Advices on learning SDE/PDE for junior undergrad Everyone. I am about to take an ODE Course in the summer. I wonder if it will help my understanding in stochastic differential equation and partial differential differential equation. My future plan is to work on some finance model like Black-Scholes pde. I saw people always talk these two things together. Black-Scholes pde we have two partial derivatives, however the sde only has time derivative, I wonder how things get connected. My academic advisor went on vacation and I wonder should I take differential geometry or numerical analysis too in the coming semester? Thanks and have a nice day.
 A: I'm not entirely clear what you're asking:

I am about to take an ODE Course in the summer. I wonder if it will help my understanding in stochastic differential equation and partial differential differential equation.

Yes, absolutely. I wouldn't recommend pursuing those topics without a introduction to ODE. Taking ODE this summer is the place to start; I hope that's the main point of your question. Good choice.

My academic advisor went on vacation and I wonder should I take differential geometry or numerical analysis too in the coming semester? 

If your question is about taking either of these two classes this summer, I would wait on that to consult with your advisor when s/he returns. Apart from recommending and/or confirming you choice to take ODE this summer, I don't know that we're in the best position to guide you. If the classes you refer to are offered this summer (if you mean "summer term" when you allude to "the coming term": then if you have met the courses' prerequisites, and have the time, financial ability, and a strong desire to take one or the other, along with ODE, by all means, go for it. But regarding what you "should take": It is hard to know if "math" is your major or one of your majors, or if you are pursuing a degree in finance. And in either case, the decision about prioritizing among the math classes you plan to take prior to graduation can wait until you have the chance to discuss the matter with your advisor. 
