Recent content by joseclar

Hello, In terms of research the Financial Mathematics program is considered a bit more academic and less applied from people in the the program. The MQF program is ranked much or fairly higher here. Any other opinions on areas that get more of less focs from each program and / or things that...

Hello, Does anyone have any recommendations on an MS program in stats or math with a stats concentration. I am looking for a program with a strong amount of financial econometrics and stat programming. I would appreciate ne if possible, though online or any location is fine. I know many offer...

Thank you for the reply. I was asking this to create a reference of courses and the sequence people think best. I was listing calc 1 as the starting point not saying it was sufficient.

I have seen a few threads listing prereqs for mfe subjects. I would like to see people's opinion on math with suggested books and the sequence in which to study them. So starting from Calculus 1 to be able to get graduate mfe stochastic calc say at the level of Steele. Thank you in advance. So...

Thank you very much for the recommendations and detail. With the addition of your comments do you think and proficiency in those topics provide from a topic standpoint the basic main math component of an mfe or msmf degree? If there is any general topic I am still missing please let me know.

Thank you. I have seen topics like numerical linear algebra and various aspects of optimization and linear and non linear programming. Would those be more accurate? Do have have a preferred book on numerical methods that would be a good introductory text for the numerical topic?

If someone wanted to do self study, focusing on the formal math courses and not the integrated components of other mfe content. What courses and books would be good. Based on looking at various schools I see these topics most: probability and measure theory stochastic calc and processes...

Yes. Specifically I was refering to your comment about a PDE book, though ultimately I would certainly want to hear what books that would be the best foundation for Wilmott and Hull. I appreciate the response.

Thank you. Is there a particular book you would recommend?

What is the background for understanding the content in willmott on quant finance 3 volume book, also if there is a different courses needed for these books what are they. Thanks. Stefanica, Primer for Financial Eng Shreve, Stochastic calc 1 and 2 Joshi, Concepts of Math Finance

What would be your suggestions for a probability and stats book that would come before someone has had analysis. Basically looking for a suggestion for someone ultimately reading shreve or steele prior to being familiar with proofs, measure ect. So a good general introduction to non rigorous...

Hello, From talking to people and reading articles it seems like the best way to break into true trading, is by demonstrating a viable track record with strong metrics. I would like to hear any suggestions regarding the best way to market such a track record to try and be funded by a bank or...

I really appreciate the detailed response. So would you say it is more about capacity in that they want to you can understand things like pdes stochastic calc, however it is more of signal than something you will use in actual market decisions? To that point would you say these msfe degrees are...

Ken, it definitely seems like the majority of OR do look to go into finance less. I see you have an OR background, since the skills seems like such a good match it prompted me to ask. Can you clarify what you mean by marketing oneself, sorry if that should be obvious? Also do you think that the...

Certainly makes sense. Would you say a financial undergrad degree with a graduate degree in or would impact things at all?