Math

[CGiuliano]

Hey,

If anyone has a second please comment what math classes you think are necessary, or advantageous to have pre-MFE.

Thanks!

 

[Aditya Chitral]

Calculus 1,2 and Linear Algebra.

 

[CGiuliano]

Calculus 1,2 and Linear Algebra.

that seems pretty light to me?

Multivariate? ODE/PDE?Analysis? Stochastic Process? Probability and Statistics?

 

[dstefan]

All of the above are good. Of course, an undergraduate math finance course would be very good as well.

 

[EconomicsStudent]

So then a course such as this would be worthwhile taking:

AS/SC/AK/MATH 4143 3.00 W
Scientific Computation for Financial Applications
Calendar copy: This course covers the basics of numerical analysis/computational methods related to portfolio optimization, risk management and option pricing. It provides background material for computations in finance for two streams in the Computational
Mathematics program and other interested students.
This course introduces the basic concepts in mathematical finance. The topics include basic numerical methods; unconstrained and constrained optimization methods applied to portfolio selection; option pricing and risk management by MC simulation.

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Ignore my name. I transfered programs, so beginning in September, I will be a math student.

 

[bigbadwolf]

So then a course such as this would be worthwhile taking:

AS/SC/AK/MATH 4143 3.00 W
Scientific Computation for Financial Applications

Absolutely. It sounds like a sterling course. Sign up for it pronto.

 

[CGiuliano]

Dstefan- Does it look better if an MFE applicant has econometrics & financial math, or a strong background in Analysis and Algebra?