What courses should I take as an undergrad?

[laoguru]

I study CS/Applied Math at USC and am looking for what would provide me with the best knowledge to be a prospective quant

Choose four of the below
MATH 370 Applied Algebra Units: 4
MATH 408 Mathematical Statistics Units: 4
MATH 410 Fundamental Concepts of Modern Algebra Units: 4
MATH 425a Fundamental Concepts of Analysis Units: 4
MATH 430 Theory of Numbers Units: 4
MATH 432 Applied Combinatorics Units: 4
MATH 435 Vector Analysis and Introduction to Differential Geometry Units: 4
MATH 445 Mathematics of Physics and Engineering II Units: 4
MATH 447 Mathematics of Machine Learning Units: 4
MATH 466 Dynamic Modeling Units: 4
MATH 467 Theory and Computational Methods for Optimization Units: 4
MATH 471 Topics in Linear Algebra Units: 4
MATH 475 Introduction to Theory of Complex Variables Units: 4

Choose one of the below
AME 301 Dynamics Units: 3
ASTE 301a Thermal and Statistical Systems Units: 3
ASTR 400 The Solar System Units: 4, 2 years
ASTR 422 Galaxies and Large-Scale Structures in the Universe Units: 4, 2 years
ASTR 424 Cosmology Units: 4
BISC 478 Computational Genome Analysis Units: 4
BUAD 310g Applied Business Statistics Units: 4
CHE 330 Chemical Engineering Thermodynamics Units: 4
CHEM 431 Physical Chemistry: Quantum Mechanics Units: 4
CHEM 432 Physical Chemistry for the Life Sciences Units: 4
CSCI 360 Introduction to Artificial Intelligence Units: 4
CSCI 467 Introduction to Machine Learning Units: 4
DSO 424 Business Forecasting Units: 4
DSO 428 Essentials and Digital Frontiers of Big Data Units: 4
ECON 303 Intermediate Microeconomic Theory Units: 4
ECON 305 Intermediate Macroeconomic Theory Units: 4
ECON 317 Introduction to Statistics for Economists Units: 4
ECON 318 Introduction to Econometrics Units: 4
ECON 401 Mathematical Methods in Economics Units: 4
ECON 419 Advanced Econometrics Units: 4
ECON 457 Financial Markets Units: 4
EE 330 Electromagnetics I Units: 3
FBE 441 Investments Units: 4 *
FBE 459 Financial Derivatives Units: 4 *
GEOL 425L Data Analysis in the Earth and Environmental Sciences Units: 4
GEOL 440L Geophysics and Geoengineering Units: 4
GEOL 450L Geosystems Units: 4
ISE 330 Introduction to Operations Research: Deterministic Models Units: 3
ISE 331 Introduction to Operations Research: Stochastic Models Units: 3
PHYS 304 Mechanics Units: 4
PHYS 316 Thermodynamics and Statistical Mechanics Units: 4, 2 years
PSYC 421L Data Analysis for Psychological Research Units: 4

 

[Qui-Gon]

Math 408
Math 447
Math 467
Math 471
(Math 435 would be good to build mathematical maturity)

CSCI 360 OR DSO 428 OR Econ 419 OR ISE 331

Read a lot of finance, textbooks and news (wsj, bloomberg, financial times, etc), in your free time. Apply to join the Trojan Investing Society.

 

[Daniel Duffy]

425a
408
471
467
459

 

[bigbadwolf]

471 is not a first course in linear algebra. Unless you've taken a prior course in linear algebra and/or abstract algebra, you will have problems. The pre-req for 471 is 410. On a side note, it's not clear to me that you need 471.

Also note that 425a is using Baby Rudin. Unless you have some existing mathematical maturity, this course will trip you up.

 

[laoguru]

471 is not a first course in linear algebra. Unless you've taken a prior course in linear algebra and/or abstract algebra, you will have problems. The pre-req for 471 is 410. On a side note, it's not clear to me that you need 471.

Also note that 425a is using Baby Rudin. Unless you have some existing mathematical maturity, this course will trip you up.

Sorry, I should have stated to just assume I've taken all the preliminary courses. But thank you!

 

[bigbadwolf]

Sorry, I should have stated to just assume I've taken all the preliminary courses. But thank you!

You probably still don't need 471, which will focus on the structure theorems of linear algebra. If you're interested in abstract algebra it will be great fun. But probably not pertinent to quant finance.

 

[laoguru]

You probably still don't need 471, which will focus on the structure theorems of linear algebra. If you're interested in abstract algebra it will be great fun. But probably not pertinent to quant finance.

Thoughts on planning for 408/425/447/467? And if there's anything other reccomendations?

 

[Daniel Duffy]

Thoughts on planning for 408/425/447/467? And if there's anything other reccomendations?

ODE, PDE and numerical methods?
And C++

 

[laoguru]

ODE, PDE and numerical methods?
And C++

Luckily USC teaches almost exclusively in C++ and I'm majoring in CS. Thank you so much.

 

[bigbadwolf]

Thoughts on planning for 408/425/447/467? And if there's anything other reccomendations?

425a is using Baby Rudin, and I'm not a keen fan of the book. It came out almost 70 years ago and should be in a nursing home for the elderly.

The course on vector analysis and differential geometry looks interesting, particularly as the book being used is the relatively modern Pressley. Problem is it's not pertinent to quant. Likewise for 475 (complex variables). Ditto for 430 (plus Burton is way too elementary).

The rest of the list is mostly dull and dreary. The problem with restricting yourself to quant-relevant courses is that your mind won't be expanded. You will become like Mr. Gradgrind (in Dickens' "Hard Times").

 

[Daniel Duffy]

425a is using Baby Rudin, and I'm not a keen fan of the book. It came out almost 70 years ago and should be in a nursing home for the elderly.

Yes, we know, What's your remedy?

 

[bigbadwolf]

425a is using Baby Rudin, and I'm not a keen fan of the book. It came out almost 70 years ago and should be in a nursing home for the elderly.

Yes, we know, What's your remedy?

He asked for "thoughts." I gave them.

 

[Daniel Duffy]

He asked for "thoughts." I gave them.

425a is a non-starter?

 

[bigbadwolf]

425a is a non-starter?

No, I didn't say that either. But if there's a way of circumventing it -- taking some analysis course that uses a more modern text, one not so terse and opaque, then one should go for it.

 

[Daniel Duffy]

Rudin is rigorous, in fairness. The only thing it is missing is lots of concrete examples. And use George Polya's tips and tricks.
Academia has had 70 years to achieve a next gen Rudin book on analysis. It's hardly rocket science at this stage.

“The heart of mathematics consists of concrete examples and concrete problems. Big general theories are usually afterthoughts based on small but profound insights; the insights themselves come from concrete special cases.”​

— Paul Halmos