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l*****0
发帖数: 179 | 2 bachelor in business . Math is in category 3 in China.
master of science in public policy at CMU.studying some IT and statistics.
use SAS programming extensively now.
that's all |
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F*******n
发帖数: 89 | 3 难道需要写两个personal statement吗？
谢谢。 |
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l*****0
发帖数: 179 | 5 i need some advice and help from you guys. |
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l*****0
发帖数: 179 | 6 please send me the private message. |
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d*j
发帖数: 13780 | 7 呵呵
一般不有人的写给你的
要口气客气点，直接给人家发信
我问过的几个人都很好，很快回信 |
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w**********y
发帖数: 1691 | 8 好长..先回再看..呵呵
08年底,一个MSCF的同学被UBS的一个法国人面过这题,一起讨论过.
当然能找到一个strategy去beat 50%.
至于有多好,俺是统计背景,所以解释就是,用bayesian的思想去解释.
如果知道先验概率,就是X,Y的prior distribution,就可以根据这个设计出更好的策略.
思想也类似于统计中的important sampling. |
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x**p
发帖数: 105 | 9 cmu mscf has career service to pt student. you can apply for its NYC campus
program. |
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w**s
发帖数: 64 | 10 mscf reapplication是否有成功的先例?多谢 |
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w****5
发帖数: 17 | 11 CMU mscf 有这么 competitive ?
听说那里还给奖学金呢，有人拿到没？ |
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b******g
发帖数: 3883 | 14 CMU 在 wall street 的关系太强了,所以人家学费贵也是有理由的
我一直认为MFE学费2/3都是付给给career service的.我敢说LZ如果没有CMU的MSCF的学
位.即使水平比现在高也拿不到1/3现在这么多的interview. |
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d*j
发帖数: 13780 | 15 当然， 没有 MSCF 我一般就没有面试了
这个全靠了 CMU |
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d*j
发帖数: 13780 | 17 en, MSCF claim 100% intern rate
so I have to have an intern .... |
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x*****t
发帖数: 8 | 18 看了一下,一年半的学费大概4万,不知道Pittsburgh的生活费怎么样？一年大概多少钱
？我想如果暑假Interen的话，花省点最后一学期应该没多大问题吧？
LZ我也是数学PhD， 学校很一般，查了下发现MSCF两地full-time的学生一年大概七八
十，不知好不好申请？
不好意思，刚刚开始研究这些信息，也许问题比较傻。 |
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d*j
发帖数: 13780 | 20 不是我啊
明天我们 mscf 聚会， 你来吗？ |
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b**********5
发帖数: 51 | 22 I don't know Baruch's, but NYU's is pretty good. Professors are good and
students are competitive.
CMU's MSCF program also has classroom in NYC. So it should be your another
great choice.
My ranking is NYU=CMU>Baruch.
This is just my personal advice, just for reference. You should investigate
it further. |
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d*j
发帖数: 13780 | 23 CMU里面有从BB quit 的 来读书
BB来 CMU MSCF面试 可能有些人不会去面试的 |
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b***k
发帖数: 2673 | 24 they have a sattellite campus in ny, but I think the major body
of cmu mscf program is still in pittsburgh. |
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g**o
发帖数: 13 | 25 知道这里的牛人比较多。特地来请教一下。看了精华版的一些讨论。觉得还是有一些问
题。希望各位牛人不介意我再问一下。
我申请了Columbia Math in Finance(in Math department), NYU Master of
Financial Math and CMU MSCF. 我申请的是part-time program. 他们都给admission
了。我希望能参考一下各位牛人的意见，做一个理智的选择。我有一个应用数学的硕士
。我想念完这个program,将来能向trading上靠一靠。
1。弱弱的问一下，各位认为现在还有必要再花钱读吗？Columbia 最便宜，也要$40k.
NYU 要$50k. CMU 要$80k. 我虽然工作了几年，但是出这末多钱还是有些吃力，尤其是
CMU.
2. 我比较了一下他们的课程。我个人认为（很有可能是错的）Columbia的课程有些单
一。我周围的人对它的评价似乎不是特别好。NYU的课程似乎很数学。其中有几门还是
我挺感兴趣的。比如说optimzation和PDE。CMU的课程看起来好像很广，cover了很多
finance上 |
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A********a
发帖数: 133 | 26 Hamilton's Time Series Analysis is the standard for teaching at PhD level.
Tsay is used by some MSCF/MSFE programs. Lo/Mckinlay/Campbell's "
Econometrics in Financial Markets" was/in good for empirical research.
Maybe there are somethings new i don't know. Comments and suggestions. |
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n****e
发帖数: 629 | 27 嘿嘿 搜到了
不过为啥全是亚洲人……难道MSCF的resume book分地区版本的？ |
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d*j
发帖数: 13780 | 28 我不算老。。。。
他应该自己多看看， 闷头意淫有什么用
何况光我在班上就说了好几次 CMU MSCF的出路了
自己去google 也能找到好多 |
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d*j
发帖数: 13780 | 29 anyway, I assume those CMU MSCF statistics are good indication
if assumption is wrong, everything is wrong
hehe |
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x**y
发帖数: 10012 | 30 cmu parttime 是说他的mscf?
我记得他家的学费比nyu ms fin math 便宜阿? |
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d*j
发帖数: 13780 | 32 now they are looking for full time....
anyway, those who have Ph.D always hard to get good jobs
no exception ... for 3 years |
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v*******y
发帖数: 1586 | 33 为什么PHD更难找啊
那些QUANT不是最喜欢PHD了吗 |
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l******i
发帖数: 1404 | 35 phd贵啊而且贵不少（不要举个别的例子，数据上说，fresh master的平均市场价和
fresh phd的平均市场价还是差不少的），fresh phd又没有工作经验，所以作为雇主看
来不划算。 |
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t********a
发帖数: 810 | 36 有差别么? 不都是low 100K base + standard bonus? |
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T*****w
发帖数: 802 | 37 看什么phd 吧， very quant 的PhD直接就上街了，也不用MFE了。。。
physics 里面也有很多非常不quant的。。。。 |
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xf
发帖数: 68 | 41 how about 35 with 2 yrs of EE experience?
seriously asking.
Thanks. |
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W*******e
发帖数: 57 | 42 I guess many people have such age questions, me too.
I did some research and it seems, normally for an IB, or just for small
boutique shops, early 30's is the high end of associates. So what will
happen is that, after you graduate, you will work with/for bunch of people
who are much younger than you - if this is what you can accept, and normally
you will start at a base salary that's lower than what you are making now..
. I personally find this fact discouraging. |
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w*********m
发帖数: 196 | 43 I don't understand, if you are making less in the banks, why would you think
about it at your first place? |
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b********n
发帖数: 609 | 44 because sky is the limit if u can do well after several years, usually
there's no such thing with old job.
ppl try to think big picture here, but unfortuantely very few can do
well...
think |
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w*********m
发帖数: 196 | 45 May I ask what is the sky for quant? |
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b********n
发帖数: 609 | 46 somebody in this board already said several dozen million $ a year,
although I've never met such a quant yet. for traders it's not unheard of. |
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w*********m
发帖数: 196 | 47 Then I bet those who make multi-millions are more likely from hedge funds in
their extremely good years. MD of quant groups in Bulge Bracket banks may
not be even close. |
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f********k
发帖数: 136 | 48 Making a change is better than wasting the life by doing something you hate. |
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d***r
发帖数: 2032 | 50 结婚了没，有孩子没？
YES的话就别折腾了
现在MFE出来这么多人，没准等你毕业了正好过饱和 |
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