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Different areas of quant and the relevant maths

Joined
11/30/11
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Hello all! This is my first post, so be nice :) My interest in quant finance has grown since I first became cognizant of it a year ago, and as I select my math/stats/econ courses for the future, I would like to know specifically what areas of quant they find use in. For example, I have heard that trading relies heavily on stats, game theory, programming, data mining, probability, etc.

Alternatively, another way to respond to the thread would be to list a type of math, and the subfields to which it applies. For example, how PDE is used in options pricing, linear algebra in portfolio optimization, etc. I found the Baruch pre-MFE syllabi helpful in this regard, as they list the practical applications of each topic, though some of them go over my head (as I am not familiar with many of the terms listed).

Thanks!!
 
I hadn't seen that list yet... very helpful for my question, thanks!

Have you read all those books? That's a big list, but then again for someone already well established in the field I'm sure it's all stuff they assimilate over time. Pretty intimidating for me at this point though. :)
 
Mark, don't worry about the quantity of books in that list. Andy has compiled an extremely comprehensive list, but it is intimidating! The best thing is to start slow with some of the introductory texts and work up from there.
 
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