Undergrad Courses and Books to Prepare for Quant Masters

Most quantitative finance masters programs have a common list of courses a student must have taken as an undergrad. Most do not accept self study of topics! These courses are:

Calculus (1-2)
Linear Algebra
Probability
Ordinary Differential Equations (ODE)
Partial Differential Equations (PDE)


Other courses typically required are:
Finance
Programming (C++, Python, R, or Matlab)


Math Textbooks from this video:
Calculus: amzn.to/3NgZZ8D
Linear Algebra: amzn.to/3NfoRgN
Probability and Statistics for Engineering and the Sciences: amzn.to/3JlihV7
Probability and Statistical Inference: amzn.to/3NBWT04
A First Course in Differential Equations: amzn.to/3NCEyQR
Introduction to Partial Differential Equations: amzn.to/43IcqBe

Other Textbooks from this video:
Essentials of Investments: amzn.to/43JcvET
Automate the Boring Stuff with Python: amzn.to/43LTXnl
Learning Python: amzn.to/3XfFFZC
The Art of R Programming: amzn.to/3qMSfnk
Proofs: amzn.to/42KatTB
Real Analysis: amzn.to/3ND9Hni


All links are my affiliate links from Amazon. The books cost you no more than if you found them on your own, however Amazon pays me a small commission as a thankyou for driving traffic to their site.

In general I don't think the version of a textbook matters, especially for math textbooks. Just find cheap books that you will learn from. I prefer hardcover textbooks as I like to re-read them and use them for references however I have started purchasing softcover books to save money.


Gilbert Strang's Linear Algebra Course:
   • Lec 1 | MIT 18.06 Linear Algebra, Spr...  



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