Hi
Since my last thread died a slow dead, I'll try asking another more general question. I have read many threads about whether one should do physics or maths etc etc, but none were very specific.
If one has the desire to become a quant, what courses should one do (perhaps divide into graduate and phd/masters)? Of course the name of the courses vary between schools, but if you have a suggestion, please give in.
I personally suggest that one as an undergrad do about 4 probability courses, 3 statistics courses, mathematics courses covering basic pde's, ode's and real analysis. One should also do some programming courses (C++ or Java or MatLab) and courses in how to use these skills, i.e. numerical optimization courses. Furthermore, one might do some introductory finance and economics courses.
As a grad student, I think one should do some more probability and focusing on stochastic integration and stochastic processes. One should also do some more optimization, PDE and programming. Some finance courses going into BS, credit risk, fixed income etc should also be done.
What are your suggestions?
Since my last thread died a slow dead, I'll try asking another more general question. I have read many threads about whether one should do physics or maths etc etc, but none were very specific.
If one has the desire to become a quant, what courses should one do (perhaps divide into graduate and phd/masters)? Of course the name of the courses vary between schools, but if you have a suggestion, please give in.
I personally suggest that one as an undergrad do about 4 probability courses, 3 statistics courses, mathematics courses covering basic pde's, ode's and real analysis. One should also do some programming courses (C++ or Java or MatLab) and courses in how to use these skills, i.e. numerical optimization courses. Furthermore, one might do some introductory finance and economics courses.
As a grad student, I think one should do some more probability and focusing on stochastic integration and stochastic processes. One should also do some more optimization, PDE and programming. Some finance courses going into BS, credit risk, fixed income etc should also be done.
What are your suggestions?
