I'd be curious to know your review about the financial engineering program of my university, which isn't know around the world, and differences and overlaps with US programs
Hey Dimitri, could you give your quick opinion on the Belgium based, 1-year program 'Quantitative finance' by the Solvay Brussels School of Economics? Thanks in advance!
Thank you for your work as always, Dimitri. Do I understand correctly that the only course in the curriculum that touches on interest rate modeling topics is Math 623: Computational Finance, with textbook being T. Sauer's Numerical Analysis?
From what is provided I would think this would be the only class specifically on interest rate modeling for derivatives however you should contact them if you want an exact answer. If you are just modeling rates (curve fitting or time-series), the materials covered in Stats 509 can be used to do this.
@@DimitriBianco I was thinking more along the lines of a course that would go from stochastic process for the rate(s) to its properties, then to deriving the prices of various rate derivatives like bond options, and after that looking at whatever numeric methods are applicable: either building the lattice or setting up Monte Carlo, with perhaps side topics of curve bootstrapping, convexity adjustment and model calibration. This book would be a good example: www.amazon.com/Interest-Rate-Models-Practice-Inflation/dp/3540221492/ref=sr_1_1?crid=1W95SB6BAQN3Z&keywords=brigo+mercurio&qid=1574809220&s=books&sprefix=brigo+mer%2Cstripbooks%2C144&sr=1-1
No I don't think it would go that deep on interest rates. Many of the skills (stochastic calculus, numerical methods, and Monte-Carlo) taught in the program would give you the foundation to build your knowledge in these areas. I'm happy to see someone (you) actually doing some digging into specific topics. I struggle to convey the depth that one can go in a variety of areas. Honestly a Masters or PhD isn't enough time to properly master any one area.
Hi Dimitri, do you know how the professors at Michigan's Quant. Fin. program teach the math intensive courses? Do they use blackboard to show the proofs or just use PPT to briefly go through the surface without digging into the math implications? I notice a lot of such so called "quantitative" or "fin. engineering" programs in Europe are just PPT based courses, it doesn't help to learn math.
Awesome video, sadly I can only study in Canada for my undergraduate studies. I have the choice to go into maths/cs or business administration at Mcgill. Would a business administration with a major in maths and a double minor in finance and computer science be good enough to prepare me for financial engineering masters? The math/cs department is easy to get into while the business administration program is really hard to get into in Mcgill. Since I have good enough grades, I feel like I should get into the B.A program, but if it's not enough for a quant career I don't want it. Could anyone help me with this?
They would have to reach out and be willing to go through my process. A few programs have reached out to me and so I will be posting a video discussing what it takes to get a program review.
Excellent suggestion , I just looked at the admission deadline dates and it was Feb 1. Since I have not taken GRE yet I would not make it by then , I can make the UCLA dead line. How do you compare this program to UCLA program ? If I got accepted to UCLA should I go there or wait a lil bit for this one ?
@@DimitriBianco Thank you for the response , Do you know anything about the Georgia Institute of Technology program ? It has an option to be two years.
They would have to reach out and be willing to go through my process. A few programs have reached out to me and so I will be posting a video discussing what it takes to get a program review.
I asked them the same question. They told me, since the program is only a few years old, they want to improve their stats (job placement for example) before being added to quantnet.
I have class with Professor Nazari at Michigan, He is incredible
I'd be curious to know your review about the financial engineering program of my university, which isn't know around the world, and differences and overlaps with US programs
Can you make a video on CQF(Certificate in Quantitative Finance) Pleaseeee
Can you do UW CFRM program?
Thanks it is very informative. How is the job placements now for this course.
Thanks for the very useful comments and info!! Keep up the good work!
Thanks!
Hey Dimitri, could you give your quick opinion on the Belgium based, 1-year program 'Quantitative finance' by the Solvay Brussels School of Economics? Thanks in advance!
It's hard to tell from just looking at a website however it looks like it could be a good program.
Thank you for your work as always, Dimitri. Do I understand correctly that the only course in the curriculum that touches on interest rate modeling topics is Math 623: Computational Finance, with textbook being T. Sauer's Numerical Analysis?
