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Tips for Applying for MFE

Learn valuable application tips for MFE programs, including curriculum overview, career opportunities, required materials, and successful applicant profiles.

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Tips for Applying for MFE

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  1. Tips for Applying for MFE 于洪晨 经济学院金融系 2006级

  2. What is MFE? • MFE: Master in Financial Engineering • Alias: • -MMF: Master in Mathematical Finance • -MFM: Master in Financial Mathematics • -Master in Computational Finance • -Master in Quantitative Finance

  3. The subject is an interdisciplinary mix of physics-inspired models, mathematical techniques, and computer science, all aimed at the valuation of financial securities. • Dr. Emanuel Derman • Director & Professor, IEOR, Columbia University • Author, My Life as a Quant

  4. A Glimpse at MFE Curriculum 1. Derivative Securities 2. Risk & Portfolio Management with  Econometrics 3. Stochastic Calculus 4. Computing in Finance 5. PDE for Finance * (3) 6. Interest Rates & Credit Models(1,4) 7. Scientific Computing (4) 8. Advanced Risk Management (1, 2, 4) 9. Continuous Time Finance (1,3) 10. Time Series Analysis And Statistical Arbitrage (1,3,4,7) 11. Case Studies in Financial Modeling(3,4,9) 12. Computational Methods in Finance (7,9) 13. Project & Presentation 14. Financial Engineering Models for Corporate Finance (1,2)

  5. Career Opportunities for MFE • Investment Banks • Hedge Funds • Software and Service Providers • Insurance Companies • Consultancies

  6. Available Programs • MS, Finance, Princeton University • MS, Computational Finance, CMU • MS, Mathematics in Finance, NYU • MS, Financial Engineering, UC-Berkeley • MS, Financial Mathematics, Stanford University • MS, Financial Engineering, Columbia University • MS, Financial Mathematics, U of Chicago • MEng, Operations Research (Financial Engineering Concentration), Cornell University

  7. Available Programs(cont’d) • MS, Financial Engineering, Michigan University • MA, Mathematics of Finance, Columbia • MS, Financial Engineering, Baruch College • MS, Mathematical Finance, Boston University • MS, Quantitative and Computational Finance, Georgia Institute of Technology • MS, Financial Engineering, UIUC • MS, Mathematical Finance, U of Toronto • ……Purdue, USC, Rutgers, Oxford……

  8. Application Materials • Application Form (online) • 1 Official Transcript (Translated in English, in a sealed envelope) • 3 Letters of Recommendations (paper/online) • GRE (within 5 years) • TOEFL (within 2 years) • Personal Statement/ Statement of Purpose • Resume/ CV (1-page) • Application Fee • Others

  9. A Successful Applicant Profile • Strong academic record, particularly in math courses • Proven English ability • Demonstrated interest in area of study • Attention to detail and deadlines • An all-around “good fit”

  10. My Background • School of Economics, Department of Finance • Accumulative GPA: 3.73; Rank:12/55 • School of Mathematical Sciences (Second Major in Statistics) • Courses Taken: 9; Straight A • GRE: 580+800+4.5 • TOEFL: 113 (29+28+26+30) • Two Internships, One-semester TA experience

  11. My Advice for Fin/Stat-Majored • Take more math courses with high scores • A GRE Math Sub score also works • Do as more internships as you can • Learn computer programming (C/C++/Java) • Familiar with at least one statistical analysis software (SAS/STATA/Matlab) • Think yourself as a PACKAGE

  12. Recommended Links • Official Website of each program • Recommended Books on Quantitative Finance http://www.markjoshi.com/RecommendedBooks.html • http://www.global-derivatives.com

  13. THANK YOU & GOOD LUCK!

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