JoelF
Distinguished Member
- Joined
- Dec 31, 2007
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- stochastic calculus .. likely offered via financial math/actuarial science. Black and Scholes is a stochastic calculus model. Likely need to take Master's level financial econ to actually see it, but at least knowing some of the terminology and basic mechanics would be a huge plus.
- Any/all econometrics courses. Multivariate, time-series regression - I recall my undergrad Stat department offered courses in Time-Series regression analysis ( ARMA(p,q), VAR(p), SVAR(p) models).
and,
- Stuff like "corporate finance" is good, but if I could do my whole undergrad over, I'd still avoid accounting classes. Too many people get labeled as accountants, and from job descriptions I've seen .. I'd avoid like the plague.
- any classes that have a lab component - ie: most upper-level statistics courses. Anything that gets you fluent in SAS or Matlab.
ps: I took math classes to get me into Economics grad school. If I could go back, these are the classes I would have taken, instead of all the linear algebra and differential equations courses I took in prep work for my MA.
And if you somehow actually manage to stay awake through these classes, your prize is guaranteed partnership at Goldman Sachs.