Essential Undergrad Courses & Books to Ace Your Quantitative Finance Masterโs ๐
Discover the key undergraduate courses and recommended books to prepare for top quantitative finance master's programs. Learn what prerequisites are required and how to get ahead in your finance career!

Dimitri Bianco
52.4K views โข Jun 18, 2023

About this video
Most quantitative finance masters programs have a common list of courses a student must have taken as an undergrad. Most do not accept self study of topics! These courses are:
Calculus (1-2)
Linear Algebra
Probability
Ordinary Differential Equations (ODE)
Partial Differential Equations (PDE)
Other courses typically required are:
Finance
Programming (C++, Python, R, or Matlab)
Math Textbooks from this video:
Calculus: https://amzn.to/3NgZZ8D
Linear Algebra: https://amzn.to/3NfoRgN
Probability and Statistics for Engineering and the Sciences: https://amzn.to/3JlihV7
Probability and Statistical Inference: https://amzn.to/3NBWT04
A First Course in Differential Equations: https://amzn.to/3NCEyQR
Introduction to Partial Differential Equations: https://amzn.to/43IcqBe
Other Textbooks from this video:
Essentials of Investments: https://amzn.to/43JcvET
Automate the Boring Stuff with Python: https://amzn.to/43LTXnl
Learning Python: https://amzn.to/3XfFFZC
The Art of R Programming: https://amzn.to/3qMSfnk
Proofs: https://amzn.to/42KatTB
Real Analysis: https://amzn.to/3ND9Hni
All links are my affiliate links from Amazon. The books cost you no more than if you found them on your own, however Amazon pays me a small commission as a thankyou for driving traffic to their site.
In general I don't think the version of a textbook matters, especially for math textbooks. Just find cheap books that you will learn from. I prefer hardcover textbooks as I like to re-read them and use them for references however I have started purchasing softcover books to save money.
Gilbert Strang's Linear Algebra Course:
https://www.youtube.com/watch?v=ZK3O402wf1c&list=PL49CF3715CB9EF31D&index=1
Website:
https://www.FancyQuantNation.com
Support:
https://ko-fi.com/fancyquant
Quant t-shirts, mugs, and hoodies:
https://www.teespring.com/stores/fancy-quant
Connect with me:
https://www.linkedin.com/in/dimitri-bianco
https://twitter.com/DimitriBianco
Calculus (1-2)
Linear Algebra
Probability
Ordinary Differential Equations (ODE)
Partial Differential Equations (PDE)
Other courses typically required are:
Finance
Programming (C++, Python, R, or Matlab)
Math Textbooks from this video:
Calculus: https://amzn.to/3NgZZ8D
Linear Algebra: https://amzn.to/3NfoRgN
Probability and Statistics for Engineering and the Sciences: https://amzn.to/3JlihV7
Probability and Statistical Inference: https://amzn.to/3NBWT04
A First Course in Differential Equations: https://amzn.to/3NCEyQR
Introduction to Partial Differential Equations: https://amzn.to/43IcqBe
Other Textbooks from this video:
Essentials of Investments: https://amzn.to/43JcvET
Automate the Boring Stuff with Python: https://amzn.to/43LTXnl
Learning Python: https://amzn.to/3XfFFZC
The Art of R Programming: https://amzn.to/3qMSfnk
Proofs: https://amzn.to/42KatTB
Real Analysis: https://amzn.to/3ND9Hni
All links are my affiliate links from Amazon. The books cost you no more than if you found them on your own, however Amazon pays me a small commission as a thankyou for driving traffic to their site.
In general I don't think the version of a textbook matters, especially for math textbooks. Just find cheap books that you will learn from. I prefer hardcover textbooks as I like to re-read them and use them for references however I have started purchasing softcover books to save money.
Gilbert Strang's Linear Algebra Course:
https://www.youtube.com/watch?v=ZK3O402wf1c&list=PL49CF3715CB9EF31D&index=1
Website:
https://www.FancyQuantNation.com
Support:
https://ko-fi.com/fancyquant
Quant t-shirts, mugs, and hoodies:
https://www.teespring.com/stores/fancy-quant
Connect with me:
https://www.linkedin.com/in/dimitri-bianco
https://twitter.com/DimitriBianco
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Video Information
Views
52.4K
Likes
2.3K
Duration
18:52
Published
Jun 18, 2023
User Reviews
4.7
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