Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Books Graduate Course

  1. Aug 22, 2008 #1
    Hello Everyone!

    I'm going to start a Graduate course in Mathematical Finance next year, and I need some brushing up on my mathematics. I've done the basics: Calculus and Linear Algebra. But where I'm going to, the least I'm going to need is to really know my Analysis. I'm an economics undergrad at the moment.

    I was thinking of grabbing the Bourbaki books. At least Set Theory, Algebra I and II, Integration and Topology.

    But maybe that's not the best way, so I came here to ask you guys. I was planning to study 3h a day (I have the time to do it at work).

    What do you guys think?

  2. jcsd
  3. Aug 22, 2008 #2


    User Avatar
    Science Advisor
    Homework Helper

    Have you already been exposed to analysis and integration theory?
  4. Aug 23, 2008 #3


    User Avatar
    Science Advisor
    Homework Helper
    Gold Member

    Bourbaki is not the way to go for so many reasons.

    Just grab a good analysis book. Ask if you need suggestions.
  5. Aug 23, 2008 #4
    Well, I haven't done analysis yet. But I need not only to learn analysis, but to also to work on my foundations. The place I'm going to study at is IMPA (Brazilian Institute of Pure and Applied Mathematics). They expect me to know my math really, really well. That includes my statistics and probability.

    Any other suggestions?

    Here's what I'm going to do over this week:

    a) Go through Lang's Basic Mathematics
    b) Go through Victor Bryant's Yet Another Introduction to Analysis

    Then I'll go through Tom Apostol's Calculus books. After that I don't really know what to do.

    What do you guys think about Rudin's book? And which book should I study next, to brush up on my probability? I have studied statistics, econometrics and probability already, but I want to go slightly deeper.

    Last edited: Aug 23, 2008
  6. Aug 25, 2008 #5
    If you want to brush up on foundations, go ahead. But a math finance course will require knowledge of analysis. That's it. Any knowledge of algebra, topology, set theory, etc. is not used in any way.
Share this great discussion with others via Reddit, Google+, Twitter, or Facebook