r/AppliedMath • u/Correct_Taste_5590 • 7h ago

bridging programming gap

i am currently in a math undergrad program and planning on trying to join a masters in math&finance or something along those lines of a quant masters. for quant i know you need to know programming
so my question as a math undergrad whats the best way to bridge this knowledge gap that i have in the programming part of the job (some context i do have some experience with programming but im very rusty its been a few years so its not easy for me plus advanced problems are very hard for me)

any advice is appreciated!

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u/Candid-Profile-98 5h ago

I recommend Michael Heath's Introduction to Scientific Computing. It only requires passing knowledge of Linear Algebra, Multivariable Calculus, and Ordinary Differential Equations at the hand-computation level. Knowledge of Real Analysis, in particular Convergence of Sequences is helpful but not strictly necessary. The book uses Python, so some introductory YouTube course on Python basics would benefit you primarily the NumPy library. Good luck!