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其實 that differential equation course只是foundation, 實際上financial mathematics application根本不會用到ODE.
最最最基本的Black-Scholes都已經是partial differential equation.
而現實之中, analytical solution is rare. Numerical method for differential equation is needed......
所以理論上是ODE, then PDE, and on the other hand Numerical Analysis, and then Numerical Method for Differential Equation.......(用你summer去的HKUST就是2352, 4051, 4052, and then 3312 and 4351, 你take的那個原來是year 2 junior level的, 應該不會太難了)
P.S. Let's put stochastic process, and time series aside first. 雖則個人認為stochastic和numerical are as important as differential equation, if not more.
of course not everyone had taken all of them in reallity, but at least most of them, and have a brief understanding about the rest.
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