Mikhail Smirnov

This guy is genuinely the goat. Most enjoyable class taken at Columbia so far. So funny, very wholesome and cares for his students. Take this class w Smirnov, go into debt if you have to.

I took this class while taking a Stats 4000 level Probability course and after taking the IEOR Intro to Financial Engineering (FE). Basically, I would have never gotten through it without the Into to FE class and the material from the Probability course. The undergrads without this background had no clue what was going on. Smirnov gives a practical view of various markets which is interesting and good to know in industry; except, none of that stuff is on the HW or Exams. You basically need to read the book to learn the actual material that you will be tested on. As for the project, I strongly suggest choosing a topic on technical trading strategies (and keep the presentation short, he says 10 min, but he would rather you do it in 6 min, otherwise, you will be cut off before you finish). I would recommend this class as an easy A for those who have had previous background in quant finance (graduate level); otherwise, you will have a tough time.

OK, so you've read the other reviews. This man does not care about undergrads and he does come late and cancel a lot of classes. If you are intrested in stocks and want to take a class with a brillent man who will talk to you about them for hours this is the class to take. I took it cause I heard it was easy and it was- he gave you a practice test just like the test you took (sometimes numbers changed but it was the same). So... what do you want?

How to better prepare for internship interviews (books, sites, tools, mindset, habits), What it's like working for a hedge fund/investment fund

For most math teachers, having a strong accent makes their classes unbearable. But for Smirnov, it makes his classes quite entertaining. He's really just an old, cute Russian man.... I can still hear him saying "example..... solution". Other than that, I really liked Smirnov's teaching style (except for his occasional classes where he'd just flick through a powerpoint). As most math professors do, he'd go through practice questions in class and explained them thoroughly. One thing about his classes though is that it's mandatory (but honestly I got away with skipping class many times over the semester), and he does cold call. But you can just tell him either in person or over email if you don't want to be cold called, and he won't cold call you so there's really nothing to worry about. The best thing about Smirnov is how straightforward everything is -- for the exams, he releases practice exams with solutions that are exactly the same as the actual exams (except with different numbers). This means if you put in the work (i.e. grind out the psets, go to class because he takes attendance, and memorise the working of the practice exams), you will get an A. Really, in my opinion, the part of this class that required the most work was the psets (not the exams) because honestly some of them were brutal. But with the help of a TA and if you work with people in the class, you'll be fin…

Having taken Discrete Time Models in Finance before, I was expecting MoF to be a thorough introduction to continuous time asset pricing. I was sorely disappointed -- both with the material that was taught and the professor. Because there are no advanced probability thoery and differential equations prereqs, many of the results are derived through intuition instead of rigorous math. Indeed, it is necessary to understand how to derive the Black-Scholes pricing formulae from start to finish. Instead, we are pretty much asked to memorize it. Even fundamental concepts such as Ito's Lemma and risk-neutral measures are glossed over. You'll be better off reading the Hull textbook (which is an excellent primer, by the way). My advice is to take this class only as a resume stuffer, and learn the material on your own.

This class is downright unbelievable. Unbelievable in the sense that on the third day of classes, Smirnov decided to cancel half of the semesters lectures. He would consistently show up to class over half an hour late. When one student asked a question about programming in excel in the beginning of the semester, Smirnov simply stared him down, then declared "Maybe Columbia made mistake when they admitted you." You will wonder why you ever considered taking this clas.

This course helps the students understand the job search process and develop the professional skills necessary for career advancement. The students will not only learn the best practices in all aspects of job-seeking but will also have a chance to practice their skills. Each class will be divided into two parts: a lecture and a workshop. In addition, the students will get support from Teaching Assistants who will be available to guide and prepare the students for technical interviews.

Mikhail Smirnov dons either a red or black (and sometimes the occasional turtleneck) sweater, but by the end of class the one commonality is that it will be covered in chalk dust. He is also constantly having his colored chalk stolen and will remind you of it. Personally, I quite enjoyed his teaching style- yes at times he can be monotonous but he explains every topic really well, and is very open to answering questions. The content of the course is not easy, it builds on calc 2 and covers double integrals, triple integrals, vector calculus and complex numbers (ew). However, he always gives examples during class and the homework builds on class content - the homework is definitely challenging at times. OH with the TA and him are both necessary for some psets. Also his accent is not strong enough to be a problem, he is kinda old but likes to make the occasional corny joke. The chances of him remembering names are very low so if he does remember ur name he will most likely call on you for the entire semester (beware).

STAY AWAY!!! Extremely difficult course, even for a senior majoring in math - the material is not explained properly. As this class is 95% filled with students in the math of finance grad school program, expect the material to be EXTREMELY difficult. You will receive homework problem sets that are designed for people with several years research exposure in finance. And NONE of it is explained in class. The lectures jump randomly from topic to topic, and most of it is not worth listening to because in won't help you on the midterm/final. As a math major, I got a B- in this class after working my butt off and spending almost no time on other classes that really mattered. And grading is also extremely random - I know people who deserved at least an A- but ended up in the C range (and vice versa)