Advice on what reference to use for reviewing

[rubenx]

Hi I am starting a MFE program in the fall,
I want to ask for suggestions on what reference I should use to prepare for the courses.

I want to use or have been using the following books to review Linear Algebra, Multivariable calculus and probability and differential equations over the summer,

1. Linear Algebra done right by Axler (I've read all chapters and 80% of practice problem in each chapter now, except chapters on operators on real/complex vector space and determinant.)
2. Calculus of Several Variable by Serge Lang for both calculus and elementary of differential equations. I have not start this yet.
3.Durret's Probability book (I've finished read an intense book on Measure Theory (Folland's book), but however I have not taken any probability at elementary level (not even statistic), but I don't know if it's worth it to waste time on undergraduate level probability book at this point, since I already have the tools to read measure theory-based probability.) Or do you guys suggest it is definitely worth the time to go through calculus based probability instead?
4. I have no idea what book I should use for C++ I am thinking just purchase the quantnet course at some point.

Any suggestions would be greatly appreciated!

Thanks!

 

[marcusaurelius]

For the coding part, it depends on what your goals are. If for quant trading, C++ hardly comes up. Given the time constraint (which I am on too ahaha), probably focus on Leetcode/Hackerrank Python in last resort.

Might I point out that your question left many angles open. Preparing over summer for what? Courses or interviews?

Anyhow, your list seems pretty solid, I'll have a look at these textbooks too!

 

[rubenx]

For the coding part, it depends on what your goals are. If for quant trading, C++ hardly comes up. Given the time constraint (which I am on too ahaha), probably focus on Leetcode/Hackerrank Python in last resort.

Might I point out that your question left many angles open. Preparing over summer for what? Courses or interviews?

Anyhow, your list seems pretty solid, I'll have a look at these textbooks too!

Hi thanks for the advice, I am preparing for MFE program that starts in fall. oof my bad I meant preparation for courses. I misread sorry!

 

[jarryds]

Take some time off and enjoy your last summer. You will have plenty of time to study during your masters - don't burn yourself out.

 

[rubenx]

Take some time off and enjoy your last summer. You will have plenty of time to study during your masters - don't burn yourself out.

I just afraid that it will be hard for me to follow the courses if I don't do some review, since I barely remember how to do basic calculus and have no knowledge about probability.