Physics Courses/ Topics used in FE

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SUMMARY

The discussion centers on the relevance of specific Physics courses for pursuing a career in Financial Engineering. The user expresses interest in taking Mathematical Physics and Statistical Mechanics, alongside a strong mathematics background. Key resources mentioned include the book on Path Integrals by Feynman, which applies physics concepts to financial markets. The user seeks advice on additional Physics courses that would enhance their understanding and applicability in Financial Engineering.

PREREQUISITES
  • Understanding of Mathematical Physics
  • Knowledge of Statistical Mechanics
  • Familiarity with Path Integrals
  • Strong foundation in advanced mathematics (e.g., Calculus, Real Analysis)
NEXT STEPS
  • Explore the application of Path Integrals in Financial Engineering
  • Research the role of Statistical Mechanics in market behavior
  • Investigate Mathematical Physics concepts relevant to financial modeling
  • Study advanced topics in Quantum Mechanics and their financial applications
USEFUL FOR

Students and professionals in mathematics and physics, particularly those interested in applying theoretical concepts to Financial Engineering and quantitative finance.

doodle_sack
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Hi, I searched the forum but couldn't come up with any answers, so here goes my question: What are the topics/ courses that are used in Financial Engineering?

I have the chance to take up to 4 courses (usual UG Physics courses) and my pick was Mathematical Physics & Statistical Mechanics, but I am not quite sure if I am doing the correct thing. Given my interest is to study Financial Engineering, could you tell me what are all the Physics courses that would help me in this regard.

P.S: I am a math major, so I took/ will be taking all the usual math courses (Calc, Real Analysis, Topology, Complex Analysis, Algebra, Diff geo, PDE, ODE, Logic, etc,.).

Thanks for your input guys, much appreciated!
 
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Sorry, forgot to mention, my Physics background is Classical Mechanics I at the level of Mechanics: Berkeley Physics Course, Vol. 1, by C. Kittel, et al, Newtonian Mechanics: MIT Introductory Physics Series, by A. P. French.
 
Thanks physiker, any other comments are welcome.
 

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