Pros: wide coverage of quantitative finance topics, knowledgeable faculty
Cons: short period, too intense
worked on the theory and practice of financial mathematics, including statistical properties of financial time series, derivative pricing models in complete and incomplete markets, fixed interest rate models, and portfolio risk management.
More generally, problems from all areas of industrial mathematics were discussed. With top talented students and knowledgeable, devoted faculty prepares students who have strong quantitative background to reach their dream jobs.