Accepted, now need some opinions

[OGrace]

Hello everyone, just wanted to hear some opinions.

I got accepted to do a Diploma for Graduates in Mathematics at the University of London External System and I have to select 4 optional courses out of list below:

Game Theory
Advanced Mathematical Analysis
Optimisation Theory
Mathematics of Finance and Valuation
Advanced Statistics: Distribution Theory
Advanced Statistics: Statistical Inference

What do you guys recommend for preparation to become a Quant?

 

[Andy Nguyen]

Congratulations. Judging from the titles alone, I would choose
2
4
5

The last choice is a toss up between 3 and 6 depending on what's in those courses.

 

[OGrace]

I was thinking similarly as well,

The optimisation course will cover:

Weierstrass' Theorem
Lagrange's Theorem
Kuhn - Tucker Theorem
Finite and Infinite Horizon Dynamic Programming.

The inference course:

Data reduction
Point estimation
Interval estimation
Hypothesis testing

I am leaning more towards the second stat course since the optomisation course does not do much programming (linear programming etc, but then again its just a diploma).

 

[bigbadwolf]

What's in the analysis course? The inference course doesn't look very exciting (though the material is standard fare).

 

[OGrace]

Specific topics covered in the Analysis course are:

series of real numbers;
series and sequences in n-dimensional real space Rn;
limits, continuity and derivatives of functions mapping between Rn and Rm;
closed and open sets, compactness and other topological ideas in Rn;
metric spaces uniform convergence of sequences of functions.

here is more detail about the Inference course:

Data reduction; Sufficiency, minimal sufficiency. Likelihood.

Point estimation; Bias, consistency, mean square error. Central limit theorem. Rao-Blackwell theorem. Minimum variance unbiased estimates, Cramer-Rao bound. Properties of maximum likelihood estimates.

Interval estimation; Pivotal quantities. Size and coverage probability.

Hypothesis testing; Likelihood ratio test. Most powerful tests. Neyman-Pearson lemma.


Overall, I'm pretty excited, I hope this diploma will prove useful