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Math needed

Wesstonefin

Joined
5/11/20
Messages
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Points
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I’m currently studying quantitive finance with a minor in statistics. The math required only goes up multi variable calculus, so would it be beneficial for me to take linear and differential equations on my own? I’m a sophomore and about to finish multi, but I’m very lost on the direction I need to go towards, so any advice would be super helpful. Thanks!
 
Linear is a must and in fact I’m studying it again over this break. Super helpful with ml and data science. Differential will help with sto Calc and would be important if you want to be a pricing quant
 
Michsund said:
Linear is a must and in fact I’m studying it again over this break. Super helpful with ml and data science. Differential will help with sto Calc and would be important if you want to be a pricing quant
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What I see a lot is linear algebra as pure maths which is essential, indeed. The other side of the coin is Numerical Linear Algebra which is more common in daily work.
(Same holds with ODEs .. it not enough to know just the analytics; Python odeint and Boost odeint are needed,)

Many (almost all IMO) problems don't have elegant closed-form/analytical solutions which means that numerical solutions are needed. This can come as a surprise in some cases.

Just saying.
 
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