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The best preparation would be an easier curriculum in the things you will study as an MFE student... some sort of math/comp sci hybrid (i.e. math major, cs minor) with a few finance courses taken as electives would probably work best. As an undergrad you will want to learn as many "building blocks" as you can (i.e. linear algebra, differential equations, c++), because you are then going to learn to semi-properly apply them as an MFE student.