Need help choosing courses

[sandipants]

Hey guys,

Im looking at scheduling my courses for my senior year, and I'm choosing my last senior level math course. (Econ Major, Math Minor)

I'm choosing between:

Intro to Topology
Elementary Stochastic Processes
Complex Variables
Abstract Algebra
Complex Variables
Intro to Graph Theory

So far, I've taken three semesters of calculus, real analysis, linear algebra, differential equations, and probability. Which course would you suggest taking? Which is would look best on an application to a financial engineering mathematics program? Which would be the most interesting?

 

[Andy Nguyen]

Intro to Topology
Elementary Stochastic Processes
Complex Variables (listed twice)
Abstract Algebra
Intro to Graph Theory

Add a few more programming courses to the list of you want to be competitive candidate for MFE programs.

 

[martingaletrader]

complex variables - cause it ties in with PDEs and Fourier transforms

 

[MRoss]

Agree with Andy

 

[Daniel Duffy]

The original list is mostly pure maths.
Numerical Analysis is probably one of the most useful topics.

 

[myampol]

complex variables - cause it ties in with PDEs and Fourier transforms

No, if you take a course in Complex Variables, you won't be covering PDEs, and you may or may not even get to Fourier transforms -- you have to look closely at the syllabus.

Here's a popular text for a course in Complex Variables:

http://www.amazon.com/Complex-Variables-Introduction-Applications-Mathematics/dp/0521534291

The authors address Fourier (and Laplace) Transforms and applications to differential equations in sections (*)4.5 and (*)4.6.

However, the authors indicate, "Sections denoted with an asterisk (*) can either be omitted or read independently."

This means that you don't need the rest of what's in there in order to understand this stuff. Indeed, you (hopefully) already saw this material in your differential equations course.

 

[martingaletrader]

Applied Complex Analysis with Partial Differential Equations

Nakhle H. Asmar (Author)
http://www.amazon.com/Applied-Compl...=sr_1_3?s=books&ie=UTF8&qid=1318329367&sr=1-3
personal choice. Complex Analysis is a beautiful subject. But then again if you are hell bent on just choosing courses for future MFE you won't get enrichment. Complex variables pop in the most unusual of places including probability theory, e.g. central limit theorem.
The above book is quite good. And check out complex variables courses at Imperial College and Warwick university they usually tell you what sort of courses you can do afterwards.
Or you don't take any courses and just do a prep course for MFE and then take targeted math courses. Honestly, it doesn't matter which math course as long as it shows you understood your subject. And yes I have used complex variables in finance.

 

[Daniel Duffy]

Complex variables are useful for certain classes of PDE, but they stop for realistic ones.