MOOCs

I’ve just enrolled on Iversity’s Monte Carlo Methods in Finance course, and have converted some of week 1’s Matlab demo code over to F# and Deedle: https://gist.github.com/taumuon/8602365

I spent the latter half of last year diving into various online courses. I completed Coursera’s Mathematical Methods for Quantitative Finance, and also followed along with a number of other courses to varying levels of completeness.

I completed three weeks assignments of Udacity’s Cuda programming course.  Week three was painful due to an error in the reference code, and week 4 was crashing due to a memory exception. I was using a GPU emulator in Ubuntu, and decided that it would be easier with real hardware. I watched the remaining videos and found the parallel algorithms explanations useful.

I completed the first two weeks of Coursera’s Scientific Computing. These were maths exercises, which I enjoyed and that’s what inspired me to do the Maths Methods for Quant Finance course. The Matlab exercises I was planning to do in F#, but left the course when other attendees were complaining that to complete the homework to the correct numerical accuracy you needed the exact version of Matlab the instructor was using, and they were unable to use Gnu Octave.

It is great that there’s so much free high standard material available. The fixed timescale nature of the course is a bit annoying – if work or life gets in the way one week it may make it impossible to catch up with the remainder of the course. I may get around to trying a course again next time it comes around though.