What math topics a great Quant should know

[D Serg]

Say,
-Pure Mathematics + Calculus
-Stochastic Calculus
-Financial Mathematics
-Real Analysis
-Statistics
....

What else?

 

[ramnik]

Look around the forum, and Andy's footer on the Master reading list. Furthermore, the list of courses in any decent program should help you figure it out.

 

[D Serg]

Look around the forum, and Andy's footer on the Master reading list. Furthermore, the list of courses in any decent program should help you figure it out.

hi,
I saw that list, but it's not very deeply mathematical - I mean, that it will not be enough for geniuses.
Moreover, what is a decent program? Say, MFE is not a decent program for me - maybe it's good, but it's not enough for my appetite. But I don't want to skip something from Mathematical side.

 

[euroazn]

We are under the assumption that we are geniuses?

 

[D Serg]

We are under the assumption that we are geniuses?

well, maybe one or two of you, guys - it's what probability says to me, but it's fine with me.

 

[joel_b]

well if you are planning to be a mathematical genius, I'm sure you won't skip anything important, and it wouldn't be hard to pick up if you do. There is no limit to the math topics a great quant should know, however you only need to know the ones that enable you to be a great quant.

math genius does not always imply a great quant

 

[Yike Lu]

Not all math is useful for a quant.

Not all quant math is interesting to a mathematician.

What you wrote above is a decent list. Here are some more
ODEs
PDEs
Numerical methods
Game theory

Probably the most important thing to be a useful mathematician to a finance firm is to be able to see the correspondence between the math and the underlying finance.