Level of math in top MFE programs

[Zeuge]

What is the level of formality in MFE classes? Are you doing mostly computations or are there proofs involved? Do the Stochastic Calc classes require analysis and measure theory to do well or are they more applied?

 

[GordonGekko-isback]

As far as I know, the level is ok but not very high. Some Chinese and French students can be good though.

MFE classes are really applied and follow the American format in lectures : lecture slides, notes, textbook references, poor theoretical stuff, etc...

 

[martingaletrader]

level is bad. no measure theory required.

 

[Zeuge]

MFE classes are really applied and follow the American format in lectures : lecture slides, notes, textbook references, poor theoretical stuff, etc...

Not sure I follow -- how is "poor" theoretical content common to American universities?