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What does "strong math background" mean in this context? Would the equivalent of an undergrad degree in math be sufficient, or are we talking about graduate le
by pmiller2 6y ago
What does "strong math background" mean in this context? Would the equivalent of an undergrad degree in math be sufficient, or are we talking about graduate level analysis and stats here?
- deleted 6y ago[deleted]
- potiuper 6y ago> Björk: Arbitrage Theory in Continuous Time is standard graduate stochastic calculus course material. An undergrad degree in math usually specializes in a certain track: algebra or analysis. The analysis background would be a closer fit as the material is focused on the continuous applications (not HFT) and likely have covered the introductory measure and probability theory material. The finance portion focuses on the arbitrage-risk neutral model that is at least a semester worth a material.