Which classes to take?

[Zeuge]

I've learned that undergrads here have the opportunity to take up to 3 MSFM courses. Out of this list:

http://finmath.uchicago.edu/students/course_information.shtml

which courses would you most strongly recommend me taking?

 

[AlanComan]

Zeuge, nice avatar. Same as my twitter background.

 

[MrBucks]

I've learned that undergrads here have the opportunity to take up to 3 MSFM courses. Out of this list:

http://finmath.uchicago.edu/students/course_information.shtml

which courses would you most strongly recommend me taking?

What are your intentions? Are you preparing for a run at grad school? Are you just trying to get exposure to financial mathematics?

 

[Zeuge]

What are your intentions? Are you preparing for a run at grad school? Are you just trying to get exposure to financial mathematics?​

​

Probably just the latter but I'm keeping my options open (debating a fin math PhD). ​

 

[MrBucks]

​

Probably just the latter but I'm keeping my options open (debating a fin math PhD). ​

Your best three choices would probably be "Mathematical Foundations of Option Pricing", "Stochastic Calculus", and "Numerical Methods for Option Pricing". The mathematical foundations are best learned with the guidance of a professor. Once you have these, you could teach yourself the material found in the other classes by picking up a book. In my opinion, the other stuff, without the mathematics, would simply be rote memorization. The mathematics would definitely take you the furthest.