numerical analysis, differential equation, optimization, stochastic process, time series, statistical inference等等最好上過大部份. MFE basically is a program for sci/enginer student, 所以要多讀數課, as if you have a second major in math&stat. 如果覺得難/不好玩的, 就不要申MFE了.
建議參考一下Rutgers math department的webpage, they have a good list of maths course required for your reference.