<p>For the veterans here, I’d like to take a graduate-level stochastics class in the stats department this coming semester (Stats G6501), but on the directory of classes it says it’s open only to grad students (as most of the G courses are). I was wondering what the policy on me taking this is? I have the prerequisites down so that isn’t a problem. Thanks for any help.</p>
<p>email the professor and ask for permission. explain precisely what you are saying here. and most of the time they wont have a problem. after that you need to get them to sign the add/drop form (supposing that is still the case) and then get your adviser to sign off. if there is no space you may not get in. there may be some initial pushback especially if the professor is young or has never had a ugrad in a class, if you are a stats major you get preference so get your major adviser to help. otherwise set up a meeting with the prof to explain your case, be honest and persistent, without being whiney or arrogant.</p>
<p>Did not know that this was a possibility. This might help me in the future. Great thread.</p>
<p>Great question and something I’ve been wondering about myself. There’s a listing of Fall '06 courses from IEOR, and it says on there that Stat G6501, Stat 4606 and IEOR 4106 are all equivalent. So I guess you could take the undergraduate version of stochastic processes (Stat 4606) if they don’t let you into G6501.</p>
<p>I’m also curious whether Stat G6505 and Stat 4635 (Stochastic Methods in Finance) are equivalent, since they have Stat G6501 and Stat 4606 respectively as their prerequisites.</p>
<p><a href=“http://www.ieor.columbia.edu/pdf-files/Fall06.pdf[/url]”>http://www.ieor.columbia.edu/pdf-files/Fall06.pdf</a></p>
<p>I also remember seeing somewhere else that IEOR 4709 (Data Analysis for Financial Engineering) and Stat 4290 (Statistical Methods in Finance) are equivalent. IEOR 4709 is closed to non-IEOR/MSFE students, so if anyone wants to take it, I guess Stat 4290 is the same stuff.</p>
<p>revolution, IIRC you’re in SEAS, right? Does anyone know if we’re allowed to count credit from graduate classes towards a masters degree from GSAS (instead of SEAS)? Thanks.</p>
<p>ah, you raise some good points that i just recently considered myself. so far, ive gathered that, between stat 4606 and IEOR 4106, the material is pretty much the same. the reason why i want stat G6501 over those, however, is that it covers ito’s lemma and stochastic integration, which the other two dont really get into (and im kinda itching to learn). </p>
<p>i think that difference carries over to stat G6505 which uses more advanced ito calculus in securities pricing than does stat 4635. that said, the difference isn’t too large, and another incentive for me to take G6501 is that my complex variable class (im applied math in SEAS) is 2.5 hours long on monday, and G6501 is pretty much the only class that fits in there well.</p>
<p>as for whether the grad credit carries over to GSAS, i never really considered that, but it’s a great question. i planned on just counting this class toward a technical elective or a stat minor.</p>
<p>^aren’t you a rising junior, ■■■, kids like this make me proud I go to Columbia (and on some days, very intimidated)</p>
<p>wow… i’m trying to take the same class next semester. i don’t have official prereqs down, so we’ll see if i can negotiate my way in. are you also thinking of statg6503?</p>
<p>confidentialcoll - haha, yeah, im a rising junior, but i assure you im nothing to be intimidated by. there are some kids at our school that are ridiculous. im hoping they stay away from too many stats classes so i dont have to learn first-hand the effects of outliers on grade curving haha.</p>
<p>lvilleslacker - the only prereq. i know of for G6501 is stat W4105. the professor i want to take this semester (Gerardo Hernandez-Del-Valle) is a pretty nice guy i hear, so i think if you demonstrate an acquaintance with probability theory he’ll be cool. jan vecer, the other professor, seems not so cool (c.f. culpa). as for G6503, im taking W4107 inference already for my stats minor and plan to take W4437 (time series analysis) anyway, so i think im going to pass on G6503, although it looks very interesting.</p>
<p>The only official prereq listed is Stat W4105, but then again Stat G6501 and Stat G6503 are core courses for the MA in Math Finance. The stated admission requirements for that program are Linear Algebra, ODE, PDE, 4105, 4107. Modern analysis is recommended.</p>
<p>Stat G6501 is also a required class for the PhD in Statistics, and students tend to take some form of analysis beforehand.</p>
<p>I’m not sure how much overlap there is between Stat G6503 and Stat W4315/4437. Although Stat G6503 is a required class for MAFN, they still recommend that students take Stat W4315.</p>
<p>[Columbia</a> University - MA in Mathematics of Finance](<a href=“http://www.math.columbia.edu/department/mafn/page5.html]Columbia”>Degree Requirements – Mathematics of Finance Program at Columbia University)</p>
<p>FYI guys, something they don’t tell you is that grad courses are graded really generously. I was nervous and intimidated at first when I signed up for grad courses. But it’s not like some intro undergrad course.</p>
<p>For students in a graduate program, anything below a B is basically failing. So, A’s are going to be relatively easy to come by, and you don’t risk a low grade if you want to coast.</p>
<p>shruggingsheep - hmmm, thats for the info, i didnt realize so many programs fed into this class. about those prereqs. (i have most except pde and analysis down), i took a look at the book for G6501, and it doesn’t seem like it requires too much outside probability. interestingly, though, it does begin with a discussion of ode’s and their discreet counterparts (difference equations) to give you a feel for the kind of time-dependent modeling stochastics do, even if it is random. in any case, thanks for the heads up.</p>
<p>c2002 - haha, you’re spot on with that one. i have a couple of friends in the MA stats program and i noticed that they were alot more chill than undergrads. after a while it became apparent that grad classes are graded much more generously. thats an ulterior motive i have for wanting to go for an outright grad class.</p>
<p>c2002, that is some great info there. That makes me a LOT less nervous about taking grad courses in the future. Thanks. :lol:</p>
<p>Yeah…I’m a grad student at Columbia and I have never gotten a B. Grad classes are pretty much B to A range and if you get lower than that, you likely will have to retake the class. That doesn’t mean you can coast, though, because the reason the grading is like that is because the material is generally harder to grasp, they go much more quickly, and there are less grading opportunities (the stats classes I took had one paper/presentation at the end, and MAYBE a few ungraded labs in the middle of the semester). Professors are more concerned with you learning the material correctly than they are with some grading scale.</p>
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<p>No, the grading is easy in grad school because that’s just how grad school is. The material of a 1st year grad course is going to be harder to grasp than the material of a senior-level major class. And the pace isn’t going to be any different.</p>