This class was tough.
This course is very useful when you are interviewing for a quant position. The professor is nice and slides are clear. Heavy math and always do the homework by yourself. The reading is helpful if you want to have a thorough understanding of FX.
This course is well designed and the homework is a good test whether you have fully understood the knowledge. Of course, you need to spend a lot of time on this course but it is worthy when you are in the interview.
Hours per week:
Advice for students:
Be prepared to do a lot of math and you should have a good understanding of financial engineering. It gives students a lot of insights of the market and makes them better prepared for the market.