jfuqua,Thanks for your answer.

jfuqua,Master programs in quant finance are a relatively new species. Don't you think that these master programs will be able to supply the "FE Managers" that you mentioned?I would appreciate to hear your opinion on this topic.

I chose Joshi to start. Joshi's text is really intuitive.

Zmei: very good way to show what you are up to! Impressive work, indeed.

<t>MJ vs Cuch is an erroneous comparison, since the products are complementary! If you are serious, you should buy both of them...MJ: I'm reading it right now. It's objective is to demonstrate the usefulness of some OOP patterns. MJ's method to achieve its goal is based on teaching you the benefits ...

I'm also very interested... Can anyone help?

<r>I'm using Prata and MS-VS. Aside from small adaptations (pointed by DCFC: <URL url="http://www.wilmott.com/messageview.cfm?catid=16&threadid=51265&FTVAR_MSGDBTABLE="><LINK_TEXT text="http://www.wilmott.com/messageview.cfm? ... SGDBTABLE=">http://www.wilmott.com/messageview.cfm?catid=16&am...

<r>I wouldn't take the path that you propose. Of course it is possible to change the trajectory of your career later, nothing is set in stone, but it doesn't seem to be a reasonable decision to pay the cost of an MFE if your goal isn't working in the quantitative analysis area. You will spend a lot ...

<t>I probably sounded more agressive than I intended to...I believed that the student that these programs were looking for wasnt really interested in sales (nothing wrong with the job). Also, since you will receive a sophisticated toolbox for quantish analysis, I thought that an MFE graduate would b...

Research and Risk Management: OKConsulting: PerhapsSales: ?

<t>Sometimes you need too many parameters to fit the data in an ARCH model... the GARCH model is a parsimonious alternative. By putting a sigma^2 (t-1) on your vol equation (Garch(1,1), for example), you usually end up with a model that wastes less info. The idea is pretty similar to the AR to ARMA ...

Thank you, topkatz! Many people (some of them related to the program) assured me about the quality and reputation of the Courant's program.Their students are extremely gifted and well trained... I just hope to get in...Can anyone else contribute?

<t>QuoteOriginally posted by: Gmike2000The acceptance rates are higher than people think. I would estimate them to be in the 20-40% range. The only truly highly competitive programs are the PhD programs, and the MBA, Law School, and Med School programs. All else, you would be surprised how much easi...

I would like to encourage people with experience in admissions to the mentioned schools to contribute to this thread, since I am probably applying NYU, Columbia and CMU myself...

<t>dejavu,It all depends on what you mean by prior knowledge and the amount of time you are willing to put on this... If you are REALLY committed to learning cointegration, you should go for the Johansen (95) and the Juselius (07) books. Johansen is the theory and Juselius the application (mainly to...