Prep before I get into an MFE program

[Quasar Chunawala]

Hi all,

I am a MFE aspirant and am looking to apply for the NTU Singapore MFE batch, 2017. I am a IT undergrad, working as a business analyst for a European investment bank.

• My programming skills are good - I love to play around with pricing models in C++, Matlab and Mathematica.
• My finance background is decent - taking CFA III in June, 2016.
• My concern here is, my mathematical background is not great. In college, I have studied Calculus, Probability, Statistics, Linear Algebra, basic real analysis.
  

I believe in experiental learning and learning by how to solve the problem.

I have one year's time with me.

1 a) What prep would be best before getting into the MFE course - specifically w.r.t programming? Any good text I should refer.
(b) What about numerical analysis, PDE and Stochal? As far as the math goes, I am willing to put in the hours.

2. Any tips to make a strong case for myself while applying to MFE courses would be immense help.

3. How do I improve my ability to think mathematically?

Cheers!
Quasar C.