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Jun 20, 2020 at 12:23 vote accept CommunityBot
May 4, 2020 at 2:00 answer added LazyCat timeline score: 5
May 3, 2020 at 20:31 history edited user31928 CC BY-SA 4.0
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May 3, 2020 at 10:29 comment added Daneel Olivaw Personally, I have not studied abstract algebra to any meaningful degree, but I've never come across any paper or problem in quantitative finance where I've thought "damn I wished I had studied more abstract algebra..."
May 3, 2020 at 10:26 comment added Daneel Olivaw First off, there is a lot you can study on stochastic calculus. Have you considered all what has been written on martingale theory, and how is that applicable to American option pricing problems? Analysis is also fundamental, in particular it's really useful in order to have a solid background on all the numerical analysis that is used in finance for tasks such as all the different types of optimisation routines used in model calibration.
May 3, 2020 at 10:24 comment added Daneel Olivaw As usual, this is a classical utility maximisation problem: you have limited resources (time; courses; maybe energy) and want to reach a desired outcome (a quant position; also quant expertise?). So it really depends on how much time available you have (are you starting a bachelor? are you starting a one-year masters?). Personally, unless you come from a pure mathematical background and have already covered many other topics, I would put abstract algebra far down a list.
May 3, 2020 at 9:51 comment added Trajan ." If you want to be a quant you can certainly do too much pure maths, though" how?
May 3, 2020 at 9:06 answer added Martin Vesely timeline score: 0
May 3, 2020 at 8:38 history asked user31928 CC BY-SA 4.0