PhD入学准备

Viky9

Very good one.

以下是引用lesliejy在2007-6-7 3:40:00的发言：

I personally like the books by Serge Lang.

echo518

I heard that people in PhD programs use matlab, SAS or R a lot, but I am not familiar with those, and that is what I am worried about mostly!

 

echo518

Math Books:

I think Principle of Mathmatical Analysis, Fuctional Analysis and Real analysis and Complex analysis by Rudin might be OK.

lesliejy

以下是引用echo518在2007-6-8 16:37:00的发言：

Math Books:

I think Principle of Mathmatical Analysis, Fuctional Analysis and Real analysis and Complex analysis by Rudin might be OK.

Rudin's books are very good. However, his book on functional analysis is not accessible until you master real analysis at Royden's level. Btw, the marginal benefit of reading funcitonal analysis and complex analysis is neglible unless you are reallying doing something in financial mathematics. lus, neither Rudin's functional analysis book norRoyden's real analysis book is designed for self-studying. Dont do that if you are not a mathematician.

in finance, i know the term structure of interest rate theory need functional analysis because we are interested in the entire yield curve which could be tought as a continuous function of time. in derivative pricing (with levy driven models) theory, it might require complex analysis because the fourier transform is widely used. except these two, there is really rare application in other fields of finance. i have no idea, of course, for the other suject than finance.

for programming languages, i personally switch between matlab, mathematica, R, and sometimes C++. in most of time, matlab is sufficient. 

[此贴子已经被作者于2007-6-8 18:28:34编辑过]

stevewu

以下是引用ProfCPA在2007-6-5 22:07:00的发言：

This thread is getting interesting Thanks to lesliejy and stevewu for your excellent points. Stevewu, how is your first experience? Anything you want to say for the future students?

I also heard linear algebra is very important in accounting. Any recomendation for textbook?

Every new PhD student has different academic background and, moreover, every faculty has different expectation on his/her student. Therefore, I think it's always a good idea to contact with the professors in your school to ask them what you can do to prepare yourself for the future study. The professor you are interested in and the one who will be teaching your accounting research seminar will be very willing to give you some good advices.

Theories are extremely important in accounting research. There are some fundamental readings required in my program. I hope you will also find them helpful.

1. Positive Accounting Theory, by Watts and Zimmerman

2. Inefficient Market, by Shleifer

3. JAE, Vol.31. It is a special issue including many great review papers in financial accounting issues

In terms of programming languages, SAS is the most important one if you are doing empirical research, although some professors may have other preference. If you are familiar with it, you will have much more oppertunity to work with faculties.

Lastly, you can join AAA as a student member. If you have time (and budget of course), you can attend the annual meeting in Aug. (this year it's from Aug.5 to 8, Chicago) or sectional mid-year meeting in Jan. Although some faculties do not recommend students in first two years attend this kind of academic meetings, I think it is worth your time.

lantianyuyan

Every new PhD student has different academic background and, moreover, every faculty has different expectation on his/her student. Therefore, I think it's always a good idea to contact with the professors in your school to ask them what you can do to prepare yourself for the future study. The professor you are interested in and the one who will be teaching your accounting research seminar will be very willing to give you some good advices.

Theories are extremely important in accounting research. There are some fundamental readings required in my program. I hope you will also find them helpful.

1. Positive Accounting Theory, by Watts and Zimmerman

2. Inefficient Market, by Shleifer

3. JAE, Vol.31. It is a special issue including many great review papers in financial accounting issues

In terms of programming languages, SAS is the most important one if you are doing empirical research, although some professors may have other preference. If you are familiar with it, you will have much more oppertunity to work with faculties.

Lastly, you can join AAA as a student member. If you have time (and budget of course), you can attend the annual meeting in Aug. (this year it's from Aug.5 to 8, Chicago) or sectional mid-year meeting in Jan. Although some faculties do not recommend students in first two years attend this kind of academic meetings, I think it is worth your time.

Extremely valuable suggestions for perspective PhD students!

Thank you so much!!

ccbyao

小弟有个问题请教，本人今年参加了CFA三级的考试，请问通过CFA考试对申请美国的financial MASTER有帮助吗？

lijing-hahaha

Mark一下！               

d.jiao

Mark一下！               

oliverwei

mark