Is it worth taking a course in 'partial differential equations for finance/actuarial?

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ihateecon
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Report Thread starter 4 years ago
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Hey all,

I'm a maths student at uni considering taking the module 'partial differential equations'. This course has NEVER been taught before at my uni, so I'll be the first cohort to have studied it.

I'm looking at going into finance/actuarial work, and was wondering whether it's worth taking this module over other stats modules (Stat modelling, Stat theory, Time series etc.). The following 2 paragraphs gives a more precise description about the course

This module will look at the most important classes of partial differential equations. We will focus on various techniques (analytical AND numerical) which can be used to solve them. Although there is some theory, we will mainly be applying this theory to realistic, applied problems.

This module covers:
- Solving partial differential equations using the 'separation of variables' technique
- Integral transform methods e.g. Fourier and Laplace transforms
- Green's function for inhomogeneous partial differential equations
- Numerical solutions of second order parabolic partial differential equations using the 'finite difference' method.

Thanks for any answers in advance,
YW
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