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标题: [讨论]有關finance,economics PhD的數學能力 [打印本页]

作者: donald123 时间: 2006-8-12 17:44
标题: [讨论]有關finance,economics PhD的數學能力

想問問在讀Finance or Economics PhD 的各位,在這兩科對maths 有高度要求的科內,一般來說要會那些maths?

作者: longwayhome 时间: 2006-8-13 00:30
matrix algebra, multi-variable calculus, differential equations are really the essential ones. Analysis, stochastic process, optimization are norm. other things include some statistics and econometrics. I guess.

作者: donald123 时间: 2006-8-13 10:46

Thanks a lot.

And what's more?

作者: seasnow 时间: 2006-10-25 11:43

probability

financial economics

real analysis

convex analysis

作者: sosoboy 时间: 2006-10-29 05:24
dynamic optimization,measure theory

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