Math for finance courses

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Nightshade

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I'm looking to enhance my math skills due to my interest in this field. I think the CFA program lacks some information, and I'm curious to learn more about it and be able to talk to some quant guys (at least on a basic level).

I have already looket at Columbia's Postbaccalaureate Program in Quantitative Studies for Finance and National University of Singapore's MSc Programme for Financial Engineering (By Distance Learning).

Does anyone have more suggestions for courses? Degree, non-degree, distance learning, reputable institution, local college etc. I don't care as I will never earn with it enough money to survive but rather trying to satisfy my curiosity. Therefore, it should be part-time.

Thanks
 
there's always wilmott's CQF (go to wilmott.com for details)

Below that, do math courses at a local college
 
The Columbia program looks interesting, but if you're just trying to satisfy your curiosity, you might be better off taking the math courses at a local college. If you're looking to get into a master's or PhD program, it would probably be better to do the Columbia course.

There's a lot of prereq courses that you'll need before you can get into the heart of financial mathematics. Someone posted a list of the necessary courses that you'd need to get into upper-level financial math a while back.
 
The Standard for stochastic calculus and often referred to book by quants is shreves' 2nd book. I personally didn't like his first book, which is not stochastic calc but has building blocks to it. A lot of people use it, and there really aren't manygood books on the topic of computational finance aka math finance. Its worth looking into is your serious about learning hte topic though. Although you'd be hard pressed to do the problems yourself just from reading the chapters.
 
> A lot of people use it, and there really aren't
> manygood books on the topic of computational
> finance aka math finance.

there's a number of good books on quantitative finance, such as Wilmott, Hull, Kwok
there are fewer good books on computational finance
 
Thanks for the input. I'm indeed only try to satisfy my curiosity although I would consider a degree part-time. However, I will never have a chance to compete with the quant geeks.
 
This is tough to answer not knowing your inherent mathematical abilities. In general though, I would suggest you make sure you know the basics of not only math but math-related subjects. Perhaps take classes such as these over time:

Calc I
Calc II
Calc III
Intro to Stat
Advanced Stat
Econometrics
Some object oriented programming, preferably C++

You dont really need to waste your time with theoretical math concepts because they will likely be too advanced anyway and you would not need them unless you were much further along.
 
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