What classes should a transitioning PhD student take?

[Robert C.]

Hi all, for reference I recently made the post located here:
https://www.quantnet.com/threads/cu...dering-the-switch-to-quant.21696/#post-158920

I am trying to weigh all of my options. Stay in grad school, transition to a MFE, or enter industry with a MS. Sadly, for future prospects my grad program prestige might hurt me.

My graduate school is one that is extremely good at it's respective topic (it is top 10 in grad schools for physics, outranking some places like Colombia and Yale, but isn't a private school). I turned down some Ivey league schools to come and work with my very reputable advisor here, but I'm guessing that employers won't care much about that.

Anyways, all that aside, I am hoping to get some advice on what courses to take this semester (a lot have filled now, sadly, although I can always take other classes or self-teach without intentions of earning transcript credit). I have bolded what I am trying to choose between, but I have also added some other ones that caught my eye. I am not sure what will most help me most as I choose to transition into industry. My options include:


CS:
Grad level:
Numerical Solution of Partial Differential Equations--Finite Element Methods
Matrix Analysis and Computation

UGrad level CS:
Advanced Applications Programming (Advanced application programming using a high-level, virtual-machine-based language)
Data Structures and Algorithms I (The study of data structures and their applications. Correctness proofs and techniques for the design of correct programs.)
Automata and Formal Languages



ECON:
Introduction to Probability and Statistics for Econometrics
Modern Asset Pricing
Economic Development (developing nations)
Microeconomic Theory I

Statistics:
Measure Theory for Probability
Introduction To Probability Theory And Stochastic Processes
Statistical Theory
Financial Modelling (aka STOCHASTIC CALCULUS AND APPLICATIONS)

Thanks for taking the time to read this!

EDIT: ps, assume I am a seasoned enough student to have met or be able to get past any hurdles of adjusting any possible course pre-req's.

 

[mhy]

I'd do the modeling and programming classes. (Stochastic calculus + programming)

 

[IntoDarkness]

ucsb? imho its the best uc only second to berkeley. pstat is fairly strong. u should take advantage over their seminars too. its even better if u can somehow transfer to their phd program...