Mathematics · Columbia University
This is a great course to know the professionals in the industry
Its a fieldwork course to pursue/continue your internship I think. So learning is from that.
Izabela is awesome! We often have companies or practitioners coming to our class to present or share about their career advcie.
Learned about many different aspects of financial industry according to practioners. Many Machine learning models practitioners implemented or interest rate models, Options models.
I learned basic knowledge about STOCHASTC PROCSSES, such as sigma-algebra, probability space, independence, as well as Ito process etc.
Measure Theory Ito Processes Black Scholes Stochastic Integrals
Various topics in the quantitative finance industry
Sometimes they invite people from the industry and alumni from different companies.
Measure Theory! This is so important for me!
It is a seminar that many practitioners will come to do presentations.