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Math Foundation for Financial Engineers Pre-Course

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7/21/17
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Hi all,

I'm going to start UCB's pre-course:- Math Foundation for Financial Engineers in Jan'18. Could anybody please tell what pre-requisite knowledge is required to successfully complete the above course?
I come from an engineering background and studied basic maths during first 2 semesters of college.

Thanks!
 
The course requires a background in calculus and linear algebra at the advanced undergraduate level.

Which can be found here:

http://mfe.berkeley.edu/download/preprogram_math_syllabus.pdf

Since the instructor says Rudin is the text going to be used most extensively, I suppose you should buy it and start reading it. Not sure it can be done with only a couple of semesters of math under your belt as it's a terse book that requires math maturity.
 
Which can be found here:

http://mfe.berkeley.edu/download/preprogram_math_syllabus.pdf

Since the instructor says Rudin is the text going to be used most extensively, I suppose you should buy it and start reading it. Not sure it can be done with only a couple of semesters of math under your belt as it's a terse book that requires math maturity.
Indeed.
This was our analysis book in all of 1st year undergrad. It was given by our dept prof (a PhD student of William Feller at Princeton). 50 students started, about 15 completed.

Heavy going if maths is not in the blood. The chapter on Dedekind cuts is a cliff-hanger. And epsilon-delta analysis is no walk in the park.

The Schaum book on Real Variable is very good and has lots of examples. I would advise it as complementing Rudin.
//
BTW my PDE/FDM online course is on the UCB web site I believe.
 
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Indeed.
This was our analysis book in all of 1st year undergrad. It was given by our dept prof (a PhD student of William Feller at Princeton). 50 students started, about 15 completed.

Heavy going if maths is not in the blood. The chapter on Dedekind cuts is a cliff-hanger. And epsilon-delta analysis is no walk in the park.

Ha! I remember taking this course in undergrad. My brain was literally hurting as I tried understanding what donuts had to do with mathematics. That was all so foreign to me!
 
This was our analysis book in all of 1st year undergrad. It was given by our dept prof (a PhD student of William Feller at Princeton). 50 students started, about 15 completed.

Heavy going if maths is not in the blood. The chapter on Dedekind cuts is a cliff-hanger. And epsilon-delta analysis is no walk in the park.

I'm not a fan of Rudin. There are other texts that cover the same material with the same sophistication, but in a more friendly fashion.
 
Ha! I remember taking this course in undergrad. My brain was literally hurting as I tried understanding what donuts had to do with mathematics. That was all so foreign to me!
Yummy. Moebius doughnuts.
 
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