Tips for Applying for MFE-北大才女

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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

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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

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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)  

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Career Opportunities for MFE

Investment Banks
Hedge Funds
Software and Service Providers
Insurance Companies
Consultancies

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0

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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

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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……

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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

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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”

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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