Re: Evaluation of Ms in Financial Eng for trading job
pete, I think the first one has.
FE 5204 (FE4) Stochastic Calculus and Processes
Brownian motion and Ito's formula. Options and Futures valuation using martingales and risk-neutral probabilities. Girsanov's theorem and transformation of measures. Relationship to partial differential equations. The Black-Scholes formula. Stochastic interest rates and stochastic volatility.
The feedback I've gotten is that the first one is more theory based, while the second one is more practical based. Not sure how to interpret that by just looking at the modules description, but I think both would be good for a trading job?
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