How are ODEs/PDEs/Measure theory introduced in MSQF/FE programs

[itsnotbubs]

Outside of Rutgers and a few other programs ODEs and PDEs aren't a prerequisite. Do FE/QF related graduate programs introduce them and apply them to finance (removing a lot of nuance of the physical application)? The same goes for measure theory, but that is typically a graduate course, though I have not yet seen it as a course at these programs, which I have the same question as before.

 

[Daniel Duffy]

I wonder what was in the water in Hungary in those days to produce so many geniuses.

Hungary was a front for aliens from Mars. In an answer to the question of why there is no evidence of intelligent life beyond Earth despite the high probability of it existing, Szilárd responded: "They are already here among us – they just call themselves Hungarians."

 

[Daniel Duffy]

 

[Daniel Duffy]

Peter Lax PDE guru

// believe it not, PL attended a lecture of mine on Black-Scholes-esque PDE in 1977..

 

[Daniel Duffy]

 

[Daniel Duffy]

Georg Polya

 

[Daniel Duffy]

 

[Quasar Chunawala]

That is indispensable!

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