<p>“Fin Math requires much more rigorous stochastics and calc based stats, if that’s really the topic of your argument”</p>
<p>That’s BS. Go through the financial math course descriptions. They barely touch stochastic process/continuous markov chains for undergrad courses and there are absolutely no IP/LP modeling courses. Most of the grad courses with these components are catered to insurance’s risk theory.
UM’s undergraduate financial math program is even more of a joke than IOE. </p>
<p>Ever wonder why Financial Engineering I and Financial Engineering II, the two actual financial engineering courses are named IOE 552 and IOE 553? Because financial engineering is a branch of operations research, which is a branch of IOE. Many schools, take columbia as example, actually call their program ORFE, because FE is part of OR. You are basically telling the guy interested in nuclear physics grad program not to do physics/nuclear engineering as undergrad, but instead do chemistry, because chemistry is the building bloc of nuclear physics, just like math and CS are the building bloc of FE.</p>
<p>And your ergonomics argument doesnt make any sense. So you are advocating OP to avoid one required ergonomics class (IOE 333+334lab) and instead take on all the stupid unnecessary LSA distribution requirements? Sure…</p>
<p>OP, you can either believe the guy from the IOE program who evaded all the ergonomics crap, been through some quant recruiting as an undergrad and got offers, working in a second BB S&T internship, sits one row behind the quants and talk to them daily or the econ major who is doing his first internship on the other side of the chinese wall.</p>