My profile Ren Muting

[Muting]

Hi,all
I am also a new applicant to Baruch MFE 2007
I really want to join the quant community because it offers scienfic methods and practical means to bring many ideas I developed from what I learnt and experienced into innovative techniques, products and even trading strategies in financial world.

My profile:
Name: Ren Muting
Undergraduate: University of International Business and Economics(quite long..), major: finance, GPA: 3.85/4, rank: 2/83
Courses: Calculus, Linear Algebra, Probability, Statistics, Differential Equation, Stochastic Process, Time-series Modeling
G/T: GRE: 1390 ( verbal: 590, quant: 800, AW: 4.5)
TOEFL: 650+5.5 (paper-based)
Research and Publication:
Risk Management in a Global View and its application in China. (coauthored), I write the part of liquidity risk.
Work Experience:
Penghua Fund Management Company Fix-income Dept, summer intern
Guotai Junan Securities Research Firm, summer intern
Bears Sterns. China
Skills: Matlab, C++, TSP, Excel (But I was strongly motivated to learn refresher courses in C++)
Hobbies: Tennis, Swimming, Chess

Hope to see you all in this summer!:)

[maxrum]

Your profile is pretty strong.

How good are you in C++ ? You will need a lot of C++ during the program, so get ready while you have some time ;)

Good Luck!

[Muting]

Hi, maxrum
Thanks for your advice. I have passed a national certificate on C++. But I know that is not enough for FE. So I am still learning C++ this semester by myself. Fortunately, this forum gives me a lot of guide on how to learn C++.

BTW: I like the articles you posted on Finance, very interesting!:)

[Muting]

Hi, maxrum
Could you offer me some advice on preparation about C++ or other important programming skills? I am now reading a book "Thinking in C++" by Bruce Eckel, as well as reading some C++ textbooks. I hope you can recommend some useful books or articles for me.:smt100 Thanks

[Andy]

I have passed a national certificate on C++. But I know that is not enough for FE. So I am still learning C++ this semester by myself. Fortunately, this forum gives me a lot of guide on how to learn C++.
I replied to Yiping Wang's post with some programming ideas. Hopefully, it will give you some pointer on what to do in term of C++ preparation. I only took 2 semesters of regular C++ undergrad and I wish I spent more time coding. Unless you are or have been doing C++ professionally for a while, there are lot of new things to learn.
Hi, maxrum
BTW: I like the articles you posted on Finance, very interesting!:)
Indeed. That's why Max is the moderator of the Finance forum. ;)

[Muting]

Thanks, Andy. could you recommend some books in C++?

[Andy]

Thanks, Andy. could you recommend some books in C++?
When i first learned C++ in 97, my textbook was Problem Solving with C++ by Walter Savitch.
It's a good book I always recommend to my friends who first learn C++ and they love it. But everyone will have their own fav book based on their level of C++ competency. I'm sure Max will recommend a more advanced book than mine since he is a more experienced C++ programmer than I am.

Since you already know C++, probably you should look into more advanced books like The C++ Programming Language by Bjarne Stroustrup, the inventor of C++. Other good books are C++ Primer and Effective C++
Once you know the basis well, you can pick up any financial modelling book and it's pretty easy to implement the models.

Alain and our more experienced programmers can answer almost any C++ questions. :smt023

[maxrum]

Bjarne Stroustrup's book is pretty boring, but it's classic. So if you have extra time it won't hurt to go through it.

If you have some experience with programming, I would recommend you Lipman's C++ Primer which is pretty good as reference and as a learning tool.

As usual, it's the best way to learn doing some useful things. Try to create a general matrix class and implement the basic matrix algebra.

For advanced C++ users: you can try to understand http://quantlib.org/ and do some project using it.

[Yiping_Wan]

wow, great recommendations
Let's work our way.

[alain]

Hi, maxrum
Could you offer me some advice on preparation about C++ or other important programming skills? I am now reading a book "Thinking in C++" by Bruce Eckel, as well as reading some C++ textbooks. I hope you can recommend some useful books or articles for me.:smt100 Thanks
I started learning C++ using a book by Bruce Eckel titled "Using C++". This was around 1991 or 1992.

Max and Andy already mentioned a series of books that are very good. My only advice is to sit in front of a computer and code, code, code like a "madman". If you don't have ideas to code (I know that sometimes is a challenge), try to solve the problems from the book "Programming Challenges" from Skiena and Revilla (http://www.programming-challenges.com/pg.php?page=index)

[Andy]

To add to what Alain suggested, you also need to learn latex to be able to post mathematical questions on this forum, to write your homeworks. Compared to C++, latex is a 1-week job. Do a search on some of the links I posted in the Computing forum

[Muting]

Hi,all
Thanks for your informative advice. That helps a lot!:D
Alain, sure, i will work like a mad man:smt024
Next semester I just have one course. Hence, I will be indulged in programming in most time to feed up programming skills. As I have seen, Baruch pays great attention to programming.

[Muting]

Hi,everyone
Baruch's courses are all arranged in the evening. I was curious about what would you do during the daytime? Doing some interns or being busy with programming work?
Besides, Professor Neftci is in this program, but he also has some teaching task in other institutes. Will he stay in Baruch during the most of time?:)
I could not find two-year full-time study in FE in Baruch now, just a 18-month. Is there still a 2-year option?

[Yan He]

Hi,everyone
Baruch's courses are all arranged in the evening. I was curious about what would you do during the daytime? Doing some interns or being busy with programming work?
Besides, Professor Neftci is in this program, but he also has some teaching task in other institutes. Will he stay in Baruch during the most of time?:)
I could not find two-year full-time study in FE in Baruch now, just a 18-month. Is there still a 2-year option?

Hi, Muting, if you are going to do fulltime, your daytime will be occupied by homeworks and assigments (that's what I went through as fulltime student), even most of the weekends.

Intern would be a good idea after you survive the first semester's workload, and if you do not have previous experience in industry, it's wise to working part-time or intern---which is part of my schedule for the spring semester.

As to Prof. Neftci, I didn't meet him in person yet in Baruch. But I think if you have a specific question for him, why not reach him by email or making an appointment ? We are not in control of Professors' schedules...;);) but you can utilize your resources as possible.

Where did you get the idea of two year program ? For full-time. it's 18 month...

Again, welcome to Quantnet.:smt024:smt024

[maxrum]

I could not find two-year full-time study in FE in Baruch now, just a 18-month. Is there still a 2-year option?

You have to complete 36 credits to graduate from the program. This is 3 semesters of study as a full time student. Unfortunately, there is no classes during the summer. On the other hand, it's a good opportunity to have an internship ;)