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What are good suggestions for math classes to take to support algorithmic trading and quant development?

What are good suggestions for math classes to take to support algorithmic trading and quant development? I have a Bachelor’s in Math, but wish to expand my knowledge. I’ve been told Stochastic Calculus would be one choice, as well as Applied Math.   == QuantLib http://quantlib.org/index.shtml a great Quantitative library in C++. Encog http://www.heatonresearch.com/encog for machine learning …

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Getting into the models with heavy math and quant analytics equations, use Matlab

Getting into the models with heavy math and quant analytics equations, use Matlab For a techie like me, you would think the technology, programming languages, and software tools would make you a better quant wanna-bee. I would say that ain’t true, focus on the math. Read the books from Wilmott and Hull. The technooy only …

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