I am a student at the University of Florida and will be graduating this spring with a Bachelor's in Industrial and Systems Engineering. The program includes two OR courses, a Matrices and Numerical Methods course, two high level stat theory courses, and various programming courses. If I apply to the Master's program here it will be very affordable and I could focus on Quantitative Finance. Basically, I think my curriculum would be something like this.
1. Deterministic Methods in Operations Research
2. Applicable Probability Methods
3. Fundamentals of Mathematical Programming
4. Derivatives Securities
5. Stochastic Differential Equations and Filtering Theory I and II
6. Financial Risk Management
7. Asset Allocation and Investment Strategies
8. Study in Valuation or Fixed Income Security Valuation
I guess what I'm asking is, is this worth it? I consider myself pretty gifted in programming and OR.
1. Deterministic Methods in Operations Research
2. Applicable Probability Methods
3. Fundamentals of Mathematical Programming
4. Derivatives Securities
5. Stochastic Differential Equations and Filtering Theory I and II
6. Financial Risk Management
7. Asset Allocation and Investment Strategies
8. Study in Valuation or Fixed Income Security Valuation
I guess what I'm asking is, is this worth it? I consider myself pretty gifted in programming and OR.