我在网上看见一片文章，跟楼主分享一下，貌似F他家是中国班
“Hi I’m Richard, Not Chinese
Last updated on 09.10.2010
It’s been a busy summer for me between the wedding planning, the summer refresher course and studying for the CAIA Level II exam. I hope to catch up with my blog posts by the end of the week. Today’s post will focus on the summer refresher course. I will follow it up with a post about the Fordham Graduate School of Business orientation I went to last week and a review of my first week of classes.
If you don’t remember, I had decided to take the Mathematics in Quantitative Finance refresher course. It had been a very long time since I last took a math course and I needed the extra practice. There was a pre-test given at the start of the course to determine how much we remembered from our Calculus courses. The course grade was determined by the performance on the midterm and final exams. Lecture notes were provided and readings were assigned from Mathematics for Economics and Finance: Methods and Modeling – Anthony and Biggs, The Professional Risk Managers’ Handbook Volume II: Mathematical Foundations of Risk Measurement – Alexander and Sheedy, and Basic Statistical Ideas for Managers 2nd Edition – Hildebrand, Ott and Gray.
We covered Taylor’s expansion, Lagrange method, differential equations (ordinary and partial), linear algebra, probability distributions (normal, binomial, Poisson, lognormal, gamma, beta, fat-tailed), maximum likelihood estimate, moment generating function, and multiple regression analysis.
I didn’t find the books particularly helpful. I require a lot of repetition in order to learn math and there weren’t a lot of problems in the books to solve. Couple this with no assigned homework and the environment was not very conducive to my learning style. My classmates that were math and engineering majors, however, found the course easy. I’m just glad that the other finance majors could commiserate with my pain. I was concurrently taking my pre-requisite Calc II, Calc III, and Linear Algebra courses, but still struggled in the refresher course. Lower-level undergraduate calculus courses do not prepare you for taking a bi-variate Taylor’s expansion of a probability distribution nor taking the moment generating function to derive the first four moments of a probability distribution.
By the end, I managed to at least survive the course and almost triple my pre-test score on the midterm and final exams. Yes, I did that horribly on the pre-test. I told you it’s been a while since I’ve had to do any math that didn’t involve just plugging numbers into a financial calculator. Thankfully, the Stochastic Calculus course will actually have assigned homework so, in theory, I should have an easier time grasping the material.
A couple side notes about the incoming MSQF classmen. The first day I stepped into the classroom I was taken aback: the vast majority of students in the MSQF program were International Chinese students. The demographics are completely opposite those of the MBA program. Even now that we’ve gone through orientation and have a final count, out of 30 students, 25 are International. The rest of my classmates entered the program directly out of undergrad. I’m the only one that has work experience, which makes me one of the senior citizens of the group. The only student older than me has a Ph.D. in math and he’s only older than me by a few months. I have to admit, it’s a little weird playing big brother to everyone.
There was also a funny misunderstanding that has now turned into a running joke. Apparently the International students thought I was Chinese (I’m Vietnamese) and would speak to me in Mandarin. They thought I was being standoffish because I wasn’t talking back to them. I just thought they were talking to each other. It wasn’t until one of them finally spoke to me in English that they figured out I wasn’t ignoring them on purpose. Then a cycle would happen. The one speaking to me would bring a second student over to introduce them. The second student would say something in Mandarin and the first student would have to say “not Chinese.” Now I just go around introducing myself as “Hi I’m Richard, not Chinese.”
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-- by 会员 扶正 (2011/3/17 13:08:41)
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发表于 2011-3-15 10:00:37
楼主
