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MFE without maths background

tfors said:
To give it to you straight: It will take you probably 4 years to reasonably get the prereqs, and I am not talking just evenings and a few hours in the weekends.
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What you reasonably need to prepare is Calculus (3 courses), linear algebra, Diff EQ, probability (calculus-based), and 1 course in programming. Even if throw in maybe a math-stats course and maybe PDEs or Operations Research for good measure, this can easily be accomplished in 2 years. Part time.
 
Daniel Duffy said:
Yeah, you might be right. However, OP has had no exposure to programming.
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There have been some new coding books hitting the market in the last year or so that are geared towards such people. The title I gave is one such. Another is Sedgewick and Wayne's "Introduction to Programming in Python," which has more math examples but is considerably more expensive ($70 hardback versus $15 for McGrath).
 
QTMGMT said:
What you reasonably need to prepare is Calculus (3 courses), linear algebra, Diff EQ, probability (calculus-based), and 1 course in programming. Even if throw in maybe a math-stats course and maybe PDEs or Operations Research for good measure, this can easily be accomplished in 2 years. Part time.
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In theory. But for someone whose mind isn't oriented towards math it'll take much longer. Trying to do it in two years will be like the Robert Morley character in Theatre of Blood, who couldn't digest the two dogs he was being force-fed.
 
bigbadwolf said:
In theory. But for someone whose mind isn't oriented towards math it'll take much longer. Trying to do it in two years will be like the Robert Morley character in Theatre of Blood, who couldn't digest the two dogs he was being force-fed.
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LOL
Every time I see mushroom cream dressing at dinner this movie flashes back in my mind. It was like the 70s when I saw it. Calculus force-feeding is no less painful. Just hope OP doesn't get Vincent Price as prof :giggle:
They don't make them like they used to.
 
QTMGMT said:
What you reasonably need to prepare is Calculus (3 courses), linear algebra, Diff EQ, probability (calculus-based), and 1 course in programming. Even if throw in maybe a math-stats course and maybe PDEs or Operations Research for good measure, this can easily be accomplished in 2 years. Part time.
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Sinz - I understand and respect what everyone is saying on this forum but try to get the math background and see if you like it and go to admission session of a few schools and ask those guys directly. You do have the finance side - look at it that way. If you can pick up the math, and blow away the GREs, you may get in somewhere. The schools will give you the best guidance.

If the schools think it's worth a shot then, short elaboration on picking up new math skills (expands QTMGMT's points):
1) Calculus of a single variable, Intermediate Calc, and Multivariate Calc first. You'll need this throughout. So start here. If you love it, maybe vector calc. You'll start to see the del operator and matrices.
2) Differential Equations next.
3) There are engineering courses that combine linear algebra, vector calc and diff q together that's an option if you're enjoying it. This will also give a bit of the PDEs you'll take in MFE. You'll at least see the heat equation here.
4) Probability - preferably at the level of Grimmett (Stochastic Processes). You'll get a lot of the distributions down here, begin to learn about stochastic processes
5) Statistics course - inference testing, central limit theorem, some regression begins here, maybe GLM.
6) You just need one algorithms class that also combines coding. This class will give you C++ or Java and runs the table on data structures and algorithms. Who cares if you don't have experience. Most undergrads take this their first year. Why can't you?
7) You need something for convergence, series, sequences. The calc should give this to you but if not, pick up a book (Mary L Boas - Math Methods for Engineers starts with this). You'll be good by now.

Start the calculus and see if you like it. You might love this stuff. Calculus isn't difficult - really isn't. We started rate of change/approximation/integral calc of a single variable in high school. Your world gets turned around in Stochastic calculus - Ito's Lemma - SDEs but that's first semester of MFE.
A lot of this is available for free at OCW. Try out the first calc course.
 
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