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Old 12-15-2005, 09:52 PM
edtost edtost is offline
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Join Date: Feb 2004
Location: Princeton
Posts: 15
Default Re: Students: What Classes are You Taking Next Semester?

[ QUOTE ]
junior at princeton, operations research & financial engineering major:

eco 363 corporate finance
eco 466 fixed income models and applications
orf 376 independent research project
orf 474 special topics in orfe: monte carlo simulation
orf 515 asset pricing II: stochastic analysis and advanced derivatives
orf 534 financial engineering

[/ QUOTE ]

alright, my edit got [censored] up, so i'll have to expand on these as a reply:

corp fin should be pretty boring and is being taught by a visiting prof who has been underwhelming in his research seminars ... this may wind up getting dropped and put off until next year. it is a requirement for my finance minor but not for my major, so i may just not take it altogether.

fixed income should be interesting, but i feel like going through this type of material on my own would be more helpful than hearing lectures on it.

research will extend my paper this semester on optimal asset selling strategy for non-price-taking equity traders from the single asset case to the case of selling a portfolio of correlated assets.

monte carlo should be useful in preparing for writing my thesis next year, but probably not all that interesting.

asset pricing is a grad level course that overlaps a lot with a class i took last year, but goes through the material proving results with stochastic calculus instead of just claiming that the solutions work. this should be both interesting and useful for thesis work.

financial engineering is another grad course, which i lack the prereq in stochastic programming for ... hopefully i'll be able to keep up.

a standard course load here would be 5 of the above, so i'll probably drop corp fin, unless financial engineering is too hard.
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