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The Official Undergraduate Discussion Thread

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7/25/10
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ITT We actually talk about a Undergraduate Quant Education: talk about schedules/internships/whatever, but try to keep off-topic chatter to a minimum.

I'll start off by posting my planned dream schedule (this is for Carnegie Mellon.)
Any ideas as to what courses I should add/drop? The only thing I can think of is to add more CS courses, but how valuable is that really if I already know CS through self-study and internships?
 

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  • Schedule.xls
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Math courses I'm taking this year & next year (which will be my final year):

Real Analysis I
Vector Calculus
Numerical Methods I (computational linear algebra)
Mathematical Statistics I

Real Analysis II
Differential Equations
Mathematical Statistics II

Real Analysis III (full year course)
Partial Differential Equations
Computational Finance
Stochastic Processes

Numerical Methods II (numerical differentiation/integration, diff EQ)
Monte Carlo Methods
 
Math courses I'm taking this year & next year (which will be my final year):

Real Analysis I
Vector Calculus
Numerical Methods I (computational linear algebra)
Mathematical Statistics I

Real Analysis II
Differential Equations
Mathematical Statistics II

Real Analysis III (full year course)
Partial Differential Equations
Computational Finance
Stochastic Processes

Numerical Methods II (numerical differentiation/integration, diff EQ)
Monte Carlo Methods
Is that normal vector calc, or some-sort of proof based/advanced course? Because second semester junior year is rather late to be taking an ordinary multivariate calculus course, isn't it?
 
It's first semester, 3rd year. And yes, it's a more theoretical/proof-based coverage of Green's Theorem, Stoke's Theorem, etc.

I took multivariate last year.
 
Bump; can anyone give advice on my schedule (or DanM's for that matter)?
 
Next year will be my final year of undergrad. I'm a CS major, but I've tried to add as much math and finance as I can since I learned about quantitative finance last year.

This semester, I'm taking:

Concurrent Programming
Artificial Intelligence
Object-Oriented Analysis & Design
Probability
Statistics
Pricing Financial Instruments

Some of what I'm planning to do in the future:

Advanced Algorithm Design & Implementation
Data Mining
Machine Learning
Linear Algebra
Time Series Analysis
Stochastic Processes
Research (I'm thinking about it, preferably AI and/or Finance related)
More Programming/Math/Finance

As far as advice, I would say more programming wouldn't hurt.
 
Also, I think work experience can be very beneficial. Both for your resume and for trying to figure out what you really want to do. I'm looking for an internship to get some quant experience.
 
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