I am planning to pursue a Masters in Financial from one of the UK universities.
Given that the H1B (Work-visa) becoming tough to get I am not too inclined to apply to US universities.
My educational background
1. High school-commerce (no mathematics)
2. Bachelors - commerce (no mathematics)
3. Chartered Account - (no mathematics)
4. Costs and Works Accountig (no mathematics)
5. CFA (https://www.cfainstitute.org)-Some
basic risk related maths
: Telecom industry/Amex cards/Retail and commercial banks
: Prudential reporting to the regulators/capital and liquidity stress testing
: Risk management consulting in Big 4 firm (EY, PWC, KPMG, Deloitte)
My daily routine
: Study all the hours (24,7,365). I have tutors who come to my place and teach me the subjects. I have another 1.5 yrs I can give my complete attention to studies (does not include university time). Please do not see it as my arrogance. This is the level of effort and dedication I can /willing to put.
My goal now
: Pursue Financial Engineering
: Completed practicing High school mathematics except for Coordinate geometry and Vector algebra
: are these topics required for financial engineering?
: Please see file ‘High school Consolidated list of topics.doc’
Also completing c-language/starting c++-object oriented…
Once c,c++ are completed, then Python.
My next steps
: trying to identify the topics required for high level mathematics:
: Please see attached file BSc-Mathematics-Syllabus-0
: I request the experts to highlight the topics which are required or add a comment to highlight the topic required as a pre-requisite for FE.
Further, I am possessed/obsessed with the charismatic word ‘stochastic calculus’. This is my target or my fancy.
When I googled and read about the pre-requisites for this level of mathematics, I came across the following threads.
Pre-requisite for Stochastic calculus
one of the threads
• learn real analysis level 101
• learn basics of proofs and what is differentiability and integrability
• master basic probability
• combine your knowledge to learn stoch calc
• you should be be very well versed with integration and differentiation - Advanced calculus level. Believe math for physicists should cover it.
• university level math for engineers should be sufficient; but proofs well you can learn them
• get a decent book on real analysis aimed at undergrads.
Kindly guide me. Thank you in advance for your valuable time and knowledge sharing.