I agree that NTU should make this a full course with 3 credit instead of 1.5
This is so far the most useful course that I have attended in first year of the programme, out of 11 courses.
I like the way the course is conducted and presented:- the very important thing in mathematics formula, theorem, axiom, etc comes from the word “intuitive”.
There is also one thing I was delighted to hear from Dr Li, i.e., VaR is useless. Just because some people want something easy to understand and so happen that these people are from the regulatory bodies, so we have to produce it day in day out although we have no passion and no believe in it.
A course highly recommended for MFE student intake 2012.