• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Amount of Math

studdardpaul

Joined
4/2/12
Messages
8
Points
11
I am still in college and in the middle of taking my calc series. I am already planning on taking all the math classes listed in the prerequisites for MFE programs such as UChicago's financial mathematics program. I am planning on taking classes like multi-variable calc, numerical analysis, calc based prob and a stat, linear algebra, and differential equations. Should I take more if classes if I can, and if so which classes?
 
Have you budgeted time for your programming classes? Do you have access to any stochastic calculus courses? Stochastic calculus is usually the more challenging course faced by students so the familiar you are with it, the easier it will be for you.
Take out this book for option pricing and their mathematical formula.
http://www.amazon.com/Complete-Guide-Option-Pricing-Formulas/dp/0071389970/
 
Back
Top