Fin Math Concentrations

[horseshoe]

Hi all,

I'm starting this fall at Florida State's financial math program which offers several concentrations, and I want some thoughts on what you all think would provide the most sought-after skills for a quant. I'm pretty green to the industry but I'm interested in creating models or trading strategies (at least for now until I learn more about what each niche entails), although what drew me to FSU's program was the relatively heavy focus on mathematics compared to other schools, so more of a "back office" type of research may match better. With that in mind, please share your thoughts about the tracks below:

Concentration in Regression and Financial Time Series:

STA 5167 Statistics in Applications II (3, Spring)

ECO 5428 Time Series Analysis (3, Fall)

STA 5167 is a prerequisite for ECO 5428. The prerequisites for STA 5167 are (i) STA 5326, (ii) an undergraduate-level Statistics course, and (iii) some knowledge of the R programming language (see www.r-project.org).

Finance:

FIN 5515 Investment Management and Analysis (3, Fall) (required for students entering Fall 2011 or earlier)

Computer Science:

CAP 5638, Pattern Recognition (3, Fall or Spring)

ISC 5318, High Performance Computing (3, Fall)

Economics:

ECO 5204, Macroeconomic Theory I (3, Fall)

ECO 5282, Financial Economics II (3, Fall)

ECO 5715 International Finance (3, Fall)

ECO 5416 Econometrics I (3, Summer)

ECO 5423 Econometrics II (3, Fall) [but not also STA 5167; Prerequisite: undergraduate Statistics]

ECO 5408 Computational Economics I (3, Fall)

Statistics:

STA 5327 Statistical Inference (3, Spring)

STA 5807 Topics in Stochastic Processes (3)

STA 5207 Applied Regression Methods (3, Fall) [but not also STA 5167 or ECO 5423]

STA 5856 Time Series and Forecasting Methods (3, Spring) [but not also ECO 5428]