- Joined
- 5/20/13
- Messages
- 8
- Points
- 13
I am an engineering student from Denmark at the Technical University of Denmark (DTU). For my bachelor I studied life science engineering and I started studying systems biology for my masters. However, the only classes in school I have ever been really motivated about has been mathematics and programming (though I never really saw it as an option for me to concentrate on that: too geeky, I thought). I knew I wasnt really happy about was I was studying so I tried working as an part-time analyst at a management consultancy firm, to see if the business side of things was something for me, but that was waaaay to soft for me.
Then I decided, to heck with it - I wanna do something with math and programming. Well, about a half year ago I decided to call the program director for a studyline at my university called "MSc Mathematical modelling & Computation" to hear if there was any possibility that I could be enrolled. I told me that I was a little too short on maths and programming courses but if I used some of my electives on my current program to take some maths and programming courses I could enroll after Christmas. So I used all summer for brushing up on probability, alot of calculus, linear algebra and matlab - I was already okay at R.
Meanwhile, I discovered Quantnet and read a little about quantitative finance. I thought it sounded interesting so I took the coursera course "Introduction to computational finance and financial econometrics" which was pretty interesting I thought (and easy).
So this semester I am taking an undergraduate course in systems of differential equations, an undergraduate course in numerical methods using matlab, an introductory course in C++ for computing, and an graduate level course in stochastic processes. (I find the stochastic processes course pretty difficult - and the professor teaching the class is not a very good teacher).
I am becoming more and more interesting in quantitative finance and almost certain now that this is something I wanna pursue. I am buying alot of books and use all of my time on maths, programming and reading about quantitative finance. For the first time I am really motivated about school.
I am starting the Master in Mathematical Modelling and Computation after Christmas and these are the courses I am planning on taking (masters in Denmark are always 2 full-time year programs):
- Optimization and Datafitting (using matlab)
- Stochastic Simulation (using R)
- Scientific Computing for differential equations (using matlab)
- Introduction to Operations Research (a undergraduate course - but I need it)
- Multivariate Statistics
- Time Series Analysis
- Introductory Machine learning and Data mining (using python)
- Financial Optimization (using some unknown program called GAMS)
- Financial Products (with VBA and excel - pretty basic course)
- Financial Risk Management (with matlab)
- Continuous-Time Finance (at Copenhagen University) (mostly a course on SDE's I think)
I am also considering
- Advanced time series analysis (with R)
- Digital Signal Processing (with matlab)
I am also planning on taking the Quantnet C++ certificate summer 2014.
Are these good courses for a career in quantitative finance?
Due to some rules at my university I am actually allowed to take more credit points because I will switch studyline. That means that I can have 150 ects points on master instead of the normal 120 points.
So I was planning to take an extra course each semester.
But my questions is, am I rushing it? - Right now I actually feel a little bit like I am taking in too much information and it maybe wont have time to settle. My experience is that even though I am pretty good at absorbing the curriculum for a given course and get a high score; if I learn it too quickly, it will also disappear quickly. And I don't want to be good at maths and programming just for the exams.
Should I not take the extra courses or should I maybe just extend the duration of my studies.
Higher education in Denmark is free. The government actually pays me a grand $ every month for studying, but soon they wont (because I have studied for too long).
Then I decided, to heck with it - I wanna do something with math and programming. Well, about a half year ago I decided to call the program director for a studyline at my university called "MSc Mathematical modelling & Computation" to hear if there was any possibility that I could be enrolled. I told me that I was a little too short on maths and programming courses but if I used some of my electives on my current program to take some maths and programming courses I could enroll after Christmas. So I used all summer for brushing up on probability, alot of calculus, linear algebra and matlab - I was already okay at R.
Meanwhile, I discovered Quantnet and read a little about quantitative finance. I thought it sounded interesting so I took the coursera course "Introduction to computational finance and financial econometrics" which was pretty interesting I thought (and easy).
So this semester I am taking an undergraduate course in systems of differential equations, an undergraduate course in numerical methods using matlab, an introductory course in C++ for computing, and an graduate level course in stochastic processes. (I find the stochastic processes course pretty difficult - and the professor teaching the class is not a very good teacher).
I am becoming more and more interesting in quantitative finance and almost certain now that this is something I wanna pursue. I am buying alot of books and use all of my time on maths, programming and reading about quantitative finance. For the first time I am really motivated about school.
I am starting the Master in Mathematical Modelling and Computation after Christmas and these are the courses I am planning on taking (masters in Denmark are always 2 full-time year programs):
- Optimization and Datafitting (using matlab)
- Stochastic Simulation (using R)
- Scientific Computing for differential equations (using matlab)
- Introduction to Operations Research (a undergraduate course - but I need it)
- Multivariate Statistics
- Time Series Analysis
- Introductory Machine learning and Data mining (using python)
- Financial Optimization (using some unknown program called GAMS)
- Financial Products (with VBA and excel - pretty basic course)
- Financial Risk Management (with matlab)
- Continuous-Time Finance (at Copenhagen University) (mostly a course on SDE's I think)
I am also considering
- Advanced time series analysis (with R)
- Digital Signal Processing (with matlab)
I am also planning on taking the Quantnet C++ certificate summer 2014.
Are these good courses for a career in quantitative finance?
Due to some rules at my university I am actually allowed to take more credit points because I will switch studyline. That means that I can have 150 ects points on master instead of the normal 120 points.
So I was planning to take an extra course each semester.
But my questions is, am I rushing it? - Right now I actually feel a little bit like I am taking in too much information and it maybe wont have time to settle. My experience is that even though I am pretty good at absorbing the curriculum for a given course and get a high score; if I learn it too quickly, it will also disappear quickly. And I don't want to be good at maths and programming just for the exams.
Should I not take the extra courses or should I maybe just extend the duration of my studies.
Higher education in Denmark is free. The government actually pays me a grand $ every month for studying, but soon they wont (because I have studied for too long).
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