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Q: What are the quant background requirements?
A: The course is fast paced. The prerequisites for the course are
- Linear algebra: matrix/vector notation and manipulations, trace, determinant, eigenvectors, eigenvalues
- Multivariate calculus: derivatives, integrals, Taylor expansions
- Statistics: basic concepts of distributions, probability density function, cumulative distribution function
Also, please follow through these examples, complete with solutions, and make sure you feel comfortable with those tools. No prior MATLAB knowledge is required for attending ARPM.
Q: How to prepare for the workshop?
A: Before the bootcamp, it is strongly recommended that you review the linear algebra and analysis material from the appendices of the course textbook
Risk and Asset Allocation, by Attilio Meucci.
You will receive a free copy of the book as part of your package, but those appendices can be found here (pp 88-122)
Reading the A Primer for the Mathematics of Financial Engineering book, by Dan Stefanica, is a very efficient way of refreshing advanced calculus material with application to finance. Sample sections can be found here, here and here.
Q: Do we get a copy of MATLAB as part of this course?
A: Yes, each participant will receive a full trial version
Q: Bloomberg discounts issues
- Are the discount rates applicable per terminal or per institution?
- Must the person attending the seminar be the account holder?
- The company I work for has two Bloomberg terminals, but they are not Bloomberg Anywhere, does the discount rate apply anyway?
A: The heavily discounted "Bloomberg" rate is only valid for "Bloomberg Anywhere" account holders, as well as for students and academics. However, if you are entitled to a Bloomberg shared account, you can take advantage of the discounted "Partners" rate, learn more
Q: What will the exam for the Certificate in Advanced Risk and Portfolio Management be like?
A: Please see here
Q: What is the refund policy?
A: You receive 90% of tuition paid, if a refund is requested by July 31
You receive 75% of tuition paid, if a refund is
requested between August 1 - August 10
You receive 50% of tuition paid, if a refund is requested between August 11 - August 16
Q: What can you suggest for accommodation?
A: We do not have any arrangements for hotel
accommodations, as that would narrow the choice for the participants.
We suggest you search for hotels on, for example, expedia.com. Anything
in Midtown should be very close to the location of ARPM, which is at
Lexington Avenue and 24th Street.
Hotel rates should be around $150 per night.
Another option is the Murray Hill Inn, located at 30th Street and
Lexington Avenue, a three minute walk from Baruch College, with
advertised rates around $120 per night. Their website is http://www.murrayhillinn.com
Q: It's been over 48 hours since my registration and I haven't received any confirmation.
A: Please send an email to arpm@baruch.cuny.edu so we can make sure you gave us the correct email address or our confirmation did not get in the email's spam folder.
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