Undergraduate suggestion

[Colben Aldrich]

Ill keep this brief, Im curious to what other students or graduates have to say.

Im currently a CS major with a Math minor and will have the typical math classes - up to Calculus 3, Linear Algebra, Stats- plus some others like Numerical Analysis and an Operations Research course.

With the cross listed courses at my University it would be fairly easy (4 classes) for me to just pick up a Math major on top of my CS. Would this really look that much better on a resume/transcript? The only addition of classes over my minor would be:

Differential Equations
400 level Elective
Modern Algebra - algebraic proof course
Elementary Analysis

It would produce a fairly tricky course load but I think it could be done. I just am worried I might put my GPA at risk. Id really like to put myself in the best position to get into a good MFE program.

 

[JLevin]

Depends on what the school you're applying to is looking for... maybe try to get an idea of this. Some schools have a bigger focus (for admittance) on programming, some have a bigger focus on mathematics.

But yeah, it looks much better in general. For jobs, grad school, whatever. Do an estimation of your probable lowest and highest average after doing those courses... and see if it's a huge impact.

 

[JonesUCF]

I'm currently an undergrad student applying applying for MFEs in Fall 2016 so maybe I won't be able to give as good an answer as others, but I think completing the math major would be worth it. In general, I think earning a degree in math looks a ton better than just having the minor.

If I were you, I would try to look at this as an investment decision. Think about the cost and time it will take for you to take the extra 4 classes, and then think about the possible returns on investment. Look at the specific programs you're planning on applying to, and try to gauge how much earning the major, compared to the minor, increases your chances at acceptance. As JLevin said, some programs put more emphasis on math than others.

Again, I don't know your specific situation, but I think those four classes could go a long way to improve your chances. It seems a good amount of programs like to see a background in differential equations and analysis, which you would gain by taking those four classes. With that 400 elective, you could take partial differential equations, which seems desirable in this field. I don't know how much Modern Algebra will help, but I'm personally taking Abstract Algebra (pretty sure it's same course) at the moment and it's one the most interesting courses I've taken as an undergrad.

 

[Daniel Duffy]

I don't know how much Modern Algebra will help, but I'm personally taking Abstract Algebra (pretty sure it's same course) at the moment and it's one the most interesting courses I've taken as an undergrad.

More generally, Finite-dimensional vector spaces are good for shaping the grey cells. It is pure maths.

However, it is not YET directly useful in computational finance. I would follow on with

Numerical linear algebra - Wikipedia, the free encyclopedia

and then be able to apply software packages e.g. Eigen, Boost uBLAS, NAG etc. In languages such as Python and C++.