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NYU MSMF advice of NYU MSMF course selection


New Member
A little background of me, I have been working in finance IT for about 4 years, 3 years in mortgage backed security group and 1 year in interest rate derivative group for analytic software development. I learned certain finance knowledge during work (necessary background to do the job but not in-depth and not very qualitatively ), for example, I read books about MBS related knowledge and basic bond math/analytics, also different types of swaps, valuation of swaps, etc. This is my first job and before that I obtained EE Ph.D. degree in network optimization area. And I had mathematics courses of linear algebra, probability theory and stochastic process when I was in college and graduate school. And I have 5+ years C++ (also C) experience, I use C++ for my daily job. My long term goal is to get an buy side quant or algo trading position.

I plan to select a course in Spring 2015 for non-degree study at NYU MSMF and my company can reimburse the tuition and fee if the course is finance related. But I can only choose 1 course per semester due to my work load, I need advice on the course selection. The course (level 1 and level 2) listed are

1. Derivative Securities
2. Risk & Potfolio Mgmt with Econometrics
3. Stochastic Calculus
PDE for Finance (3)
6. Int Rates & FX Models(1,3,4)
7. Scientific Computing (4)
8. Advanced Risk Management (1, 2, 4)
9. Continuous Time Finance (1,3)

Give my background and goal, which one is the best as for my first finance course in NYMSMF?

Any suggestion and advice are more than welcome.
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