I asked this myself when I was looking at masters in finance programs and I know the thought must have come across many of your minds. MIT has a good summary of the level of math that you should be comfortable with.

## Suggested Mathematical Background

*Listed below is an outline of mathematical background that we think is desirable to have in order to be successful in the most challenging of courses in the program.*

**Linear algebra:** Basic topics, including: matrix/vector notation, operations on matrices and vectors, determinants, eigenvalues and eigenvectors, quadratic forms, systems of linear equations. At the level of Lang *Linear Algebra*, 1987, 3rd Edn., Chapters 1-8.

**Calculus:** Multivariate differentiation and integration, function maximization. At the level of Larson and Edwards, *Calculus*, 2009, 9th Edn., Chapters 4, 13.

**Probability:** Law of large numbers, Central Limit Theorem, moments of distributions, conditional expectation and Bayes rule, commonly used distributions, multivariate distributions, independence. At the level of DeGroot and Schervish, *Probability and Statistics*, 2002, 3rd Edn., Chapters 1-5.

**Statistics/Econometrics:** Parameter estimation, confidence intervals, hypothesis tests, ordinary least squares, likelihood principle. At the level of DeGroot and Schervish, *Probability and Statistics*, 2002, 3rd Edn., Chapters 6-8, 10.

**Computer literacy:** Basic programming experience. We use Matlab. Java, C, Fortran, VB, etc. would provide sufficient foundation for quickly learning Matlab features.

I can personally attest to using and learning about 75% of that list.

Hope this helps you guys out. If you are not up to this level take a course at a community college or see if the school offers a refresher or something.