Courses Physics Courses/ Topics used in FE

AI Thread Summary
The discussion revolves around the selection of physics courses relevant to a career in Financial Engineering. The participant, a math major with a solid foundation in various mathematical disciplines, is considering taking Mathematical Physics and Statistical Mechanics. They seek advice on which physics courses would best complement their interest in Financial Engineering. The mention of a book chapter on the application of Path Integrals in financial markets indicates a connection between advanced physics concepts and financial modeling. The participant's background includes introductory classical mechanics, suggesting a basic understanding of physics principles that could be beneficial in financial applications. Overall, the focus is on aligning physics coursework with the analytical and quantitative skills necessary for success in Financial Engineering.
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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