我准备学数学
两条路（a） 基础课+Statistical Models+Stochastic Processes and Time Series
（b)基础课+Optimisation and Financial Mathematics (Advanced)+MATH3975 Financial Mathematics (Advanced)
具体介绍（a)Section I of this course will introduce the fundamental concepts of applied stochastic processes and Markov chains used in financial mathematics, mathematical statistics, applied mathematics and physics. Section II of the course establishes some methods of modeling and analysing situations which depend on time. Fitting ARMA models for certain time series are considered from both theoretical and practical points of view. Throughout the course we will use the S-PLUS (or R) statistical packages to give analyses and graphical displays.
(b) This unit is an introduction to the mathematical theory of modern finance. Topics include: notion of arbitrage, pricing riskless securities, risky securities, utility theory, fundamental theorems of asset pricing, complete markets, introduction to options, binomial option pricing model, discrete random walks, Brownian motion, derivation of the Black-Scholes option pricing model, extensions and introduction to pricing exotic options, credit derivatives. A strong background in mathematical statistics and partial differential equations is an advantage, but is not essential. Students completing this unit have been highly sought by the finance industry, which continues to need graduates with quantitative skills.
我是应该选（a）还是（b)? 给点意见，我不可能都选。上次谢谢大家，再帮一次忙
好像（a)是纯数学，（b)是应用，如果选（b)的话，不知随机过程基础可不可以打好，

 

[此贴子已经被作者于2008-7-17 17:05:36编辑过]