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[jpete]

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[MRoss]

From my experience and having have taken actuarial courses in undergrad (100% useless for MFE) I would say Major in math and Minor (or concentrate) in computer science. Take a few finance courses... but finance is easy compared to math and/or CS.

GPA: Go for a 4.0!
GRE: Make sure you get a 170!

 

[Minsuk Chang]

Jack Peterman

Go for pure math no doubt. Build your fundamentals during the undergrad.

 

[Ken Abbott]

Thank you very much for your advice. The only problem is that at Michigan you can't just be a math major, you have to choose a specific concentration in either pure math, mathematical sciences (math econ, bio, physics, etc.), actuarial/financial mathematics, or mathematics education. Out of these choices, wouldn't you think that actuarial/financial mathematics would be the best math concentration?

Many quant finance students know a lot about PDEs, but very little about the fundamentals of bond pricing. I even had one draw a price/yield line concave wrt the origin. take the actuarial path. It's a safer bet.