Classes - Fourier Analysis or Operations R.

[Cauchy_Way]

Hi everyone,

I have one class slot to fill for next semester and I've narrowed it down to two classes (descriptions below).
Opinions on which is most applicable to mathematical finance in general?

Later on, I will also be studying Stochastic Processes, Time Series, ect. which applications of FA seem to appear, though how much I am unsure.

Fourier Analysis:
Fourier theory in depth. Covers: applications as wavelets, FFT, seismology, signal processing, differential eqs., and Fourier optics.

Operations Research:
Covers: linear and nonlinear programming, transportation, simplex method, sensitivity, network flow problems, duality, constrained and unconstrained optimization theory, and Kuhn-Tucker conditions.

 

[Ken Abbott]

OR is very mind-expanding and will help you consider alternate ways of solving problems. FFT has some interesting applications in finance (seasonality, etc.), but I'd go with OR.