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Course: Computational Mathematics

DanM

DanM

Math Student
Joined
8/1/09
Messages
179
Points
28
It seems like an interesting course. Does it seem like good preparation for MFE? I'm probably going to take it anyhow, I was just curious what some of you think.

Computational Mathematics
Modelling (discrete and continuous, deterministic and stochastic) and practical solutions to general categories of applied problems. Case studies of solutions through modelling and representation of data. Implementation, numerical considerations, efficiency, and application of numerical algorithms.

---------- Post added at 08:26 PM ---------- Previous post was at 08:19 PM ----------

This is the textbook used for the course:

Modeling, Analysis, Design, and Control of Stochastic Systems (Springer Texts in Statistics)
 
Quant? Computational Mathematics vs Mathematical Finance

To get a quant job, which program is more attractive to headhunter:

A. Computational Mathematics (where one would learn parallel processing, multithreading, high performance programming, statistics and mathematical concepts and modeling/programming in C++, R etc)
Note: Not much of finance , just basic concepts would be taught.

OR

B. Mathematical Finance (where you would learn Mathematical and Statistical concepts, Financial concepts, etc )
Note: Not much of programming, one has to learn on own.
 
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