ADVICE
Advice for students of the Department of Mathematics
Highly recommended courses for students of the Department of Mathematics
Analysis 1/2 and Linear Algebra 12 are highly recommended among required major courses, and Differential Equations and Probability and Statistics among major electives. Algebra 1/2, Topology 1/2, Differential Geometry 1/2, and Complex Analysis 1/2 are recommended for subsequent years. After taking these courses, they may choose courses in the areas of their intended specialization.
Students should not hesitate to ask questions to their professors. They should challenge themselves by tackling new problems.
Advice for students interested in financial engineering
Students of the Department of Mathematics should first complete Analysis, Probability and Statistics, and Differential Equations. While these courses are not mandatory, they allow students to acquire the most basic mathematical knowledge and get off to a good start.
Next, students should try to become familiar with finance-related topics such as financial management, financial theory, investment theory and gift options.
Other recommended courses are microeconomics, macroeconomics, regression analysis, multivariate statistics analysis, econometrics, time series analysis, and business/economic data analysis.
Students should be familiar with one of the following software: Excel (VBA), SAS, MATLAB, Mathematica, or Maple. For more advanced study, they should sign up for a programming course to learn C or C++.
Lastly, courses on financial mathematics or those requiring a deeper level of understanding should be taken after completing basic courses. Students wishing to study finance in graduate school will find it extremely helpful to learn partial differential equations, real analysis, and numerical analysis before graduating.