Education Advice for an Econ Guy

[Jedison]

The ratio of interesting and deep results to definitions is close to zero. In contrast, areas like complex analysis, differential geometry, algebraic topology, and number theory have healthy ratios. I don't know if it's difficult for an econ major to pick up measure theory but it will be deadly tedious and boring -- and probably serve no purpose.

I won't really argue that, especially the Complex Analysis part. Admittedly, re-learning basic probability using the definitions of measure theory was pretty tedious. I will say that it forms the language of martingale theory, which I would say has a pretty good ratio of definitions to results.

Also sorry @SwissEcon for blowing up your thread haha If you can get through multi calc, calc based probability, and get some C++ under your belt you'll be okay.

 

[SwissEcon]

First of all, thank you for all your input! I think that it´s best to hear different opinions .

I have a friend studying pure maths at ETH Zurich, he provided me with the course material; and in his opinion, measure and integration theory is fundamental because it offers the foundation for "further education". He suggested that I should study MT, Functional analysis, Stochastic Calculus. But well, he is very into maths and is only interested in research.

So, I think the first step should be getting in touch with C++

 

[bigbadwolf]

and in his opinion, measure and integration theory is fundamental because it offers the foundation for "further education". He suggested that I should study MT ...

If you're determined to do this, you could do worse than starting with Weir's Lebesgue Integration and Measure, as soon as you've completed a couple of semesters of undergrad real analysis.

 

[Daniel Duffy]

First of all, thank you for all your input! I think that it´s best to hear different opinions .

I have a friend studying pure maths at ETH Zurich, he provided me with the course material; and in his opinion, measure and integration theory is fundamental because it offers the foundation for "further education". He suggested that I should study MT, Functional analysis, Stochastic Calculus. But well, he is very into maths and is only interested in research.

Your friend is a pure maths, which is fine. But the advice is not useful IMO.

Computational finance is heavily applied.

So, I think the first step should be getting in touch with C++

As well as learning how to program.