<t>For an applied Maths PhD student, it should not be difficult to study yourself.If you want to have training by face to face, maybe you can consider to have MSc Mathematical finance in IC, Oxford, Kings, BBK, …. You can have a prestigious master degree from a famous university not only a certifica...

MSc in Mathematics and Finance is much better than MSc Risk Management run by business school!

1. Normally students in CQF IC get interns from the second year (not promise). Very few people have interns from the first year.2. Try to talk to the potential supervisor at LSE or Oxford. Maybe you still have some chance to have funding.

I know two in Citi and some in IT companies.Most of them are doing coding and risk management.If you are good in IT or coding, it's easier to get a intern.

<t>To be honest, it is very easy to get into the CQF IC, since the CQF accept many students about 10-20 a year. I believe you will get the reply quit soon.I know some CQF students who are quit smart. However, their outstanding performances are not because of the training from the centre, but because...

<t>Oxford>LSE>>IC CQFWhy don't you try the PhD at Math Dep of IC?PhD progeam at Math Dep of IC is much much better than IC CQF. If you consider IC math dep, the ranking is aboutOxford>=IC>LSE>>IC CQFIC CQF has a very bad record. About 40 students share one supervisor. Every student should do interns...

Hi Alan, any news about your new book?

<r>I prefer IC MSc Maths and Finance.1. IC's MSc course has more than 10 years history and the professors are well known, but LSE's program is a new course and less famous teachers. IC's academic staffs about Math Finance at Math Dep are as follows:Professor Mark Davis - Head of Mathematical Finance...

<t>I read many books about CIR, but no one mention how to derive the close form solution of the SDE of CIR process.Does anyone know how to get the solution of CIR SDE and the variance of interest rate in CIR model?I knwo the mean of the interest rate in CIR modelDoes anyone know the variance of rate...

Yes, Birkbeck is the best. It has good reputation and perfect location.

<t>As far as I know that there are lots of good reputations and a long history in the MSc Finance and MSc Financial Engineering at Birkbeck College. However MSc Financial Mathematics at Leeds is a new program which just starts this year. Except location advantage, Birkbeck has many professors and ex...

If you consider MSc Finance Imperial vs MSc Financial Maths Cass, I think MSc Financial Maths Cass is better. However, for MSc "Math and Finance" at Imperial, I think that is the best one in UK.

<t>Hi H and allThank you for your suggestion. I agree with your opinion that PDE is the important thing I need to know. Do I need to know every thing about PDE such as solving one, two, three dimensional PDE, PIDE, operator theory, and diffusion equation…?Would you please tell me what kinds of cours...

Does anyone know what kinds of mathematics backgrounds should be understood if I want to be a quant? Such as functional analysis, operator theory ?

<t>For first two IC and Warwick, I think that we do not need to explain. For King’s, there are three top teacher over there such as Prof L.P. Hughston, Prof W.T. Shaw, Dr M. Zervos, some of them were big Quants, they have many industrial experiences. Also, the programme is very quantitative.For BBK,...