Overwhelmed by what I should do for self-study in addition to graduate coursework

[jdinatale]

I am in a MS in math, with the hopes of gaining a sufficient foundation in math for a top MFE. I also would like to find an internship in financial math for next summer.

This fall I'm taking: Advanced Linear Algebra, Partial Differential Equations, Mathematical Statistics, and Topology. Next fall I will be taking Mathematical Statistics II, Optimization, Numerical Analysis, and Real Analysis, with the possibility of substituting one of those for Stochastic Differential Equations.

But I am overwhelmed by the possibilities of what I should study in my free time when I'm not doing coursework.

Based on the master reading list, I could try to learn more mathematical tools such as time series analysis or stochastic processes.

I know very little about actual finance, so I could read a book on that, such as Hull's book.

I am already strong in programming with C++, Java, and Python, but there is always more to learn.

So to clarify, I am uncertain whether I should try to learn more math, more about finance, or do more programming, on top of a heavy school workload.

I am thinking that perhaps I could focus on teaching myself stochastic processes, so that in the event I take stochastic differential equations in the spring, I will be prepared.

 

[bigbadwolf]

This fall I'm taking: Advanced Linear Algebra, Partial Differential Equations, Mathematical Statistics, and Topology. Next fall I will be taking Mathematical Statistics II, Optimization, Numerical Analysis, and Real Analysis, with the possibility of substituting one of those for Stochastic Differential Equations.

Real analysis should be done before topology. Topology shows how ideas in real analysis can be generalised to broader contexts. When studying metric and topological spaces it's always useful to have the theorems and ideas of real analysis in one's mind as one sees more general theorems and proofs.

 

[jdinatale]

Real analysis should be done before topology. Topology shows how ideas in real analysis can be generalised to broader contexts. When studying metric and topological spaces it's always useful to have the theorems and ideas of real analysis in one's mind as one sees more general theorems and proofs.

I already took 4 semesters of real analysis as an undergraduate. I completed the first two parts of Royden's Analysis to put things in perspective. I'm very familiar with the subject.

 

[CasanovaJ]

If the goal is to get into MFE, I think you'll probably have more than enough of a math background from the coursework... if I were you I would probably spend my free time on either getting stronger at C++, or doing CFA Level 1 and/or dabbling with trading so that you can have a more compelling argument to make in applications about why you're a good fit for finance.

 

[tfors]

How about using the free time to get boozed up and stuff like that? Should account for something too.

 

[jdinatale]

How about using the free time to get boozed up and stuff like that? Should account for something too.

Has it ever occurred to you that some people have never tasted alcohol, never plan to, take their education very seriously, and not see school as a place to party?

 

[JesseLevermore]

Has it ever occurred to you that some people have never tasted alcohol, never plan to, take their education very seriously, and not see school as a place to party?

No and that's why you would always be a wall street outcast

 

[SadKillarrious]

No and that's why you would always be a wall street outcast

and never get laid

 

[jdinatale]

I'm sorry, I was under the impression that this forum was for actual academic advice.

 

[CasanovaJ]

There's a lot more to quant finance (and to life for that matter) than just having the right academic pedigree

 

[jdinatale]

There's no need to patronize me. This isn't a life coaching forum, this is the place for academic advice. I have a great social and dating life for the record, and they do not include drinking, partying, or casual sex. I keep my professional life (school) separate from my personal life.

I came here for one purpose, and that is for some advice on what I should self-study in my free time while completing a MS in math. It's a straight forward question, and I even gave some options I was considering. Why no one can give a non-condescending reply escapes.

 

[Daniel Duffy]

On the other hand, it was only a bit of banter. All work and no play makes Jack a dull boy.

Seriously, IMO numerical mathematics and knowing how to write algorithms in C++ should not be underestimated.

 

[JesseLevermore]

There's no need to patronize me. This isn't a life coaching forum, this is the place for academic advice. I have a great social and dating life for the record, and they do not include drinking, partying, or casual sex. I keep my professional life (school) separate from my personal life.

I came here for one purpose, and that is for some advice on what I should self-study in my free time while completing a MS in math. It's a straight forward question, and I even gave some options I was considering. Why no one can give a non-condescending reply escapes.

Actually every response you're getting appears condescending because of your life perspective (which clearly from these posts alone has become quite narrow). Did you ever stop to think that the advice you didn't want to hear was exactly what you needed?

In some sense it is actually a life coaching forum since the end goal is to get a job. You may want to tone down your self-righteousness before any interview.

 

[Daniel Duffy]

Even George Bernhard Shaw was pested in the beginning