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iakovos


Total Posts: 1
Joined: Jun 2021
 
Posted: 2021-06-26 01:40
Looking for best books to dive into before starting an Applied Math MS. Lurking on this forum a bit helps me realize how much the industry has changed. Hard to figure out an optimal plan of study.

Is stochastic calculus still as important? What should I prioritize? My original plan was to start with Hull's OFaOD and Schreve's Stochastic Calculus for Finance I as well as maybe this book suggested in a previous thread since I am leaning towards a research role. Any thoughts or suggestions? Thank you all.

monkeyA
Mr. Ass to you

Total Posts: 860
Joined: Apr 2004
 
Posted: 2021-07-10 18:32
It’s hard to answer your question based on the information you’ve provided, so I suggest taking a step back and considering - what are your goals from this MS? Is it a grade? A tick box exercise that lets you apply for certain roles? Are you sure about research, in which case does a PhD follow? Is Stochastic Calc on the syllabus or just touched upon in a Finance module.
The only thing I can say for sure is that last book you linked to looks dull a.f

If there was problem, Yo I'll solve it
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