Materials used in the program
Hull.
Investments, by Zvi Bodies, Alex Kane, and Alan Marcus
Investment Science, by D. G. Luenberger
Analysis of Econometric Data, Second Edition, by Gary Koop
“Wilmott introduces quantitative finance” by Paul Wilmott
Lots of Course Packets – I think there was a course packet of 200-300 pages for each and every course.
On a scale of 1-10, how would you grade the practicality of the curriculum?
8
Programming component of the program
Matlab.
EViews.
Citibank Yield Book.
Projects
One individual project in Supervised Research (Yield Book).
Group projects were there in every course.
Career service
Few companies come to campus. Most of the students move to New York City after graduating and start interviewing. They normally get jobs within 3 months of graduation.