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Doing a MSc in Maths as a Finance graduate (becoming a quant)

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Hi everyone

This thread is primarly addressed to current MSc Students (or alumni) of Mathematics/applied mathematics/scientific computing etc. (But I'm happy for every opinion :D)

As you can retreive from my first thread in this forum, I was looking for a masters in computational finance or similiar. now I am enrolled in a finance master with a focus on quantitatve methods. My plan is to graduate in finance and apply for a masters in mathematics, or a field within mathematics, like applied mathematics, scientific computing or similiar.

I know, this will be really challenging for me, especially because I simply do not own a BSc in Mathematics. Nevertheless, I can say that I am really interested in Mathematics and willing to work hard. This is the reason, why I would like to ask anyone who is/was enrolled in a MSc course in Maths. Do you think, an undergrad in Math is a MUST or could I graduate with a MSc in Finance as background aswell? Of course, I am not expecting to be top 10% of my class ...
So, would a MSc in Maths be doable for someone without a BSc background? Are there only super smart people which would be annoyed by my presence as a non-math undergrad?

Would be happy to hear from you! Thank you in advance.
Best,
batman
 
This is fake. The real Batman already knows all this stuff.

Identity theft is a serious crime.
 
How do you plead?
I find myself guilty of stealing Batman's name ... should I change therefore to badman?

by the way: I am researching for interesting topics for my master thesis and (with both eyes on the MSc in maths plan) I'm thinking about a thesis with highly mathematical content and programming. Any suggestions? I was thinking about convex/particle swarm optimisation or the complex-step method (approximation of derivatives, used in solving differential equations or optimisation tasks)

Best,
ba(d)man
 
Actually, I have quite a number of PDE/FDM models if you are interested. And complex step method is interesting, for sure., especially clever methods for the Jacobian method. I have code for this that can be tested on bigger problems.

I have recently published a C++11 book with > 8 chapters on PDE.

Optimisation in Machine Learning could also be nice IMO.


How's your C++?
 
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Actually, I have quite a number of PDE/FDM models if you are interested. And complex step method is interesting, for sure.

I have recently published a C++11 book with > 8 chapters on PDE.


How's your C++?
Went through your home page, looks interesting! I am still not sure, if convex or swarm optimisation would be more useful, because this is actually what portfolio theory is all about ... optimisation. Honestly, I'd love to learn as much as possible about maths and programming and somehow hoping, that an appropriate thesis could help my application for MSc in maths.

Regarding, C++, I don't have any C/C++/C# skills. Python is the language to go for me right now, and at uni in my MSc in Finance programme we use R.
 
Any math students around? Or former students, especially those, who did not have a BSc in Maths/Physics? Would appreciate any comments!

Thank you a lot! Best,
ba(d)man
 
MSc Scientific Computing/Computational Science should be possible. MSc Maths can't tell but I find it highly unlikely.
 
just try to find a job after your finance master. most lucrative finance jobs do not require much math at all
That's the point ... the jobs I'd love to apply for (Quant. analyst/Quant. Portfolio Mngmt. and so on) do require Maths/Physics indeed. But it's not just from the jobs perspective, it's more because I'd really love to know maths pretty good and think like a mathematician.
 
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