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Originally Posted by Super Pig Hey Seraphim I just saw your signature on the Usyd financial maths program. I did the Advanced Option Pricing course as a third year undergrad, a fairly intense but very interesting course. I was allowed to do so because I did the third year financial maths unit during my second year. Peter Buchen is the one to contact if you are interested. He usually goes through the necessary backgrounds in the first few weeks of the course. As far as I know the entry requirement is quite flexible. The Interest Rate Modelling course will not be offered next year unless a new lecturer is found (the original lecturer moved into the hedge fund industry). |
i plan to do these in 2007 and am looking at good courses which would best prepare me for math4331 and 4333.
im thinking of doing stochastic processes (which may possibly include some stochastic calculus up to 1st order SDEs), a PDEs course (more applied. eg fourier transforms, etc) and a subject in continuous optimisation methods (i dont plan to do anything related to discrete optimisation, ie, linear programming). do u think these will be sufficient?