UGBA 137 w/ Namvar

pux3940
Wed, 22 May 2013 04:00:54 +0000

I also hope to do an MFE after graduation.

When I wrote him with the following ~6 months ago:

Would you recommend your class for students who intend to go to graduate school in Financial Engineering/Mathematical Finance, or is it more of a terminal course for students who just want to know a bit more about the subject?

He replied:

it’s difficult to say because of the different personal backgrounds. However, I think I would err on the side of the latter.

I think you’d be better off taking more math and statistics courses (Math 126 PDEs/STAT 135/150, etc.) beyond the usual math curriculum. I think additional finance courses would be more helpful than taking UGBA 137 like 131 (though it’s too bad UGBA 137 (Derivatives) was canceled)