, the students need to have the foundation knowledge of martingale measure and stochastic process. Since the course only have the prerequisite of financial statement analysis and statistics for management, I believe this will hardly be the case. Therefore I believe he will just give a general introduction of bond pricing, interest rate term structure, interest rate cap/floors and stuff like that. You should be fine. In addition, this is just an MBA class in the business school, not financial engineering class offered by math/engineering schools. If all those MBA who are out of schools for a few years can handle this class, so can you.  

thanks. actually my prof of fixed-income investment was Bob Jarrow's Ph.D student and he also highly recommended me to take Bob Jarrow's class. 

ibanking

以下是引用lianghao在2008-8-7 15:56:00的发言：

thanks. actually my prof of fixed-income investment was Bob Jarrow's Ph.D student and he also highly recommended me to take Bob Jarrow's class. 

if you have already taken a fixed-income investment class, you should not worry too much.