Entering M.S in Financial Mathematics after 7 years removed from Calculus

[tkfriendd]

Hi all,

I am entering a M.S in Fin Math program in the spring semester, and need to really recall calculus. I still feel like I know it good enough that I don't have to go through a whole 1000 page calculus book in the next 3 months and actually re-learn the material ( I have taken multi-variable calc and stats).

Do you guys think it is a better strategy to use " A Primer for the Mathematics of Financial Engineering" and go through about maybe half of the book in the next 3 months while filling in gaps of knowledge with Khan Academy? I work full-time.

What strategy would you use?

edit: i have the first edition of the primer

 

[tkfriendd]

bump?

 

[Onegin]

Maybe give it a go with the primer, and have your calculus and linear algebra books handy? It kind of depends on your level of preparation, and the intensity / depth of the program you're attending. For me, the calculus was manageable, but the probability was a challenge. I ended up doing a Calculus based probability course, a mathematical statistics course, 1 stochastic calculus course and one course on stochastic methods. And I'm still the laggard in my program.

From my perspective, the optimal approach is to go hard now. Worst case scenario, you're over prepared when you start the program. I'd hit financial primer, differential equations, linear algebra, calculus as much as you can. Conversely, if you cruise and find out you're not prepared, you're toast after the first week, especially if you're doing the program part time as well.

The other dimension is what your goals with school are. if you're planning to continue your current job, then focus on academics. If you're looking to switch , or going full time, then consider finding time for interview prep. The biggest surprise / regret for me is the amount of work it takes for interview prep. There are 2-3 brain teaser books and 1-3 programming books / plus hackerrank etc that you have to know cold before interviewing. Those questions are coming up even for me, and I'm mid-career.

Hope this is useful.