Quant MSF

CFA General
#1

Hi All, I want to apply to a Quant MSF program in fall’09 to start the program in fall’10. I wanted to get some thoughts from AF members who have completed quant MSF’s. I specifically want to know if I should start taking calculus classes now. I took one calculus class in college about 5 years ago so I need a brush up. Would it be advisable to finish at least Calculus I, II and multivariate calculus before I start a program like that? I think if I take one course per semester at night I should be able to do that plus study for LII in June 2009 as well. Also, is it recommendable to do take stochastic? Any thoughts or comments would be really helpful. BCH

#2

If you only took one calc class, why do you want to be a quant?

#3

You’ll need Calc 1-3, at least 2 undergrad classes in probability and statistics, linear algebra, and it would be good to have a class in diff. eq. Stochastic will be part of the cirriculum, so no. This is exactly what was required for me to take before I was allowed to take a single class for the degree, and I came from a real estate finance undergrad with nothing higher than Calc 1. Make no mistake about it…if you want to enter into a quant program without a strong math background, it will take a considerable amount of work to get yourself ready.

#4

PDE as well as real and functional analysis might also be helpful.

#5

Teach yourself Java or C++ while you’re at it.

#6

I second jmh, you will need some programming language to back it up with that MSF to get you started on automating some quant models and impressing your Strategist’s, PM’s who would be using you invention. Usually in CT area - C++ is used a lot in all Hedge funds, but Java is 2nd to it.

#7

I think some (if not all) of these programs like one of your recommenders to be one of your undergrad math teachers.

#8

MSF or MSFE? or MFE? now I know why MBA is better as there is only one way to spell it out

#9

Which college are you intend to register with? Are you taking GRE or GMAT?

#10

theKing Wrote: ------------------------------------------------------- > Which college are you intend to register with? > > Are you taking GRE or GMAT? I will probably take the GMAT this time next year, I have not decided on any one program and still need to do a lot of research.

#11

Thanks for all the input, I better start registering for some night classes!