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Math Background for MFE

Sammy Mohamed

Joined
1/1/12
Messages
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I was just wondering if anyone could provide some advice about math courses for someone looking to possibly get into an MFE program in the future. I am a third-year student of computer science and applied mathematics at a fairly well respected public university.

Question 1: I took a survey course in probability and statistics my freshman year and earned an A. It was an upper division and calculus based course, but I ultimately decided that my background in this area could be improved upon. This semester I took two courses in the area of probability - one was a course on probability to prepare for the first actuarial exam (SOA P/CAS 1), and the other was a graduate intro course on probability theory. I got an A in the actuarial math course, but did very poorly in the graduate course. Would it make sense for me to take my schools undergraduate intro course on probability theory in hopes of rectifying the damage done by the graduate course? (And by rectify I don't mean to my GPA. My GPA has remained constant overall despite getting this C+)

Question 2: I've taken a handful of mathematics courses at my school and was wondering what additional courses might be beneficial. [In addition to the courses I mentioned above, I've taken Calculus I-IV and some discrete math courses, such as Graph Theory. ]
 
I've already taken courses on Calculus I-IV, Probability and Linear Algebra so I'm trying to decide between several other viable courses to take next year. Looking at possibly taking Financial Mathematics or courses on Statistics (among others). Additionally, trying to decide whether or not taking undergraduate intro to probability theory will be worthwhile. [As I mentioned above I took a survey course on calculus based probability and statistics and a probability course for the SOA P/CAS 1 but did very poorly in a graduate level into to probability theory course.]

Well anyway I guess I can search through the expectations of some MFE programs for potential courses.
 
Hm is it typical to take course on Differential Equations beyond Calculus IV? [For MFE that is] I'll keep that in mind.
 
I'm assuming calculus IV is multi variable. A lot of times that is a pre-req to differential equations.

From what I have seen, differential equations is very important for mfe. Most of the threads on here do recommend taking at least ordinary differential equations and if time permits for partial de as well. Places like Berkley require that you've at least taken a basic course in differential eq. Here is a link. http://mfe.berkeley.edu/academics/prerequisites.html
 
At my university, Calculus III is multi-variable and Calculus IV is [ordinary] differential equations. There is a course on Applied Real Analysis that covers Partial Differential Equations that I may consider.
 
Oh. In that case I would probably go with the pde. There's always the case of taking something you enjoy as I think that would be much more worth while.
 
Thanks for the advice Aaron. I'm also looking into courses on Numerical Analysis and Statistics which seem worthwhile as well.
 
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