Comment on my choice of course for this summer

[Jack Van]

I'm graduating with a computer science degree and I want to strengthen my background in math so I applied and was accepted to the Quantitative Studies for Finance Certificate at Columbia (pretty much a rubber stamp application process). I have Calc I/II, introductory statistics, and linear algebra under my belt. I've also written a paper about numerical methods in PDE approximation (by virtue of taking a class in numerical analysis). I'm able to skip some of the calculus sequence to take one of the following courses at Columbia,

- Ordinary Differential Equations
- Probability
- Introduction to Modern Analysis
- Analysis & Optimization

Given my background, what would you recommend?

ODE seems like it would be useful but since I've already had experience with approximating PDEs, I thought it may be less useful for me. The analysis course sounds interesting and it would also strengthen my application in an area I don't have much experience in, pure mathematics, but would that be looked upon favorably?

Suggestions are welcome. Thank you.

 

[Jack Van]

bump - advice on this would be great, I have to choose courses soon.

 

[Andy Nguyen]

Is it safe to assume your programming skill is pretty good with a CS degree?
What are you trying to do with these courses? To find a job/internship or to do some kind of MFE degree later?

 

[Jack Van]

Yes, my programming skills are strong, especially in C.

I have a job for the next few years and I would like to take these courses to eventually go back to school for an MFE.

I haven't taken Calc III but they're letting me skip it so I can take a more advanced course instead and I would like to know which would be best (or, alternatively, should finish the calculus sequence/does it matter to adcoms?).

 

[Andy Nguyen]

In the context of MFE application, many programs will want to see you have a calculus sequence (normally Cal 1-3). The courses you listed all sound useful so if you can, take all. If not, take probability.
It's not optimal when you take into account that many applicants are from Asia who has taken more math than you.

 

[Jose T]

Personally, I think you should take Calc III. I don't understand why you would want to skip that. You may be able to learn it on your own, but I think strengthening your foundation would benefit you more in the long run since Calc I-III knowledge is so widely assumed.