From what is provided I would think this would be the only class specifically on interest rate modeling for derivatives however you should contact them if you want an exact answer. If you are just modeling rates (curve fitting or time-series), the materials covered in Stats 509 can be used to do this.
@@DimitriBianco I was thinking more along the lines of a course that would go from stochastic process for the rate(s) to its properties, then to deriving the prices of various rate derivatives like bond options, and after that looking at whatever numeric methods are applicable: either building the lattice or setting up Monte Carlo, with perhaps side topics of curve bootstrapping, convexity adjustment and model calibration. This book would be a good example: www.amazon.com/Interest-Rate-Models-Practice-Inflation/dp/3540221492/ref=sr_1_1?crid=1W95SB6BAQN3Z&keywords=brigo+mercurio&qid=1574809220&s=books&sprefix=brigo+mer%2Cstripbooks%2C144&sr=1-1
No I don't think it would go that deep on interest rates. Many of the skills (stochastic calculus, numerical methods, and Monte-Carlo) taught in the program would give you the foundation to build your knowledge in these areas. I'm happy to see someone (you) actually doing some digging into specific topics. I struggle to convey the depth that one can go in a variety of areas. Honestly a Masters or PhD isn't enough time to properly master any one area.
Hi Dimitri, do you know how the professors at Michigan's Quant. Fin. program teach the math intensive courses? Do they use blackboard to show the proofs or just use PPT to briefly go through the surface without digging into the math implications? I notice a lot of such so called "quantitative" or "fin. engineering" programs in Europe are just PPT based courses, it doesn't help to learn math.
The math courses do you use blackboards. Going through the math by hand and understanding the proofs and theories is the main focus of the program.
the program sounds to have great potential haha， just wondering if the location of UMichigan is great to get internships..
The location makes it challenging but most other programs aren't in NYC or Chicago which is where the good jobs/internships are mainly located.
@@DimitriBianco get it，thx！
Awesome video, sadly I can only study in Canada for my undergraduate studies.
I have the choice to go into maths/cs or business administration at Mcgill.
Would a business administration with a major in maths and a double minor in finance and computer science be good enough to prepare me for financial engineering masters?
The math/cs department is easy to get into while the business administration program is really hard to get into in Mcgill. Since I have good enough grades, I feel like I should get into the B.A program, but if it's not enough for a quant career I don't want it.
Could anyone help me with this?
If you want to do quantitative finance as a career, get a math or cs degree. If you want to go into traditional finance, get the business degree.
Can you do a video like this for UW's CFRM program?
They would have to reach out and be willing to go through my process. A few programs have reached out to me and so I will be posting a video discussing what it takes to get a program review.
@@DimitriBianco Awesome thanks!
Excellent suggestion , I just looked at the admission deadline dates and it was Feb 1. Since I have not taken GRE yet I would not make it by then , I can make the UCLA dead line. How do you compare this program to UCLA program ? If I got accepted to UCLA should I go there or wait a lil bit for this one ?
I can't comment on UCLA's program as I haven't had any interactions with the program or any of their graduates.
@@DimitriBianco Thank you for the response , Do you know anything about the Georgia Institute of Technology program ? It has an option to be two years.
I've heard good things about Georgia's program but I hadn't dug deep on their program.
@@DimitriBianco Thank you for your comments.
Hi Dmitri, How is "Msc in Computational Finance" at UCL
It's hard to tell from just reviewing websites.
please tell us about MSc Finance Princeton ?
They would have to reach out and be willing to go through my process. A few programs have reached out to me and so I will be posting a video discussing what it takes to get a program review.
For an undergrad degree what would you take: Data Analytics, Data Science, or Stats?
I would do statistics. It can be applied to a wider range of topics and it is usually more rigorous than the other two.
Why isn't this program on quantnet?
I asked them the same question. They told me, since the program is only a few years old, they want to improve their stats (job placement for example) before being added to quantnet.
You look so handsome and thank you for video 😉
He's married, I'm sorry🙊
Ahaha, i am aware of that. I didn't mean that.He is amazing in choosing right program. Ah yeah if he would not be married, it would be better 😁
can I get your email?
Do you have LinkedIn?
Too expensive