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My first year as a Master student in mathematics is soon coming to an end and its time to choose courses for next semester. I would appreciate if anyone could recommend which courses that is most relevant and useful if I want to pursue an career in finance in the future.


My background is BSc. Industrial Engineering and BSc. Financial Economics. So far I have taken the following math courses:

  • Calculus and Multivariate Calculus
  • Linear Algebra
  • Differential Equations
  • Mathematical Statistics
  • Introduction to Financial Mathematics
  • Fourier Analysis
  • Stochastic Calculus
  • Probability Theory
  • Statistical Inference
  • Partial Differential Equations
  • Ordinary Differential Equations
  • Nonlinear Optimization
  • Options and Mathematics
  • Financial Time Series

The courses I have narrowed my choices to are:

  • Stochastic Optimization Algorithms
  • Stochastic Data Processing and Simulation
  • Artificial Neural Networks
  • Computer Intensive Statistical Methods
  • Numerical Linear Algebra
  • Functional Analysis
  • Integration Theory

All help and suggestions are very much appreciated!


/JS


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