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Program Overview
Prerequisites
Curriculum
Prerequisites Successful candidates for the MFE Program will have a strong background in
PreProgram Courses
Computer programming
Academic Calendar
Highlevel math and statistics
Degree Requirements Finance studies
Contact MFE Admissions Language skills
Statistical and econometric applications (Sas, Gauss, RATS, SPlus, or Garch)
Mathematical tools (MatLab, Mathematica, or MathCad)
Before the program you are applying to is scheduled to begin, you should:
Have taken—or have a plan in place to take—the prerequisite courses listed Tadaaki Tsunoda
below for a grade of "B" or higher MFE 13
Plan to take all of the preprogram courses in addition to the prerequisites to Full time:
reinforce your understanding of the basic concepts Vice President, Strats and
Modeling
Please note that you do not necessarily need to complete all of the coursework Mizuho Corporate Bank
prior to submitting your application, but you do need to have a clear plan in place Albany, New York
to complete the coursework between the time of application and the time the
Internship:
program begins.
Mizuho Corporate Bank
Tokyo, Japan
For students who have not taken a math course in more than 5 years, we do
recommend some type of refresher course in order to excel in the program. "The Berkeley MFE curriculum is
very practical. I’ve learned
Prerequisite Course List solutions to problems that I face
in my work."
Computer Programming Experience
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Requirement:
Prior experience in computer programming and familiarity with computers as a
computational and management tool.
Area: Related Links
C, C++ Programming
Placement Information
Suggestion: MFE Announcements
1 course OR equivalent work experience Meet Our Current Students
Admissions Criteria
Area: Attend an Info Session
Matlab
Suggestion:
1 course OR equivalent work/research experience
Area:
Python
Suggestion:
1 course OR equivalent work/research experience
Area:
R
Suggestion:
1 course OR equivalent work/research experience
Quantitative Background
Requirement:
A strong quantitative background including multivariate calculus, linear
algebra, partial differential equations, numerical analysis and advanced
statistics and probability.
Calculus
Suggestion:
2 courses
Examples:
1A, 1B. Calculus. (A) An introduction to differential and integral calculus of
functions of one variable, with applications and an introduction to
transcendental functions. (B) Techniques of integration; applications of
integration. Infinite sequences and series. Firstorder ordinary differential
equations. Secondorder ordinary differential equations; oscillation and
damping; series solutions of ordinary differential equations.
53. Multivariable Calculus. Parametric equations and polar coordinates.
Vectors in 2 and 3dimensional Euclidean spaces. Partial derivatives.
Multiple integrals. Vector calculus. Theorems of Green, Gauss, and Stokes.
Linear Algebra
Suggestion:
1 course
Examples:
54. Linear Algebra & Differential Equations. Basic linear algebra; matrix
arithmetic and determinants. Vector spaces; inner product as spaces.
Eigenvalues and eigenvectors; linear transformations. Homogeneous
ordinary differential equations; firstorder differential equations with
constant coefficients. Fourier series and partial differential equations.
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05/05/2016 Prerequisites, MFE Program, BerkeleyHaas
110. Linear Algebra. Matrices, vector spaces, linear transformations, inner
products, determinants. Eigenvectors. QR factorization. Quadratic forms
and Rayleigh's principle. Jordan canonical form, applications. Linear
functionals.
Partial Differential Equations
Suggestion:
1 course
Example:
126. Introduction to Partial Differential Equations. Classification of second
order equations, boundary value problems for elliptic and parabolic
equations, initial value problems for hyperbolic equations, existence and
uniqueness theorems in simple cases, maximum principles, a priori
bounds, the Fourier transform.
Statistics
Suggestion:
2 courses (two advanced statistics or econometrics)
Examples:
101. Introduction to the Theory of Probability. Random variables and their
distributions, expectation, univariate models, central limit theorem,
statistical applications, dependence, multivariate normal distribution,
conditioning, simulation, and other computer applications.
102. Introduction to the Theory of Statistics. Least squares estimates, t
tests, F tests, and the application of these procedures to the design and
analysis of experiments. Maximum likelihood estimates, Wald test and
likelihood ratio tests in the context of logistic regression and Poisson
regression. Computerbased applications.
134. Concepts of Probability. An introduction to probability, emphasizing
concepts and applications. Conditional expectation, independence, laws of
large numbers. Discrete and continuous random variables. Central limit
theorem. Selected topics such as the Poisson process, Markov chains,
characteristic functions.
135. Concepts of Statistics. A comprehensive survey course in statistical
theory and methodology. Topics include descriptive statistics, maximum
likelihood estimation, goodnessoffit tests, analysis of variance, and least
squares estimation. The laboratory includes computerbased dataanalytic
applications to science and engineering.
140. Economic Statistics and Econometrics. Introduction to problems of
observation, estimation, and hypothesis testing in economics. This course
covers the linear regression model and its application to empirical
problems in economics
141. Econometric Analysis. Introduction to problems of observation,
estimation, and hypothesis testing in economics. This course covers the
statistical theory for the linear regression model and its variants, with
examples from empirical economics.
Numerical Analysis
Suggestion:
1 course
Example:
128A. Numerical Analysis. Programming for numerical calculations, round
off error, approximation and interpolation, numerical quadrature, and
solution of ordinary differential equations. Practice on the computer.
Training In Finance
Requirement:
Sufficient training to undertake graduate study in the chosen field.
Area:
Finance
Suggestion:
2 courses OR equivalent work experience
Examples:
131. Corporate Finance and Financial Analysis. This course will cover the
principles and practice of business finance. It will focus on project evaluation,
capital structure, and corporate governance. Firms' policies toward debt,
equity, and dividends are explored. The incentives and conflicts facing
managers and owners are also discussed.
132. Money and Capital Markets. Organization, behavior, and management of
financial institutions. Markets for financial assets and the structure of yields,
influence of Federal Reserve System and monetary policy on financial assets
and institutions.
133. Investments. Sources of and demand for investment capital, operations
of security markets, determination of investment policy, and procedures for
analysis of securities.
100A, 101A. Microeconomics. Resource allocation and price determination
with an emphasis on microeconomic principles.
100B, 101B. Macroeconomics. A study of the factors/theories which determine
national income, employment, and price levels, with attention to the effects of
monetary and fiscal policy.
Language Skills
Requirement:
Excellent writing, speaking, and presentation skills (in English).
Area: English Writing, English Composition, Speech/Rhetoric
Suggestion:
1 course OR equivalent work experience
Examples:
100. Business Communication. Theory and practice of effective communication
in a business environment. Students practice what they learn with oral
presentations and written assignments that model reallife business situations.
R1A, R1B. The Craft of Writing. (A) Rhetorical approach to reading and writing
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05/05/2016 Prerequisites, MFE Program, BerkeleyHaas
argumentative discourse. Close reading of selected texts; written themes
developed from class discussion and analysis of rhetorical strategies. (B)
Intensive argumentative writing drawn from controversy stimulated through
selected readings and class discussion.
R1A, R1B. Reading and Composition. Instruction in expository writing in
conjunction with reading literature.
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