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Hi, I'm an undergraduate student who's interested in quant finance (obviously). I'm looking to get some advice on the math classes I should take in my final year of university.
Out of the following courses offered by my university's math department, I need a total of 2 units. These courses are either 'full' units (worth 1 unit) or 'half' units (worth 0.5). I have a choice from:
Advanced Statistics: Distribution Theory [0.5]
Advanced Statistics: Statistical Inference [0.5]
Mathematics of Finance and Valuation [0.5]
Advanced Mathematical Analysis [0.5]
Optimization Theory [0.5]
Discrete Mathematics and Algebra [1]
Statistical Inference has to be taken concurrently with Distribution Theory (not vice versa though).
Mathematics of Finance and Valuation covers stuff like continous time-modelling, multi-period models, black-scholes model to name a few. Unfortunately this course may or may not be offered by my uni depending on the demand for it.
Advanced Mathematical Analysis is 'further real analysis' according to my profs. Complex analysis isn't included.
So, basically, I want to find out:
Thanks.
Out of the following courses offered by my university's math department, I need a total of 2 units. These courses are either 'full' units (worth 1 unit) or 'half' units (worth 0.5). I have a choice from:
Advanced Statistics: Distribution Theory [0.5]
Advanced Statistics: Statistical Inference [0.5]
Mathematics of Finance and Valuation [0.5]
Advanced Mathematical Analysis [0.5]
Optimization Theory [0.5]
Discrete Mathematics and Algebra [1]
Statistical Inference has to be taken concurrently with Distribution Theory (not vice versa though).
Mathematics of Finance and Valuation covers stuff like continous time-modelling, multi-period models, black-scholes model to name a few. Unfortunately this course may or may not be offered by my uni depending on the demand for it.
Advanced Mathematical Analysis is 'further real analysis' according to my profs. Complex analysis isn't included.
So, basically, I want to find out:
- Which of these courses, if any, are 'essential' for a wannabe quant?
- Suggestions for best combination of courses to take.
Thanks.