Physics Courses/ Topics used in FE

[doodle_sack]

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!

 

[doodle_sack]

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.

 

[physiker_192]

I'm no expert, but I came across a book chapter which deals with the application of Path Integrals (due to Feynman) to Financial Markets:

https://www.amazon.com/dp/9814273562/?tag=pfamazon01-20


You can also get a few chapters of the book for free at the author's page:

http://users.physik.fu-berlin.de/~kleinert/kleinert/?p=booklist&details=11

 

[doodle_sack]

Thanks physiker, any other comments are welcome.