Stochastic Operations Research Course

[snasir]

I am looking for some advice if I should take "Stochastic Operations Research" course at my school. Would this help me in any form to get admitted into masters of financial mathematics? Course covers following topics:
Markov Chains
Inventory Models
Queuing Theory
Forecasting

Please advice.
Thanks

 

[Andy Nguyen]

It's for operation research and have little overlap with stochastic calculus that you will see in MFE programs. These topics are covered in MFE programs
http://www.amazon.com/Stochastic-Calculus-Finance-Binomial-Textbooks/dp/0387249680/

 

[snasir]

here is the course that I am thinking about taking. Should I even do it? would this give me any sort of advantage in the admissions process?
http://seor.gmu.edu/~cchen9/or442.htm

thanks

 

[Shantanu Kumar]

What are your other choices? If you are done with all the perquisite required for a MFE then there is no harm in doing this course.

 

[snasir]

Well I have already taken up to differential equations and probability course. I would like to take numerical analysis and a PDE course next but I cannot take those this semester. Just confused if I should focus on preparing for GRE and submitting apps this semester or do Stochastic class. Not sure how much of leg up would this course get me in admissions process.

 

[snasir]

thoughts?