can I teach myself this in 2 months?
 

It'll take like 3-4 days of solid work and then you should be able to write an exam covering those topics.

That list looks like the first half of one of my classes, say stuff I did in Sept-Oct 2008, and I can still answer questions on 90+% of it.

Why are you taking this, by the way? Pure interest or do you plan to try to get a job? It's not a good market for people with bachelor's degrees to become quants. Even the MFEs are apparently having trouble. PhD finance, math and physics will still get you in the door as a quant. MSc/PhD compsci will get you a developer job. Anybody else without experience is SOL.

I had a friend who did it with a physics major.

I don't think he found it all that difficult, he might have spent longer than 2 months studying.

I don't think you should have problems if you actually spend (a reasonable portion of) 2 months studying.

JM

I thought he was some flavor of accountant.

I'm surprised at how much of that I still remember.

That's not coming out until next year.

Is the probability exam any harder or is it just as silly?

Looks like there might be one or two integrals to do on that one. Will you be ready for it?

http://www.discussworldissues.com/fo...ilies/wink.gif

To be honestly, I think you could make learn that in a week or maybe two. There is nothing that can be considered complicated remotely.