求问下Purdue 计算金融怎么样？

cheesechanUID: 3505689

grey_man 发表于 2015-5-18 23:27
这是鼓励来年再申么。

是的，tier 4/5的MFE不夠你入行的。
最後你是會開開心心地讀完之後找CS找的工作，找到要MFE的工作不是沒可能但機會極低。

反而是學好data mining + meachine learning + etc, i.e. have a good master / even PhD in statistics + CS, 之後找quant trading side的機會更大. (尤其是that's chicago....)


P.S. http://forum.chasedream.com/foru ... read&tid=965280  

水平不夠又幻想像同時轉location+industry很大機會出事的。

cheesechanUID: 3505689

grey_man 发表于 2015-5-18 22:55
chan哥，再求教个事情，

get you question and i am strange about it too.
maybe the MS before just dont serve as a terminal degree?

but to be honest, 這個金工碩士我還真沒多研究過……

grey_manUID: 3329210

cheesechan 发表于 2015-5-19 11:16
是的，tier 4/5的MFE不夠你入行的。
最後你是會開開心心地讀完之後找CS找的工作，有要MFE的工作但機會 ...

多谢。MS在这个项目里面好稀缺。

grey_manUID: 3329210

cheesechan 发表于 2015-5-19 11:25
get you question and i am strange about it too.
maybe the MS before just dont serve as a terminal ...

真希望自己22岁，不然铁定一门心思去，然后努力通过PHD考试。

“2. QuantNet没有排斯坦福，因为他家很多数据没有公布，有一些人毕业了直接去PhD了，项目也改名re-structure了，现在是挂到了S大超牛的ICME。从今年的录取情况以及current students的分享来看，这个项目绝对是超高水准。”

cheesechanUID: 3505689

grey_man 发表于 2015-5-19 14:13
多谢。MS在这个项目里面好稀缺。

不對此感到奇怪.........program structure實在是太過mathematical & academically & fundnamental了, 搞PhD的很合用, 找工作就..........

要是開了幾年的professional master的話, 這樣的education student找工作會很痛苦的, 應該一早feedback了, 而department也應該早就adjust accordindly.

現在才招terminal MS估計是學系真的沒錢了?

grey_manUID: 3329210

cheesechan 发表于 2015-5-19 18:04
不對此感到奇怪.........program structure實在是太過mathematical & academically & fundnamental了,  ...

亲，你觉得招6个MS，能养30个PhD不

cheesechanUID: 3505689

grey_man 发表于 2015-5-19 18:48
亲，你觉得招6个MS，能养30个PhD不

當然不夠, 聊勝於無幫補一下而矣.
當然這個學費也算挺便宜的........所以我的確有一點懷疑是否第一年招terminal MS........

P.S. Purdue畢竟location不好, 又不是top tier university, 綜排又不夠高, 不能像某些學校般大量出售賣stat master或者是來個chinese class的MSF來開源的.......有良心也好, 沒良心也好, 是不能也......

grey_manUID: 3329210

cheesechan 发表于 2015-5-19 19:05
當然不夠, 聊勝於無幫補一下而矣.
當然這個學費也算挺便宜的........所以我的確有一點懷疑是否第一年 ...

鄙视的好

cheesechanUID: 3505689

grey_man 发表于 2015-5-19 19:24
鄙视的好

鄙視一回事, 但其實如果懂選課(and if allowed to do so freely)+know the industry well, 你去那家店買個stat master應該比你現在的offer好不少......
3 semester, 6+6+3 = 15 course; 15 - 5 bachelor level core = 10 course left, 勉強足夠選修大部份金融工程的核心課題了.

當然, 絕大部份人是不懂的.......

e.g. "water" core X 5:
STAT W4105 Introduction to Probability
STAT W4107 Introduction to Statistical Inference
STAT W4200 Applied Statistics
STAT W4315 Linear Regression Models
STAT W4201 Advanced Data Analysis

use the adv elective to choose essential stat & stochastic for finance:
STAT G6501 Stochastic Processes
STAT G6503 Statistical Inference / Time-Series Modeling

and then some core financial engineer course:
IEORE4707 Financial Engineering: Continuous Time Models
IEORE4732 Computational Methods in Derivatives Pricing

and you still have 6 left for the reaminings like:

IEORE4710 Term Structure Models
IEORE4731 Credit Risk Modeling and Credit Derivatives
IEORE4718 Introduction to the Implied Volatility Smile

IEORE4602 Quantitative Risk Management
IEORE4733 Algorithmic Trading
IEORE4630 Asset Allocation
IEORE4525 Machine Learning for OR & FE

IEORE4703 Monte Carlo Simulation
IEORE4728 Advanced Programming for Financial Engineering 1
IEORE4729 Advanced Programming for Financial Engineering 2

MATH G4078 Multi-Asset Portfolio Management
MATH G4073 Quantitative Methods in Investment Management
MATH G4080 Hedge Fund Strategies and Risk
MATH G4074 Programming for Quant and Comp Finance


I bet you wont find that rich selection of course in Purdue.........e.g. you can see most adv. topic in computational finace in Purdue are only offered as special topic, i.e. they really varies year by year i guess.... and alss limited in numbers.

grey_manUID: 3329210

cheesechan 发表于 2015-5-19 19:30
鄙視一回事, 但其實如果懂選課(and if allowed to do so freely)+know the industry well, 你去那家店買 ...

多谢，这个是哪个项目的课程呀。

cheesechanUID: 3505689

grey_man 发表于 2015-5-19 20:19
多谢，这个是哪个项目的课程呀。

I bet you know which university in US is famous for selling out master in statistics.
Hint: an Ivy university with prefect location.


In the math & stat page of purdue, you will find some stochastic process, stochastic calculus stuffs easily, and also some bayesian and computational stat stuff on the stat side (but if you want to focus on stat & quant trading & etc......you should get a stat / CS master instead of one from math), but you seldom find some core advanced topics in quantitative finance like term structure interest rate model, pricing of credit derivatives, volatility surface modeling, nor some quantitaitve course on asset allocation or market microstructure..........
I guess the reason behind is not really that much (maybe just 1 or 2) professors that are having his/her main research area in math/stat with application in finance...

grey_manUID: 3329210

cheesechan 发表于 2015-5-19 20:21
I bet you know which university in US is famous for selling out master in statistics.
Hint: an  ...

多谢。看这些课程的名字确实很喜欢。之前自学时间序列感觉还能搞定。但自学随机过程的时候难了不少，确实得有指点才行。

cheesechanUID: 3505689

grey_man 发表于 2015-5-19 20:29
多谢。看这些课程的名字确实很喜欢。之前自学时间序列感觉还能搞定。但自学随机过程的时候难了不少，确实 ...

其實以你的programming background加上近年的financial market regulation，我覺得你與其盯著Q side的topic，倒不如讀好statistics (e.g. bayesian , machine learning , big data or whatever)…上打quant trade中打risk management，仲有data analyst可以包底……

grey_manUID: 3329210

cheesechan 发表于 2015-5-19 22:03
其實以你的programming background加上近年的financial market regulation，我覺得你與其盯著Q side的t ...

data analyst感觉又回到原点了。anyway。再看了。machine learning确实在我厂用的比较多。可惜不在相关部门

cheesechanUID: 3505689

grey_man 发表于 2015-5-19 22:31
data analyst感觉又回到原点了。anyway。再看了。machine learning确实在我厂用的比较多。可惜不在相关部 ...

i will say it is already an achievement if a switch in location is done............unless you plan to get a job in China after graduation..........