Grad. Course advice

[martizzle]

Hi,

Background info:
I'm a first year math grad student. I have no work experience related to Finance/Business; all my work experiences have been academic (REU or tutoring/TA) in either math/physics.

Interests: Career path in Financial Engr/OR.

Goal (short-term): Obtain a summer internship position in a bank.

List of Courses I could possibly take next semester:

Intro. to Modern Algebra II
Intro. to Analysis II
Complex Analysis II
Partial Differential Equations I
Math. Stat. II
Financial Engr.

I would like to take 4 courses this coming semester. Can you please advice/give reasons if possible of which courses I should take? Thanks.

 

[koupparis]

Of those courses, the ones that sound most promising and are more closely related to financial engineering, are the last two. Complex Analysis and Modern Algebra are pretty far off the beaten path. Analysis will be good and possibly PDEs, although I don't know what the course covers.

 

[martizzle]

Of those courses, the ones that sound most promising and are more closely related to financial engineering, are the last two. Complex Analysis and Modern Algebra are pretty far off the beaten path. Analysis will be good and possibly PDEs, although I don't know what the course covers.

Thanks. I will find out the syllabus of PDE.

 

[martizzle]

Of those courses, the ones that sound most promising and are more closely related to financial engineering, are the last two. Complex Analysis and Modern Algebra are pretty far off the beaten path. Analysis will be good and possibly PDEs, although I don't know what the course covers.

This was the syllabus for PDE:
First-order partial differential equations, method of characteristics; Cauchy-Kovalevskaya theorem; second-order equations, classification existence, and uniqueness results; formulation of some of the classical problems of mathematical physics.
How related to FE is this?
Or is Advanced ODE(syllabus below) more suitable?
Existence, uniqueness, and representation of solutions of ordinary differential equations; periodic solutions, singular points, oscillation theorems, and boundary value problems.

Thanks

 

[bigbadwolf]

This was the syllabus for PDE:
First-order partial differential equations, method of characteristics; Cauchy-Kovalevskaya theorem; second-order equations, classification existence, and uniqueness results; formulation of some of the classical problems of mathematical physics.
How related to FE is this?
Or is Advanced ODE(syllabus below) more suitable?
Existence, uniqueness, and representation of solutions of ordinary differential equations; periodic solutions, singular points, oscillation theorems, and boundary value problems.

Only a thin sliver of differential equation theory is used in finance (and that too, maybe fortuitously) -- a bit about parabolic PDEs, a bit about boundary-value conditions for such equations, and a bit about numerical methods for solving them.

 

[martizzle]

thanks