Undergrad --> B-School? How possible and useful?

I'm sure this has been answered before, but...

I am a non-business major currently at Penn State, graduating this coming fall (08). I would like to get into investment banking or trading and had several first round, on campus interviews with BB's the past few weeks for internships, but no offers resulting. I feel as though my lack of financial knowledge may be holding me back and going for another 2 years to do another undergrad major isn't feasable.

Would going directly to business school for an MBA, something I'd like to do eventually anyway, help me enter the finance field quicker? Even so, how likely is it that I could go directly from undergrad to b-school? It seems like the better schools all want 2-5 years experience. My grades are good (> 3.5) and I think I'd do well on the GMAT coming from a math heavy major.

Any thoughts on where I should go from here would be much appreciated.

 

i go to a non target b-school. I have a classmate that came from a small liberal arts college who went straight into b-school here who landed a summer at a major BB. it can be done.

 

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