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NYU MSMF advice of NYU MSMF course selection

gnbbgys

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
5.
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)
(http://math.nyu.edu/courses/course_descriptions.html#MATH-GA2751.001)

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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