Can someone recommend some prerequisite books?

[figoliuxi]

I was hoping for the MFE program. Can someone recommend some mathematic and statistics textbooks to me?
Thx a lot

 

[alain]

don't be lazy and search the forum. This is one of the most common questions asked

 

[kbharadwaj]

lol, anyway, here you go:

browse through this master reading list:
Master reading list for Quants, MFE (Financial Engineering) students - Forum | Quant Networkhttps://www.quantnet.com/threads/ma...fe-financial-engineering-students.535/&page=6

 

[figoliuxi]

thank you a lot. i am new to this forum and not so familiar with these search tools.

 

[kbharadwaj]

that's ok. Browse through the forum, and you'll find lot of useful stuff before you start your graduate studies. By the way, which school are you attending?

 

[figoliuxi]

just an undergraduate in China and make the Baruch as my dream. But my department of finance didn't focus too much on quant background so that I have to and of cos willing to learn some calculus, linear Algieba and stat courses by my own. And here I want someone can give me some advices on those bible textbooks.

 

[figoliuxi]

Well thank you so much Andy.
These books seem a little bit further for me. Here I just search for some introduction books on FE and mathematics.
And I borrowed four from library such as following:
Mathematical Analysis I by A. Zorich
Financial Engineering by Brian Eales
Differential Equations by Selwyn Hollis
C Programming by Brian W.Kernighan

How do you think of these books. Are they eligible for introduction?

 

[Marko]

MIT Courseware

just an undergraduate in China and make the Baruch as my dream. But my department of finance didn't focus too much on quant background so that I have to and of cos willing to learn some calculus, linear Algieba and stat courses by my own. And here I want someone can give me some advices on those bible textbooks.

Google "MIT Courseware". You will find some useful maths lectures to prepare your quant journey. Please feed yourself as much as possible and learn C++.

Cheers,