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This class might be as important or more important as PDEs.


These topics are fairly low-level building blocks for a lot of the quant applications of stats and data science.


That being said, if your goal is only to get into a quant program, then fancy courses like measure theory look a bit better if you do well on them (depending on the person who is reviewing your application). However, I would recommend PDEs and stats as they would help you do well in the actual program and do better in interviews once you get there.


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