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wj2cho

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I am an applied math/physics major who wishes to land on a finance-related jobs (including insurance) with a bachelor's degree. The coursework includes ODEs, PDEs, Calculus of Variations, Numerical Analysis, etc., with three faculty elective courses. Here is a list of courses that I might take and I was wondering if you could help me to narrow it down. I also plan on studying for 2 or 3 preliminary actuary exams during summer breaks.

- CS 234 Data Types and Structures [Python]

Top-down design of data structures. Using representation-independent data types. Introduction to commonly used data types, including lists, sets, mappings, and trees. Selection of data representation.

- CS 246 Object-Oriented Software Development [C++]

Introduction to object-oriented programming and to tools and techniques for software development. Designing, coding, debugging, testing, and documenting medium-sized programs: reading specifications and designing software to implement them; selecting appropriate data structures and control structures; writing reusable code; reusing existing code; basic performance issues; debuggers; test suites

- CS 476 Numeric Computation for Financial Modeling [Matlab]

The interaction of financial models, numerical methods, and computing environments. Basic computational aspects of option pricing and hedging. Numerical methods for stochastic differential equations, strong and weak convergence. Generating correlated random numbers. Time-stepping methods. Finite difference methods for the Black-Scholes equation. Discretization, stability, convergence. Methods for portfolio optimization, effect of data errors on portfolio weights.

- ACTSC 231 Mathematics of Finance

The theory of rates of interest and discount including the theoretical continuous case of forces of interest and discount. Annuities and sinking funds, including the continuous case. Practical and theoretical applications primarily to mortgages and bonds. Yield rates.

- ACTSC 371 Corporate Finance 1

Time value of money. Introduction to corporate finance in a mathematical setting. Description and valuation of financial instruments, including stocks, swaps and options. Real options. Investment decisions. Capital budgeting and depreciation.

- ACTSC 372 Corporate Finance 2

Investment decision using Markowitz and utility theory. Capital Asset Pricing Model. Arbitrage Pricing Theory. Market efficiency. Capital structure and dividend policy. Advanced topics.

- STAT 333 Applied Probability

Review of basic probability. Generating functions. Theory of recurrent events. Markov chains, Markov processes, and their applications.

- STAT 433 Stochastic Processes

Point processes. Renewal theory. Stationary processes. Selected topics.

I will be able to choose any combination of three from the list above, except for STAT 433 which must include STAT 333. Is there an ideal combination that complements particularly well with my major?

Thanks