• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Is Differential Equations an absolute must?

rwnyc

Joined
11/28/18
Messages
1
Points
11
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!
 
Back
Top