Which of the following undergrad courses would be most useful for quant?

[iWantQuant]

1.) Stochastic processes: based on Ross's probability models, does not include stochastic calculus
2.) Stochastic Calculus: uses Shreve volume II
3.) Partial Differential Equations
4.) Game Theory
5.) Numerical Methods
6.) Complex Analysis

Any other suggestions would also be appreciated!

 

[Paul Lopez]

1-3, and 5-6. All math courses would help in general. The more the better.

 

[Daniel Duffy]

5

 

[iWantQuant]

1-3, and 5-6. All math courses would help in general. The more the better.

I thought game theory would be useful for interview prep, because a lot of the interview brain teasers I've seen like those in the green book involve games, strategy, puzzles, etc.

 

[Paul Lopez]

I thought game theory would be useful for interview prep, because a lot of the interview brain teasers I've seen like those in the green book involve games, strategy, puzzles, etc.

I'd use that one course to further your math or finance knowledge 1000%

 

[MikeLawrence]

Can you even fully understand 2 without a decent bit of 1 first?

If we are asking useful for workforce then I'll second Dr. Duffy here and say 5. If you want the best leg up on an MFE then walking in with 1 and 2 makes your life a whole lot easier. But 5 still makes you the most useful.

 

[IntoDarkness]

1 and 5 are essential. 2 (i.e. black scholes at undergrad level) must know for traditional sell side.