• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Any advice to strengthen my background, especially for math. Thanks a lot

  • Thread starter Thread starter wenbo
  • Start date Start date
Joined
7/17/13
Messages
140
Points
128
Major in Accounting from Anhui University of Finance and Economics(not a reputable university), 2 internships in accounting firm, One is McGladrey in Chicago(Financial service team, audit intern), the other is PwC in HongKong(audit intern). Graduated 2012, full time job at BDO China( Accounting firm). Resigned from previous job due to health concern in 2012. now: part-time job at a local investment bank( mostly IPO business) and take part in C++ Online program. Want to transfer to quant staff in the future.So MFE program is a must for me. How could I strengthen my background(I have plenty of time to now) GMAT 690(V31, Q50, Writing5.0, IR6.0) TOEFL 102( will take another time at Oct). I understand that my background is very weak, so any advice from you to help me? Thanks~

The following are math courses I took during undergraduate.

One Academic Year Calculus, From Anhui University of Finance and Economics,
Part I, Grades: 94 Credit: 4
Part 2, Grades: 92 Credit: 4
Chapter 1 Function
1.1 Concept of Function
1.2 Property of Function
1.3 Inverse Function
1.4 Elementary Function
1.5 Application of Function in Economics

Chapter 2 Limits and Continuity
2.1 Limits of Sequence of Numbers
2.2 Limits of Function
2.3 Unlimitedness
2.4 Operation of Limits
2.5 Squeeze Theorem
2.6 Continuity of Function
2.7 Comparison among infinitesimal
Application: Koch-Curve

Chapter 3 Derivatives and Differential
3.1 Concept of Derivatives
3.2 Derivatives Rule
3.3 Higher-Order Derivatives
3.4 Differential
3.5 Application of Derivatives in Economics

Chapter 4 Mean-Value Theorem and Application of Derivatives
4.1 Mean-Value Theorem
4.2 L’Hospital Rule
4.3 Monotonicity of Function
4.4 Maximum of Function
4.5 Concave-Convex, Inflection point and asymptote

Chapter 5 Indefinite Integral
5.1 Concept and property of Indefinite integral
5.2 Fundamental integral methods
5.3 Integration by substitution
5.4 Integration by parts
5.5 Integration of rationale function

Chapter 6 Definite integral
6.1 Concept and property of Indefinite integral
6.2 Fundamental theorem for definite integral
6.3 Computation methods for definite integral
6.4 Application of definite integral
6.5 Improper integral

Chapter 7 Infinite Series
7.1 Concept and property of constant series
7.2 Convergence and divergence of positive term series
7.3 Convergence and divergence of any term series
7.4 Power Series
7.5 Power Series Expansion for function

Chapter 8 Differential and integral for multivariate function
8.1 Space analytic geometry
8.2 Concept for multivariate function
8.3 Partial Derivatives
8.4 Total Differential
8.5 Differentiation Methods for multivariate compound function and implicit function
8.6 Maximum and minimum for multivariate function
8.7 Concept and property for double integral
8.8 Computation method for double integral

Chapter 9 Introduction to differentiation equation
9.1 Concept for differentiation equation
9.2 First-order differentiation equation
9.3 Second-order liner differential equation with constant coefficients
9.4 Application of differentiation equation

Chapter 10 Introduction to difference equation
10.1 Concept for difference equation
10.2 First order liner difference equation with constant coefficients
10.3 Second order liner difference equation with constant coefficients

One Semester Liner Algebra, Content as followed
Grade: 96
Credit: 3
Chapter 1 Determinant
1.1 Nth-order Determinant
1.2 Property of determinant
1.3 Expansion of determinant
1.4 Cramer’s Rule

Chapter 2 Matrix
2.1 Definition of Matrix
2.2 Operation of Matrix
2.3 Typical Matrix
2.4 Block Matrix
2.5 Inverse Matrix
2.6 Preliminary Matrix Transformation

Chapter 3 System of liner equations
3.1 N dimensional vector
3.2 Rank of vector group
3.3 Rank of Matrix
3.4 General theory of solutions to system of liner equations

Chapter 4 Vector Space
4.1 Vector Space
4.2 Inner product of Vector
4.3 Orthogonal transformation and orthogonal matrix

Chapter 5 Eigenvalue and eigenvector
5.1 Eigenvalue and eigenvector
5.2 Similarity matrix and diagonalization of matrix
5.3 Diagonalzation for real symmetric matrix

Chapter 6 Quadratic form
6.1 quadratic form and its matrix
6.2 Standardization of quadratic form
6.3 Normalization of quadratic form
6.4 Positive definite quadratic form and positive definite matrix

One semester Probability and Statistics
Grade 94
Credit 3
Chapter 1 Random event and probability
1.1 Random event
1.2 Probability
1.3 Conditional probability and independence
1.4 Total probability formula and Bayes Formula

Chapter2 Distribution and numerical characteristic of random variables
2.1 Random Variables
2.2 Distribution of discrete variable
2.3 Distribution functions of random variable
2.4 Distribution of continuous variable
2.5 Distribution of random variable function
2.6 Numerical characteristic of random variable

Chapter 3 Random Vector
3.1 Distribution of Two-dimensional random vector
3.2 Numerical Distribution of random vector
3.3 Two-dimensional normal distribution
3.4 Law of large numbers and central limit theorem
3.5 N-dimensional random vector

Chapter 4 Sample Distribution
4.1 Statistics
4.2 Sample Distribution

Chapter 5 Statistical estimate
5.1 Point estimation
5.2 Evaluation for estimator
5.3 Interval estimation for normal population
5.4 Interval estimation for ratio

Chapter 6 Hypothesis testing
6.1 Concept of Hypothesis testing
6.2 Hypothesis testing for mean of normal population
6.3 Hypothesis testing for variance of normal population
6.4 Hypothesis testing for ratio
6.5 nonparametric-test

Chapter 7 Regression Analysis
7.1 Empirical formula and least square method for single variable linear regression
7.2 Significance test for single variable linear regression
7.3 Prediction and control for single variable linear regression
7.4 Linearization for non-linear problems
7.5 Least square method for multi-variables liner regression

One semester statistics
Grade 86 Credit 3
 
Back
Top