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Undergrad Seeking Course Advice

john smith

New Member
Hello Everyone,

I am a sophomore majoring in computer science and operations research who is planning to study financial engineering after graduation. I have been doing a lot of web browsing in an attempt to find information on what courses to take as an undergrad. From reading the posts on this forum, it appears that all of you are much farther up the educational ladder than I am so I was hoping that you could advise me on what subjects I should concentrate on. Here is what I have gathered so far.

ordinary/partial differential equations
linear algebra
stochastic calculus
numerical/real analysis

I have also read the sections in "Paul and Dominic's Guide to Getting a Quant Job" that talk about what quants should know but most of it is way over my head. I hope those topics are normally learned in grad school and not in undergrad years? :-ss

If anyone could elaborate on the topics I should concentrate on or point me to a good resource, I would really appreciate it. :prayer:


Active Member
email Dan Stefanica at Baruch's MFE program. That course list seems solid, though.