MFE Preparation

Preparatory Online Classes

 

Math, Statistics & Probability Preparatory 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 & Partial Differential Equations. The class will consist of 3 hours of lecture per week and will include homework and a final exam. Weekly online office hours will allow students to have live interaction with and get help from the instructor or TA. In addition, students should expect to spend approximately 3 hours per week outside of lecture for class work. Those who successfully finish the course will receive a Certificate of Completion. This is a non-credit/non-graded class.

Syllabus: Click here to see more details about the course

Registration is now closed.


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

Schedule: July 03, 2017 - September 8, 2017

  • 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
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C++ Preparatory 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 will allow students to have live interaction with and get help from the instructor or TA. Those who successfully finish the course will receive a Certificate of Completion. This is a non-credit/non-graded class.

Syllabus: Click here to see more details about the course

Registration is now closed.

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: July 10, 2017 - September 8, 2017

  • 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
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Further Prep & Reading

 

Finance & Economics Prep

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

  • Reading List:
    • 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.