Advise -choosing final year undergrad courses

Click For Summary
SUMMARY

The discussion centers on selecting final year undergraduate courses relevant to pursuing an MSc in financial mathematics. The user plans to take complex analysis, functional analysis, stochastic processes, and advanced numerical analysis, along with a dissertation on measure theory or the Perron–Frobenius theorem. The user seeks advice on choosing two additional modules from Lie group and Lie algebra, Representation Theory, Asymptotic Analysis, Quantum Mechanics, Algebraic Geometry, and Nonlinear Systems with applications to biology. Recommendations suggest prioritizing Representation Theory and Asymptotic Analysis for their relevance to financial mathematics.

PREREQUISITES
  • Understanding of complex analysis and functional analysis
  • Familiarity with stochastic processes
  • Knowledge of advanced numerical analysis techniques
  • Basic concepts of measure theory and Lebesgue integration
NEXT STEPS
  • Research the applications of Asymptotic Analysis in financial mathematics
  • Explore the relevance of Nonlinear Systems in financial modeling
  • Study the fundamentals of Representation Theory and its connections to linear algebra
  • Investigate the implications of Algebraic Geometry in advanced mathematical contexts
USEFUL FOR

Undergraduate students in mathematics, prospective MSc candidates in financial mathematics, and anyone interested in advanced mathematical concepts applicable to finance and analysis.

gomes.
Messages
58
Reaction score
0
Advise --choosing final year undergrad courses

I need to pick my module choices for my 3rd and final year, and I am stuck on the final few modules I should choose.

For my final year, I already plan to do courses in complex analysis, functional analysis, stochastic processes, and advanced numerical analysis (Numerical ordinary differential equations//Numerical solutions to PDE's and ODE's), and I plan to do a dissertation on measure theory/lebesgue integration, or Perron–Frobenius theorem.

I am left to choose 2 more modules from the following below, may I ask for advice on choosing my modules? My intention is to do an MSc in financial maths, bearing in mind where universities usually ask for an emphsis in linear algebra, analysis, differential equations and probability theory..
I need to choose from:
1. Lie group and lie algebra
2. Representation Theory
3. Asymptotic analysis
4. Quantum mechanics
5. Algebraic geometry
6. Nonlinear systems with applications to biology (contains stuff on DE's, but related to biology??)

Any advice on which 2 of the 6 i should choose? I am thinking of doing representation theory (as it has stuff on linear algebra) and algebraic geometry, but any advise?
==============================================
And for my dissertation, i plan to do either measure theory/lebesgue integration OR the perron-frobenius theorem. Any recommendations?
 
Physics news on Phys.org


What is asymptotic analysis abou? That certainly looks interesting to somebody going for financial math. Also the course on nonlinear systems look could have some benefits for you.

As for the algebraic geometry and representation theory: they are useles for measure theory and financial math. So if you expect your courses to be usable later, then don't take those. However, if it interests you, then take them. It doesn't really matter that much.
 


Thanks :)
 


micromass said:
What is asymptotic analysis abou?

My understanding from a brief discussion with a lecturer is that it is about the limiting behaviour of functions in special cases. A very simple example might be neglecting parts of an expression proportional to inverse temperature at very high temperatures.

Yes, I suspect non-linear systems will have use in financial modelling, but I wonder if you will cover sufficient material in your Numerical Analysis course - do you know if this treats non-linear DEs?
 

Similar threads

Replies
41
Views
7K
  • · Replies 6 ·
Replies
6
Views
2K
  • · Replies 2 ·
Replies
2
Views
2K
Replies
1
Views
1K
  • · Replies 32 ·
2
Replies
32
Views
3K
  • · Replies 9 ·
Replies
9
Views
2K
  • · Replies 1 ·
Replies
1
Views
1K
  • · Replies 5 ·
Replies
5
Views
3K
  • · Replies 6 ·
Replies
6
Views
3K
  • · Replies 6 ·
Replies
6
Views
2K