Math/Stat Undergrad Courses?

[easonok]

I am currently a second-year undergrad studying CS and Statistics. I am following UCB's prerequisites to determine which classes to take: http://mfe.berkeley.edu/academics/prerequisites.html. I should be able to finish them all by the time I graduate.

However, I am looking to take some classes on top of those to maximize my chances. Here are some I have on my mind:
Stochastic Processes
Linear Modelling
Time Series
Game Theory
Real Analysis
Complex Analysis
Complex Algebra
Optimization

I probably will not have enough time to take them all. Which ones are the most important for MFE?

Thanks in advance!

 

[TehRaio]

stochastic, time series, real analysis, optimization in no particular order.

 

[easonok]

stochastic, time series, real analysis, optimization in no particular order.

Hey TehRaio, thanks for your reply! I will definitely take those classes. Actually, I have to take either Linear Modelling or Game Theory to complete my major, so which one, in your opinion, is more helpful? Thanks a lot again!

 

[C S]

Real analysis is often considered the first exposure to rigorous proofs. If you want to enter a more mathematical MFE program, or be able to read papers more easily, or just benefit your thinking skills, I think real analysis is a must.

 

[Gavin L]

Lots of concepts from real analysis bleed into stochastic processes and probability theory anyway so treat it as a cornerstone mathematical topic.