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Spring 2011 courses advice

AlexandreH

AlexandreH

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9/5/10
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397
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Are those courses relevant if I plan on pursuing an MFE next Fall:

- STA 614 Advanced Statistical Methods for Business Decisions:
This course develops an analytical approach to risk in management decisions. Topics include decision analysis; correlation and multiple regression; discriminant; judgment; canonical; cluster and factor analysis.

- CSC 375 Computer Modeling and Simulation:
Introduction to basic concepts of simulation modeling: data acquisition, model construction and validation, experimentation, implementing the results. Discrete systems simulation using Matlab software.

I am planning on taking the two courses below and thinking about also taking the two courses above.

- STA 370 Stochastic Processes
This course introduces the basic probabilistic methods of stochastic processes. Topics include: Markov Chains; Exponential distribution and Poisson Process; Continuous - time Markov Chains; Renewal Theory and its application; Brownian Motion and Stationary Processes.

- MAT 224 Calculus IV: Cylinders and quadric surfaces. Functions of several variables: limits, continuity, partial derivatives, Chain Rule, directional derivatives, gradients, tangent planes, differentials, extreme values, and Lagrange multipliers. Multiple integrals: areas and volumes, triple integrals in rectangular, cylindrical and spherical coordinates. Integration in vector fields, Green's Theorem in the plane, Stoke's Theorem, the Divergence Theorem.

Thank you.
 
Is Calculus IV the first multi-variable calculus course ?
 
Thank you Andy.
The professor of STA 614 is my Stochastic Processes prof. He said I can audit STA 614 for free and that it could be valuable, so I will try it for couple of weeks but I will not register for it.
I will look for other courses, but I am set for programming. I have 4 C++ course + a final Year project (C++ and Assembly) and 4 years C++ programming experience.

what about CSC 375?

Will this course be relevant:
MAT 333 Complex Variables. Analytic functions; derivatives; Cauchy-Reimann equations; complex integration; Cauchy integral theorem; power series; Laurent series; residue theorem; conformal mapping; Cauchy-Christofell transformation.
 
No. Complex variables is of no help. I took it in grad school and never saw it in use since.
Besides taking class, you can do readings on the side, and participate on quant forums, see what problems are posed by working quants.
Most important thing is get your body and mind into an optimal regime. People like you who have been out of school for a decade will find it a shock regardless of which program.
 
AlexandreH said:
The professor of STA 614 is my Stochastic Processes prof. He said I can audit STA 614 for free and that it could be valuable, so I will try it for couple of weeks but I will not register for it.
Click to expand...

A waste of time, even if it's free. For MBA epsilon-minus semi-morons.

Will this course be relevant:
MAT 333 Complex Variables. Analytic functions; derivatives; Cauchy-Reimann equations; complex integration; Cauchy integral theorem; power series; Laurent series; residue theorem; conformal mapping; Cauchy-Christofell transformation.
Click to expand...

No. It's a fun course but nothing to do with fin eng. You learn things that deepen your understanding of calculus (e.g., why the series expansion of 1/(1 + x^2) breaks down at x =1 -- turns out there's a singularity at x = i, which is why the radius of convergence is within the unit circle), but you don't need it and you don't want to clutter your brain with extraneous stuff.
 
Thank you Andy.
I will stick with the other courses and attend a couple of Calculus courses as audit to get ready.
 
The statistics course is really good. I'm currently taking that at my high school, it sort of introduces more of the applications than theory, which i personally that was better before moving on to theoretical stuff in college. like, what are all these greek letters doing here ? i was like oh my gosh! so yeah, great course, we're learning regression analysis with some linear algebra
 
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