• 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!

Looking for a study mate

Joined
11/5/14
Messages
294
Points
53
Hey guys,

I am just about getting done with a first pass of basic Real Analysis from Stephen Abbott's book. I plan to start studying some concepts of measure, Fourier Analysis (from the excellent book by Stein and Shakarchi), basic functional analysis and PDE(Strauss). I'd be glad to study together in a smaller group, solving exercise sets, and presenting our proofs periodically on Discord.

I created a Mathematical finance server on Discord.
Join the Mathematical Finance Discord Server!

If you plan to co-study any of the above topics, just hop on.

Cheers,
Quasar.
 
Last edited:
Last edited:
Sure, I want to learn about the wave equation, the heat equation and the Laplace's equation. I'd like to learn the analytical methods to solve these.

But, what piques my interest the most, are what numerical methods are used to solve a parabolic/hyperbolic/elliptic PDEs and their implementation, and also it's analysis - why does it converge, what is it's rate of convergence, is it stable.

I'm not fixated at a particular text. I'd like to ask, if you had to suggest a reading sequence, what would it be(something that fits the topics outlined in the PDF)? I have taken a methods course in ODEs (chapters 1-5, 7 of KKOP).
 
KKOP is excellent, also for PDE. One of the best!
For the rest, I cannot say; it is a combination of > 20 books, articles and my own work down the years ;)


piques my interest the most
My forthcoming PDE/FDM does it all :coffee:
 
Last edited:
Hey guys,

I am just about getting done with a first pass of basic Real Analysis from Stephen Abbott's book. I plan to start studying some concepts of measure, Fourier Analysis (from the excellent book by Stein and Shakarchi), basic functional analysis and PDE(Strauss). I'd be glad to study together in a smaller group, solving exercise sets, and presenting our proofs periodically on Discord.

I created a Mathematical finance server on Discord.
Join the Mathematical Finance Discord Server!

If you plan to co-study any of the above topics, just hop on.

Cheers,
Quasar.
If this is not still active (I don't think it is), any active members who want to start this up again please PM me and I'll get it going. A study group sounds like an excellent idea. Ideally, we can try to start a continuous group with younger members when we are accepted to programs so it stays active past our time. Assuming we make it. I have faith though. I'm definitely not the most advanced member here but I am the guy who's willing to get the ball rolling.

Heck, we could even quiz each other with mock interviews when the time comes. I know there are other members here at smaller name universities or without dedicated support who can use some partners. I always learn better when talking things through with a partner or explaining it to someone else.
 
Hi guys,

If any of you are doing some pre-MFE reading and doing a first pass of Stochastic calculus by Shreve-II, I'd be very glad to co-study/review this material with you. Let's connect on the Discord study group.

I am still in the early stages; just about finished with chapter I, and should close chapter II by the end-of-month. The book is quite accessible, so far.
 

Attachments

  • shreve_exercises.pdf
    76.9 KB · Views: 24
  • shreve_theorems_and_proofs.pdf
    147.6 KB · Views: 18
Hi guys,

If any of you are doing some pre-MFE reading and doing a first pass of Stochastic calculus by Shreve-II, I'd be very glad to co-study/review this material with you. Let's connect on the Discord study group.

I am still in the early stages; just about finished with chapter I, and should close chapter II by the end-of-month. The book is quite accessible, so far.
I am planning to work on this too but probably won't start until June.
 
Back
Top