I am an undergraduate student in my final year and I'm interested in financial mathematics.
My current major is Economics and I have completed math courses previously including Mathematical Economics(level 1 and including basic calculus, linear algebra,and optimization), Econometrics(level 3 and including probability, regression and time serious, Stata learning). While the former one took just one semester and the latter took me three semesters.
In my final year, there are two bundles of courses to choose and I wonder which one will benefit me more when applying postgraduate program relating to financial mathematics or quantitative finance.
First bundle(All are level 3 courses from School of Economics):
Advanced Mathematical Economics(15 credits)
(Logic and Set/Real Numbers/Metric and Topological Spaces/ Optimization/ Game-theoretic model)
Numerical Methods in Economics(15 credits)
(Grid Search/Iterative and Nested numerical methods/Newton's methods in multidimensional problems/dynamic programming (Matlab)/models:Schelling's Segregation model, Sugarscape model, iterated prisoner's dilemma)
Second(former two are level 3 from our Business School and last one is level 2 from Economics School):
Advanced Calculus for Business, Finance and Economics(10 credits)
(Multivariate Calculus, Ordinary Differential Equations, and Partial Differential Equations, Fourier transform and Laplace Transform)
Stochastic Calculus and Numerical Analysis(10 credits)
(computational hardware and computer representation of numbers, error sources and propagation, iterative algorithm for inverse of matrices, root-finding for nonlinear equations, interpolation, numerical integration, numerical methods for ordinary differential equation; Martingales and Brownian motion, stochastic Integrals, stochastic differential equations, Ito's Lemma, applications of stochastic calculus.)
Financial Economics(10 credits)
(consumer finance, corporate finance and financial intermediation)
Could someone please evaluate it for me?
And is it difficult to apply MFE or MF course in good university if my background is Economics? BTW I've learnt Python by myself and my GPA is about 3.8(in UK it would be upper second class)? Should I provide GMAT or GRE grades?
My current major is Economics and I have completed math courses previously including Mathematical Economics(level 1 and including basic calculus, linear algebra,and optimization), Econometrics(level 3 and including probability, regression and time serious, Stata learning). While the former one took just one semester and the latter took me three semesters.
In my final year, there are two bundles of courses to choose and I wonder which one will benefit me more when applying postgraduate program relating to financial mathematics or quantitative finance.
First bundle(All are level 3 courses from School of Economics):
Advanced Mathematical Economics(15 credits)
(Logic and Set/Real Numbers/Metric and Topological Spaces/ Optimization/ Game-theoretic model)
Numerical Methods in Economics(15 credits)
(Grid Search/Iterative and Nested numerical methods/Newton's methods in multidimensional problems/dynamic programming (Matlab)/models:Schelling's Segregation model, Sugarscape model, iterated prisoner's dilemma)
Second(former two are level 3 from our Business School and last one is level 2 from Economics School):
Advanced Calculus for Business, Finance and Economics(10 credits)
(Multivariate Calculus, Ordinary Differential Equations, and Partial Differential Equations, Fourier transform and Laplace Transform)
Stochastic Calculus and Numerical Analysis(10 credits)
(computational hardware and computer representation of numbers, error sources and propagation, iterative algorithm for inverse of matrices, root-finding for nonlinear equations, interpolation, numerical integration, numerical methods for ordinary differential equation; Martingales and Brownian motion, stochastic Integrals, stochastic differential equations, Ito's Lemma, applications of stochastic calculus.)
Financial Economics(10 credits)
(consumer finance, corporate finance and financial intermediation)
Could someone please evaluate it for me?
And is it difficult to apply MFE or MF course in good university if my background is Economics? BTW I've learnt Python by myself and my GPA is about 3.8(in UK it would be upper second class)? Should I provide GMAT or GRE grades?
