Pre MFE courses

[Ali Lawati]

Hi Folks,

I would like to kindly request to if someone can share best course (for quant finance) for Matlab/R & Mathematics (for quant finance) which covers the following topics?

Probability
Stochastic Processes
Measure Theory
Advanced Calculus
Analysis
Partial Differential Equations
Ordinary Differential Equations
Numerical Analysis
Programming
Statistics

 

[Daniel Duffy]

Online Courses :: Datasim

www.datasim.nl

Matlab and R OK
C++ and Python better.

 

[Ali Lawati]

Sir thanks a slot for your prompt response. I do appreciate it.
But what about probability course?

 

[MikeLawrence]

At the end of pure math one you'll hit Markov chains and Stochastic Differential Equations

 

[Daniel Duffy]

Sir thanks a slot for your prompt response. I do appreciate it.
But what about probability course?

My pure maths course is not too big on probability as it is usually known.
However, I do quite a bit of Measure and Lebesgue integration.

 

[Ali Lawati]

My pure maths course is not too big on probability as it is usually known.
However, I do quite a bit of Measure and Lebesgue integration.

Any suggestions for the Probability course ?

 

[Eric Jacquier]

Hi Folks,

I would like to kindly request to if someone can share best course (for quant finance) for Matlab/R & Mathematics (for quant finance) which covers the following topics?

Probability
Stochastic Processes
Measure Theory
Advanced Calculus
Analysis
Partial Differential Equations
Ordinary Differential Equations
Numerical Analysis
Programming
Statistics

A bit late but you should check out the prep course from the U. of Chicago Math. Finance program. I believe it is open to everyone for a fee.