Need advise for a non math MFE enthusiast

[mburry]

Hi,
I have a BS and MS in Computer science and have been working in a HF trading firm for 3 years now. I am extremely motivated to do MFE in one of columbia or Baruch or NYU(math in finance) at some point in next 2 years.
I didnot take any math course like calculus or probability and statistics during my undergrad or grad school which I regret now although I have a good understanding on these topics and I understand you need to have a good Math background in order to be able to apply and get admitted to one of the above universities.
My question is that is there a way I can make up now for my lack of background in Math by taking non-degree undergrad or grad level calculus and probability and statistics course at some school to make my application better in the future, if so what courses should I take and where? or is there something else I can do to make my application stronger and acceptable.

 

[purplyboy]

Are you in NYC? I would take Calculus 1, 2, Linear Algebra, Probability Theory at a Cuny College. Summer sessions are starting at Hunter, Baruch, and other cuny schools. It's not too late to apply and get a head start. Then take the pre-mfe seminars at Baruch and their C++ certificate if you're serious. I would not jump into the pre-mfe probability or calculus seminars without a Calculus background, because its too demanding. The seminars are mainly review and its very fast paced.

 

[mburry]

Yeah I live in NYC. I plan to take pre-MFE from Baruch.
I wonder if just the pre-MFE would suffice for my Math background. I dont wanna just take these courses Calculus 1, 2, Linear Algebra, Probability Theory at a some College just to be certified as someone with a math background unless if that's absolutely necessary for my application coz I have been reading thro these topics on my own for quite some time now and feel very comfortable.

 

[Ken Abbott]

Take the math. You'll thank yourself later.

I, too failed to take math as an undergrad (one semester, actually, pass-fail). Instead, I took five semesters of musicology as an econ major (two general music history, two jazz history, one core course on how musical styles change), which formed the cornerstone of my cultural education. I have no regrets.

That said, I found myself in need of key quant courses in order to start the NYU MS in Stats/OR program (regretfully discontinued in favor of the Courant program where I'm now on the faculty). I took the linear algebra and calc courses and find the material useful even to this day, almost 20 years later. You'll be surprised at the number of times you'll call upon that knowledge.