April 10th, 2008, 12:14 pm
QuoteOriginally posted by: Zedr0nI also believe that physicists are ok with maths, as they really do need quite complex apparatus in their calculations sometimes. But I don't really see how one can have a solid understanding of stoch calc(which is a must for quant, no?) without real analysis. I'd also say one also needs measure theory(Lebesgue integrals, Girsanov theorem), probability theory, stochastica processes(at least BM, Poisson, markov processes(e.g. Ito diffusion)), Complex analysis is also nice(laplace transform), statistics, ode/pde(e.g. feynman-kac, general dirichlet problem, heat equation is obvious), numerical methods. Oh, well, and I think much more knowledge to actually be able to develop something new in a model. Spot on Zedron. And it is fairly straight forward for a good theoretical physicist to learn the necessary measure theory, Lebesgue calculus, stochastic analysis, Banach etc. required to become a proper quant. After all, we had to pick up string theory after Green, Schwarz and Witten published their book. Cheers,
Last edited by
TraderJoe on April 9th, 2008, 10:00 pm, edited 1 time in total.