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Re: advice needed on what classes to take



Keder Ipkess wrote:

I am an undergrad but plan to enter grad school to study statistics(PhD
programme in financial mathematics). Besides classes from statistics
department(probability theory, linear regression e.t.c.) ,i need advice,
what pure math classes i should take to prepare myself. I have taken
calculus(up to multivariable calculus and vector calculus), linear algebra
and discrete mathematics.

Should i also take classes like complex analysis, real analysis ?  Do these
classes have any(non vague) connection with statistics ? What about function
analysis , fourier analysis ?

Thanks in advance.



Measure theory if the Ph.D. program were in (mathematical) statistics. I've no idea what would be best for financial mathematics. The best thing to do is ask someone on the faculty of the program(s) you intend to apply to.


Good luck in your studies!



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