| 
What are the quant background requirements?
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
Absolutely no prior knowledge of MATLAB is required for attending the ARPM Bootcamp
Please follow through these examples, complete with solutions, and make sure you feel comfortable with those tools.
How do I prepare for the Bootcamp?
Before the bootcamp, it is necessary that you review the interpretation of matrices as ellipsoids. You can find this topic in Appendix A.5 of the bootcamp textbook Risk and Asset Allocation, by Attilio Meucci, which you will receive free as part of your package.
Also, it is advisable that you read through the materials posted on the program page for each day here. In particular, we recommend reading "The Prayer".
To refresh your advanced calculus skills you can read A Primer for the Mathematics of Financial Engineering , by Dan Stefanica. Sample sections can be found here.
Do we get a copy of MATLAB as part of this course?
Yes, each participant will receive a full trial version
What will the exam for the Certificate in Advanced Risk and Portfolio Management be like?
Please see here
What is the refund policy?
»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 and August 10
»You receive 50% of tuition paid, if a refund is requested between August 11 and August 14
It has been over 48 hours since my registration and I haven't received any confirmation.
Please send an email to arpm.bootcamp@symmys.com so we can make sure we have the correct email address on file.
What can you suggest for accommodation?
We do not have any arrangements for hotel accommodations. One possible option is the Murray Hill Inn, located at 30th Street and Lexington Avenue, a three minute walk from Baruch College. Hotel rates in Midtown Manhattan should be around $150 per night.
