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advanced numerical analysis vs. portfolio theory

  • Thread starter Thread starter Zeuge
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Zeuge

Zeuge

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8/26/11
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I have to choose between two overlapping classes -- the former covers numerical solutions to ODEs and PDEs and numerical linear algebra while the latter goes over the theoretical underpinnings of CAPM/APT (lots of proofs). Which would be more beneficial?
 
I should add: while I have not had a class focusing on straight financial theory (CAPM, mean-variance etc.) I have fairly extensive coursework in derivatives/asset pricing (financial theory was a prerequisite I skipped).
 
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