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How Important Are Real Analysis, Complex Variables, and DEs in Quant Finance?

WeBigPimpin

Joined
7/21/23
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Hi, an undergrad student here, are there any math classes that are a complete must for an MFE? I plan on taking probability, linear algebra, and numerical analysis, but after these classes, I don't really know what exactly I should take. I really want to take a sequence of real analysis but I don't know how helpful this will be compared to differential equations. Additionally, would any of these really set me apart from other applicants?
 
I'd say real/complex and lin alg for the mathematical maturity, and then probability and diff eqns to be able to solve real problems. You can imagine this will include a heavy dose of computing/numerical implementation of the theory from probability, lin alg, and diff eqns. So definitely take a numerical analysis course or 5, along with how to program/implement the techniques and models :)

If you can do this I'd say that would certainly set you apart. You'll need some time though with an internship or project with a professor to find what you like. That's also important so you enjoy what you do.
 
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