I am a current undergraduate and will be looking to apply to Quant Programs next year. This semester I have the choice between selecting Functional Analysis and Ordinary Differential Equations. I have been warned on the difficulty of Functional Analysis but I am definitely intrigued by it and have been told that it has many applications in quantitative finance.

Which course would benefit me most, in terms of my application, as well as general understanding of Quant Financial Phenomena? Will taking Functional Analysis in my undergraduate help me stand out among other applicants? Do I run the risk of losing out on PDE if I take functional analysis?

I realize that this is a very broad topic, however any insights are greatly welcomed.

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    $\begingroup$ I advise you to personally ask the advice of someone that you think is knowledgeable on this. $\endgroup$ – Bob Jansen Feb 1 '19 at 16:38
  • $\begingroup$ Well, I don't think you can ever understand PDEs without a strong knowledge of functional analysis. $\endgroup$ – FunnyBuzer Feb 1 '19 at 23:04