/sci/ - Science & Math

>>10993277
Anybody have any good mathematical finance recs? Also what prerequisites do I need to learn stochastic analysis? I found pic related in my uni course catalog

>>10993277
awesome chart.
any analysis and group theory recommendations?
also I had a question about the red arrow, what does it imply?

>>10993296
Red arrows imply corequisites, you can learn both at the same time

>>10993285
Paul Wilmott on quantitative finance

>functional analysis/operator theory
>statistic/information theory
>algebraic geometry
>numerics

Number theory sucks the biggest balls

>>10993577
Taking it in 4 months. I'm worried it's gonna kick my ass.

>>10993277
Logic and set theory

>>10994380
College intro number theory is a joke you'll be fine
>durrrr priMes
>duh uhhhh moduLar aRithmetic

>>10993277
I really love complex analysis. Beautiful subject

transgender stuides

>>10994448
here's a (you) you stupid fucking whore. now leave this thread alone.

>>10994386
Is this something worth taking or should I just teach it to myself?

>>10994972
you should teach to all to yourself.
don't waste your time and money in uni with math.

>>10993285
>Also what prerequisites do I need to learn stochastic analysis?
A solid base in advanced calculus/real analysis is the most important thing. Other than that, a little prior exposure to measure-theoretic probability (just the basics is fine) and some stochastic processes is probably enough. PDEs tend to rear their heads eventually, but you can get quite a ways in before you're really forced to deal with them.

There are a pair of books by Steven Shreve called Stochastic Calculus for Finance that are excellently written and commonly used in quantitative finance programs. An added quirk of these books that I really like is that the first volume is very short and pretty easy while the second volume is long and difficult, so it's well-designed to dip your toes into.

>>10993575

>>10995028
Thank you anon, I really appreciate the response

>>10995245
>>10993575
>>10993277
you guys want any edits?

>>10995769
did you just make this?

>>10995797
yes. I used the edits from the thread and made it.

>>10993277
good logic and elementary number theory books?

>>10996153
>elementary number theory
Ireland and Rosen
>logic
The first chapter of Munkres Topology