Undergrad math courses for Masters program
HI,
I am currently an undergrad student studying economics and financial management. I am hopefully going to apply for a masters in either financial economics or quant. finance. And from what I've heard both of them require advanced math courses, so I have decided to take the following math electives, and am wondering if they will give me any leverage when applying for grad school(Excluding the econ/finance courses that are a part of my program):
1. Calculus I
2. Calculus II
3. Linear Algebra
4. Differential equations I
5. Multivariate calculus
6. Intro to programming (Python)
7. Deciding between probability theory and Real analysis
Thanks.
Drop the financial management major and add a math major. Then you'll be all set as long as you can keep your GPA high and score well on the GRE or GMAT.
absoultly take probability, best undergraduate math class hands down
also, i would argue it's the hardest
I would say topology is the hardest.
Topology is harder than probability, hands down. Take probability over analysis, although if you have the time you should take analysis too, just because it's an awesome class.
In terms of how "advanced" these courses are (re: grad school), that's questionable. I'd say Calculus (single/multivar) + linear algebra (and maybe diffEQ) are pretty much expected. I might also have a skewed perspective from my undergrad experience, though.
for the majority of quant fin programs, multivariable, linear algebra, and probability are prereqs. you must take these courses for admission
As a couple people have already said, calculus (both single and multi) and linear algebra are required, generally speaking. You should also have a solid grounding in probability theory. And I've also seen differential equations highly recommended.
As for analysis, I'd say it shows mathematical aptitude and will develop your problem solving skills. So it can be impressive (as long as you do well). But unless it's a PhD program it's not really expected nor particularly important, IMO.
I think an undergrad class in PDEs would be helpful.
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