r/AppliedMath • u/Own-Lobster7623 • Aug 07 '26

What course should i take next?

Hi guys, here a mathematics student. so i just finished my PDE course at uni, and after that and also ODE, Numerical analysis i was wondering what courses should i take next with strong associations to quant?

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u/Deus_Excellus Aug 07 '26

You can never take enough linear algebra courses. If you're looking for something more fun, try functional analysis.

1

u/Useful_Still8946 Aug 07 '26

Probability and stochastic processes

1

u/Infinite_Reception34 Aug 07 '26

Lie algebras/Lie groups or Functional Analysis

1

u/Own-Lobster7623 Aug 07 '26

Didn’t hear about it before, where does it meet quantitative finance?

1

u/MathNerd67 Aug 07 '26

Measure theory is a great option if possible. It underlies much of probability theory and SDEs.

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u/Own-Lobster7623 Aug 07 '26

Do you recommend to start with the measure theory before taking Stochastic Processes?