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The practice of quantitative finance used to be the prerogative of global trading hubs such as New York or London. When major investment banks, hedge funds, or proprietary trading firms were expanding to Asia, they tended to send senior executives from New York or London to selected Asian cities...

NEW YORK, October 27th, 2016 – QuantNet today released its 5th rankings, selecting the Best Master Programs in Financial Engineering, Mathematical Finance, Quantitative Finance in North America. The 2017 rankings also provide much greater statistics on each program, making it easier for...

NEW YORK, October 6th, 2015 – QuantNet today released its 4th rankings, selecting the Best 30 Master Programs in Financial Engineering, Mathematical Finance, Quantitative Finance in North America. QuantNet surveyed programs administrators, hiring managers, corporate recruiters, and finance...

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NEW YORK, September 24th, 2013 – QuantNet today released its 3rd bi-annual rankings, selecting the Best 25 Master Programs in Financial Engineering, Mathematical Finance, Quantitative Finance in North America. QuantNet surveyed programs administrators, hiring managers, corporate recruiters, and...

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Beginning in Fall 2013, the Financial Engineering Program was closed to new applications as its curriculum was reviewed. After this review, the decision was made that no new students will be admitted to this degree program. The Master of Science in Financial Engineering curriculum will continue...

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In this article, one of QuantNet members describes a typical day as a market risk analyst in a big financial institution. The author holds an MFE degree. 6:45 am – Alarm clock goes off. The good side is that it’s a Friday and I have a weekend to rest. So I quickly get up, take a quick...

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NEW YORK, September 19th, 2011 – Quantnet surveyed program administrators, hiring managers to get the information used in the 2011 ranking of Financial Engineering (MFE) programs. The 2011-2012 Quantnet ranking is the most comprehensive ranking to date of master programs in Financial...

By TIM GRANT “Guns don’t kill people, people kill people.” National Rifle Association Slogan “Guns don’t kill people, people kill people, and monkeys do too (if they have a gun).” Eddie Izzard Since the full magnitude of the recent financial crisis has become clear, a great deal...

The author of this article works as a prop trader for a securities firm in an emerging market. With a Bachelor in Engineering, he started out as a financial engineer whose job was to develop VBA applications to back test trading strategies for a senior trader. Three months into the job, the...

Jay Dweck, global head of strategies and technology at Morgan Stanley, left the investment bank on Wednesday, following a three and half years stint at the firm. After an anonymous member tipped us off yesterday, we contacted our sources who confirmed Mr. Dweck's departure on the condition of...

By STEVE SHREVE In his article The flawed math of financial models, Financial Times, November 29, Pablo Triana seeks to fix a large portion of blame for the world-wide financial crisis on "quants'' in the finance industry and the programs that educate them. Mr. Pablo recommends radical reform...

In the last ten years, the number of graduate programs in quant finance has exploded, as has the number of MFE grads with an eye on top jobs at big-name firms. A decade ago there were seven graduate level quant programs in the United States; today there are close to a hundred – each cranking out...

By YAN LIU BALCZEWSKI My parents and teachers recognized my aptitude for mathematics as a youngster and so steered me towards an engineering program at one of China’s leading universities. I did my graduate studies in engineering at Louisiana State University, earning my Ph.D. in 1997. I was...

This is series of submissions by students in the Baruch MFE program who share their days. Each day is written by a different student. 2:00 pm - Wake up, bright eyed and busy tailed. Check emails and text messages from my iphone in bed. Check for new course materials/discussions on Quantnet...

In this article, one of Quantnet members describes a typical day in his former life as an Interest Rates Developer at a Major Investment Bank (MIB), FO and MO spreadsheets support. He is now employed at another MIB. 4:50 AM - I do not want to wake up, can someone please break this evil clock...

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The recent financial crisis combined with a confused press regarding who is at fault has, in recent meetings of Financial Engineering/Mathematics programs across the US, raised the urgency to better define how we are educating our students for the Masters degree in Financial Engineering. The...

This review was submitted on 11 Sept 2010 by a student who studied full-time in the program from 1/2009 to 2/2010 Can you tell us a bit about your background? Undergrad and Honours degree in Actuarial Science, Finance and Statistics. Had done CFA Level 1 and most of the exams required for being...

BY EMANUEL DERMAN Introduction I have been working for the last few months on a book about the way people are compelled to theorize and to build models of the natural and the social world, and somehow this led me to think about Fischer Black again, even before I received an invitation to speak...

To many Financial Engineering students, Steven Shreve isn't a stranger. His books Stochastic Calculus for Finance I: The Binomial Asset Pricing Model and Stochastic Calculus for Finance II: Continuous-Time Models are the required textbooks for many MFE programs' Stochastic Calculus courses...

By BEN LORICA When my friend Steve Hsu linked to a review of Karen Ho's recent book (Liquidated: An Ethnography of Wall Street), I was a bit skeptical. An anthropologist writing on the results of her thesis fieldwork about Wall Street? That's got to be a dry and tough read. To my surprise (most...

