| The major means nothing - it's your choice of subjects which determine your mathematical background. E.g. If you are an algebra/number theory/discrete mathematics kind of guy, I imagine it would be equally as difficult.
Measure theory (from a pure mathematics pt of view) is yucky - I prefer not to touch any hardcore analysis till final yr. I'm pretty sure you don't need abstract measure theory for martingales as they should teach that kind of stuff in a stochastic processes course.
I probably won't be able to do a subject in binomial option pricing but I can fit in the PDEs and stochastic processes course. I hope that's sufficient.
Btw, were the majority of students taking that subject doing Honours or were many of them also doing the Financial Modelling specialisation in the Master of IT?
xiao, surely you must have touched on PDEs? |