Summer Review

[Canuck]

Here's what I plan to learn/review over the summer (May-August) to prepare for the coming year at the University of Toronto's MMF program:

Learn:

C++: From QuantNet obviously
How to get hired: https://www.quantnet.com/threads/ma...uants-mfe-financial-engineering-students.535/

Review:

Linear Algebra:
Main text:
Linear Algebra by Friedberg, Insel and Spence
Supporting material and problem sets:
http://ocw.mit.edu/courses/mathematics/18-06-linear-algebra-spring-2010/video-lectures/

ODE's and PDE's :
Main text:
Elementary Differential Equations and BVPs by Boyce, and DiPrima
Supporting material and problem sets:
http://ocw.mit.edu/courses/mathematics/18-03-differential-equations-spring-2010/video-lectures/

Prob/Stats:
Main Text:
Mathematical Statistics with Applications by Wackerly, Mendenhall, and Scheafer
Supporting material and problem sets:
http://ocw.mit.edu/courses/mathemat...bability-and-statistics-spring-2005/index.htm

A fun filled summer in the library awaits!

 

[Andy Nguyen]

Looks like a nice plan. Make sure you hit up on the quant interview books as well since MFE students usually prepare for their internship interviews during their first semester.
We have a list of quant interview books at https://www.quantnet.com/threads/ma...uants-mfe-financial-engineering-students.535/