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Opinions on this Pure Math/Finance Program

  1. Apr 12, 2007 #1
    Opinions on this "Pure Math/Finance" Program

    I know that most people on these boards are more familiar with physics and engineering-type programs, but who knows...


    Does this program seem like one that'll have good employment prospects? How in-demand are "people with a strong real analysis background and a good knowledge of differential equations to work on financial derivatives" in the finance sector?
  2. jcsd
  3. Apr 13, 2007 #2
    There is a real demand, but I couldn't really tell you how big it is. The Black-Scholes option pricing model is a PDE, and I understand that the name of the game is improving the basic model and then solving it numerically. I know they also hire people to work on asset allocation models.

    My knowledge here is quite old, so if anybody else responds, listen to them instead :smile:
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