Is Differential Equations an absolute must?

  • Thread starter Thread starter rwnyc
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rwnyc

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Hi all,

Looking for some advice on whether taking Differential Equations is an absolute must for acceptance into financial engineering programs. I am hoping to start full time in the fall of 2019 so realistically have just one semester left.

I currently live and work in NYC and have worked in front office roles on the sellside and buyside for the past 10years. I am only targeting NYC schools and plan to apply to Baruch, Columbia, NYU and CMU. From what I can gather, Columbia and and CMU recommend having taken differential equations but Baruch and NYU do not. In the past 3 years I have taken Calc up to and including multivariable calculus and I'm currently enrolled in probability and linear algebra this semester, all of which were taken in person part time through CUNY.

Ignoring the rest of my application, would I be denied by Columbia and CMU for not having differential equations? I'm debating between the following options next semester:

1) Pre MFE classes at Baruch / C++ online certificate
2) ODE / C++ online certificate

Thanks very much for your thoughts in advance.
 
I vote ODE; it’s really where calculus and linear algebra come together. I did stochastic calculus before ODE, which was probably a mistake. Much of the quant finance curriculum depends on stochastic calculus. Good luck!
 
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