• Countdown to the 2025 QuantNet rankings. Join the list to get the ranking prior to public release!

Enough Math for MFE?

Joined
11/22/14
Messages
3
Points
11
Hi guys, I'm new here. I registered for a few MFE online applications but I'm still worried about my Math background.

I major in Financial Economics and minor in Math.
Math courses I have taken: (all A)
Calculus l
Calculus ll
Multidimensional Calculus
Linear Algebra with Differential Equations
Linear Algebra
Financial Math(Black-Scholes etc.)
Stat courses:
Math Statistics
Probabilities (somewhat calculus based)

No quantitative projects (only project in finance was done in Matlab with assistance) , no programming experience and no math reference letters (all academic referees are finance/economics professors)

It looks like I meet the very basic math requirements of some schools (like Columbia MAFN, UCLA MFE) but as I looked on their website, it seems that almost all students admitted have double majors or have math/engineering/CS background.
That makes me worried.

My other background:
GPA 3.9
GMAT 730 (did not take GRE)
US top 40 university (one semester visit to Oxford)
One start-up investment management equity research internship in NYC and one commercial bank internship

Thank you guys!
 
By Computation Math, I think Mr Duffy means papers in Optimization, Game Theory, Numerical Methods, Econometrics, Mathematical Finance, Mathematical Modelling, and some papers on the applications of programming in Math.
 
Hi Daniel,
What would be the decent doze of applicable/computational maths?

At the fundamental level, Numerical Methods (e.g. book by Dahlquist and Bjork (Dover)) does no harm to know.
 
Back
Top Bottom