What should I expect from a master's in qunatitiative finance?

Hi guys, to those of you who have taken courses in quantitative finance, I have heard they are considered heavy math.

If I am currently taking Cal 1, and I will be taking Cal 2 and 3, should I expect heavier math than these courses? If I am doing well in these courses, should I be doing well in a quant. program?

Thank you!

2 Comments
 

-was math major at target and currently mfe at a target

In my personal experience, QF has a few areas where it can get difficult.  Honestly, in a lot of schools, you can skip Calc 1 and 2 with a 5 on AP Calc.  Usually, depending on which professor, calculus can be extremely easy to decent classes.  But, the nature of the material taught in intro calc courses aren't that complicated.  

For QF, you need a solid understanding of PDEs, linear algebra, prob/stats, and stochastic calc.  It's also helpful to know how to code to do time series analysis and running simulations  

 

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