MFE PREPARATION
 

Enhance your Knowledge and Skills Before the Program Begins

 

Online preparatory classes are highly recommended for all incoming UCLA Anderson MFE students. They are also recommended for prospective applicants wishing to strengthen their skills before applying to the MFE program or for students who simply wish to enhance their knowledge in these areas.

Math, Statistics and Probability Prepatory Online Class

Course Description: This 30-hour online course is specifically designed to review the math, statistics and probability concepts utilized in the MFE program. Topics covered include the quantitative finance applications of calculus, linear algebra, probability, statistics, stochastic calculus and ordinary and partial differential equations. The class consists of three hours of lecture per week and includes homework and a final exam. Weekly online office hours allow students to have live interaction with and get help from the instructor and/or TA. In addition, students should expect to spend approximately three hours per week outside of lecture for class work. Those who successfully finish the course receive a certificate of completion. This is a non-credit/non-graded class.

Syllabus: Click here to see more details about the course

Prerequisites: prior knowledge of linear algebra, multivariate calculus, differential equations, numerical analysis, advanced statistics and probability

Schedule: Annually July to September

Lectures: 3 hours per week
Students will be able to access lectures anytime during the week
Weekly online office hours: times to be determined
Students will receive email notifications with website and login information during the week prior to the first day of class.

Registration Fee: $1,450 for admitted UCLA Anderson
MFE students $1,650 for non-UCLA Anderson MFE students

Registration is now closed.

C++ Prepatory Online Class

Course Description: This 27-hour online course is an introduction to C++ programming for financial engineering. Topics covered include C++ functions and fundamentals; introduction to structures, classes and objects; control statement; recursion; arrays; vectors; strings; pointers; overloading and inheritance; input; output; searching; sorting; and applications of C++ in financial engineering.

All topics covered will have components of implementation in financial engineering. The format of the course is a combination of lectures, practical implementation examples and programming projects. Each lecture will be followed by a practical implementation. Weekly online office hours allow students to have live interaction with and get help from the instructor and/or TA. Those who successfully finish the course receive a certificate of completion. This is a non-credit/non-graded class.

Syllabus: Click here to see more details about the course

Prerequisites & Technical Requirements: MS Visual C++ Express Edition is available from Microsoft for free. Students do not need to have prior knowledge of programming to succeed in this course, but must be prepared to spend extensive time outside class to practice and implement. Hands-on experience in programming is the only way to learn programming.

Schedule: Annually July to September

Lectures: 3 hours per week
Students will be able to access lectures anytime during the week
Weekly online office hours: times to be determined
Students will receive an email with website and login information the week prior to the first day of class.

Registration Fee: $1,150 for admitted UCLA Anderson MFE students
$1,350 for non-UCLA Anderson MFE students

Registration is now closed.

 

Further Prep & Reading

 

The following finance and economic prep enhances a candidate's competitiveness for placement in internships and full-time positions.

Options, Futures, & Other Derivatives by John C. Hull
Heard on the Street: Quantitative Questions from Wall Street Job Interviews by Timothy Falcon
Corporate Finance by Ivo Welch Available Online
A Practical Guide to Quantitative Finance Interviews by Xinfeng Zhou
My Life as a Quant: Reflections on Physics and Finance by Emanuel Derman
How I Became a Quant: Insights from 25 of Wall Street's Elite by Barry Schachter

Prepare for and pass the CFA Level I exam by June before starting the MFE program. Students will not have time to prepare for the CFA exam during the MFE program.

Pass a course in macroeconomics.