Ben Van Vliet is a Lecturer at the Illinois Institute of Technology's Stuart School of Business (IIT), where he also serves as the Associate Director of the M.S. Finance program where he teaches courses in quantitative finance, C++ and .NET programming, and automated trading system design and...

By JEREMY BERNSTEIN “Financial crisis is by definition something that had not been anticipated. If it had been anticipated it could have been arbitraged away.” - Alan Greenspan At the outset you need to know that I am a theoretical physicist and not a stock broker or commodities trader. But I...

This review was submitted on 19 Apr 2010 at 7:14:14 AM by a student who studied full-time in the program from 10/2008-10/2009 Can you tell us a bit about your background? Economics undergraduate with accountancy and administration working experience. Did you get admitted to other programs? No...

“Perfected in the art of dragon slaying, he started teaching how to slay dragons......” A cartoon at the NYU Physics Department When a business school faculty member quits academia to join a Wall Street firm, they say “He went to the street”. It implies that he leaves the safe haven for the...

After seven years as the head of quantitative financial research at Bloomberg in New York, Dr. Peter Carr will start at Morgan Stanley on April 5 as Global head of Market Modeling, replacing current head Joe Langsam, who is retiring. Carr will be a Managing Director at Morgan Stanley, reporting...

By EUAN SINCLAIR The title of this piece was stolen. It was the title of a panel discussion at the 2010 MIT Sloan Sports Analytics Conference. It was no coincidence that the panel chair was Michael Lewis. He achieved initial fame as the writer of Liar's Poker, the story of the securitization...

This review was submitted on 3/3/2010 who studied full-time in the program from 09/2006 - 08/2008 Can you tell us a bit about your background? Before I started this program, I was working as an entrepreneur in the telecommunications industry. My academic background constituted of commerce and...

This review was submitted on 1/24/2010 by a student who studied in the certificate program from 1/2010-6/2010 Can you tell us a bit about your background? University Gold Medalist in Information Technology, Linux Kernel Developer, Was working as analyst in Lehman Brothers and knew the basics of...

By TERI GESKE Without a doubt, the financial crisis has rocked the foundations of the financial sector and its impact on the job market lingers. But despite the dire predictions that “things will never be the same”, and the accusations being leveled at “models that failed”, this may well be a...

This review was submitted on 12/22/2009 by a student who studied full-time in the program from 9/2007-9/2008 Can you tell us a bit about your background? PhD in Management Science and Information Systems - University of Texas at Austin. Lots of Economics and Finance and Operations Management...

The NYT recently asked its panel of academics whether business schools should treat its students as paying customers. Given the similar business nature between these and MFE programs, QuantNetwork asks its panel of directors of several MFE programs to share their opinion. Charles S. Tapiero is...

The 2011 ranking of MFE program is here 2009 QUANTNETWORK RANKING OF FINANCIAL ENGINEERING / MATHEMATICAL FINANCE MS PROGRAMS NEW YORK, Sept, 25, 2009 - The financial engineering news organization QuantNetwork proudly presents the first quantitatively based ranking of Financial Engineering /...

No, I haven't. Don't worry though, I'm suitably worried about them :)

Hi, I am an IT professional with 14+ years of exp Engineering background. I love numbers, I am a xls man and want to get into Quant field. I was looking at different MFE programs, and I notice different schools call it with different names. Some call it mathematical Finance, some call it...

Dear all, there has been a lot of discussion on the MFE programs in US. What about those outside US, for example in UK and Canada? Are there any recognised and good MFE programs outside US? In particular, any comments on the Master of Mathematical Finance at University of Toronto, Master of...

I am intending to do a full time course on FE this year and I came accross these two local universities that are offering the course now. "A" university's course structure can be found in http://www.fbe.hku.hk/programs/mfin/index.asp?doc=course.structure "B" univeristy's course structure can...

I can recommend two books on this. Both are easy reads. Fundamentals of Trading Energy Futures and Options (Hardcover) This one is really good and you can learn basics of options and futures without any prior knowledge. Natural Gas & Electric Power in Nontechnical Language (Pennwell...

This is probably the first time I have to split a thread. It means most discussions are on topic ;) Let's call the new thread "NYU Career Fair discussion"

Matlab makes Calculus (math for that matter), very easy. Some integration/defferentiation problems can takes hours and pages to do by hand but takes a few seconds to type out in Matlab. If you are taking Cal I,II,III, I"m not sure the point of using Matlab to solve them.

Dear members, We're pleased to announce that the second version of our popular book in the Quantnet Bible series has been pulished and available on Amazon.com and various other online retailers. As an exclusive offer to our members, until midnight today April 1, 2007, anyone who leaves a reply...

:smt113 :smt113 :smt113 \:D/ \:D/ \:D/ HAPPY BIRTHDAY QUANTNET ! WISH YOU A VERY PRODUCTIVE LIFE, HEALTHY AND MAINTAINCE-FREE. You know, there are many out there that wanna be like you but you are the first and the best :D Sometimes, you are mad and reply to my http requests...