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Message: <blockquote data-quote="Chacinluis" data-source="post: 297602" data-attributes="member: 42501"><p>Completely agree. Look into the curriculum of each of the programs and see how mathematically rigorous they are. Programs like Baruch, Columbia and NYU fin math are known to be heavily theoretical — in these programs having a strong grip in probability, linear algebra and real analysis (and measure theory to be quite honest) is expected in order to properly understand Vector Spaces of Random Variables, Martingales, Brownian Motion, Lp-spaces, Change in Probability/ change in metric(especially Girsanov Theorem), sigma algebras, etc that are usually part of a Stochastic Calculus course. Other programs like MIT's, are part of part of a business school and will not be as math heavy.</p></blockquote><p></p>