Hey, does anyone out there have any advice or opinions regarding the schools which would be good for a Masters in Financial Engineering (MFE) and what we should major in prior to that? Thanks a lot in advance!
Author of "My Life As A Quant" heads the department at Columbia (which has a strong legacy with finance, Buffett, Graham, NYC location etc.). Great book, read it if you haven't.
Major in math or engineering or CS or physics. Anything less quantitative means you won't have the prereqs (stanford requires PDE(!)). Learn C++, take a few finance courses, and be sure you get an 800 on the GRE Q.
Make sure you have a high GPA and strong letters of rec if you plan on going right after undergrad.
Thanks for your replys! Zhentil, what's PDE and GRE Q? Who can I get letters of rec from? Lecturers and teachers in school? Also, which schools would you recommend for the Masters in Financial Engineering Program? Thanks again for your input and help!
PDE= partial differential equations
GRE Q = quant section on the GRE
Every program is different in regards to their requirments, but i would venture to say you should proficiently know one programming language - which one does not matter. And you should have taken at least linear algebra and advanced calc
