ChaseDream

标题: PhD入学准备 [打印本页]

作者: ProfCPA    时间: 2007-6-5 08:00
标题: PhD入学准备

本版一向潜水的人多,讨论的人少。我来挖个坑吧。

距离8月开学开始两三个月,除了腐败游玩探亲访友以外,未来的屁挨着地同志们有什么复习打算没?

俺们8月有个Math Camp,所以打算复习一下高数。。。想想上次学高数已经是大一时候的事情了,说实话还是很忐忑的。。。。


作者: yession    时间: 2007-6-5 10:20
以下是引用ProfCPA在2007-6-5 8:00:00的发言:

本版一向潜水的人多,讨论的人少。我来挖个坑吧。

距离8月开学开始两三个月,除了腐败游玩探亲访友以外,未来的屁挨着地同志们有什么复习打算没?

俺们8月有个Math Camp,所以打算复习一下高数。。。想想上次学高数已经是大一时候的事情了,说实话还是很忐忑的。。。。

同意呀 数学很要紧的

不过觉得到那里重新学一遍应该不用很紧张的吧 走的时候带一些国内的数学书过去 到了那儿再看

最近忙完CFA的考试 觉得等于是把很多东西都复习了一遍 脑子里清楚很多了啊


作者: lesliejy    时间: 2007-6-5 16:08
以下是引用yession在2007-6-5 10:20:00的发言:

同意呀 数学很要紧的

不过觉得到那里重新学一遍应该不用很紧张的吧 走的时候带一些国内的数学书过去 到了那儿再看

最近忙完CFA的考试 觉得等于是把很多东西都复习了一遍 脑子里清楚很多了啊

I don't think it is a good strategy to review textbooks written in Chinese. I did this a couple of years ago. Then it took me ages, in some cases, to find  one-to-one mappings for the terms in Engilsh and in Chinese. If I were you, I would, instead, to download the notes for that Math Camp and read them before the course starts, i.e. try to get yourself acquainted with the mathematics written in English!!  I know it is a great pain as from the very beginning, however, it will pay you off at the end of the day.

By the way, I assume by 高数 you meant to say Calculus. For research in finance (maybe applied to accounting as well), Calculus does not help you a lot  . You need to start off with real analysis stuff (of course, this type of mathematics could be built on top of what you will have done in math camp. nevertheless, Calculus still does not help a lot. Linear algebra might be more valuable to you. Optimization theory is of great interest.)


作者: stevewu    时间: 2007-6-5 20:44

I agree with you, lesliejy. Calculus is the basis of mathematical statistics, but it does not help you a lot in other area. Although I haven't had a chance to use linear algebra in my study yet, I heard it's important in microeconomics and econometrics.

If you have chosen your research area and know which faculty in your school is good in this area, you can use spare time to read his/her papers. Doing this will give you more chance to impress the faculty at the beginning of your academic career.

Lastly, if you are in China, eat more delicious Chinese food. You will miss it afterworth. 


作者: lesliejy    时间: 2007-6-5 20:51
以下是引用stevewu在2007-6-5 20:44:00的发言:

I agree with you, lesliejy. Calculus is the basis of mathematical statistics, but it does not help you a lot in other area. Although I haven't had a chance to use linear algebra in my study yet, I heard it's important in microeconomics and econometrics.

If you have chosen your research area and know which faculty in your school is good in this area, you can use spare time to read his/her papers. Doing this will give you more chance to impress the faculty at the beginning of your academic career.

Lastly, if you are in China, eat more delicious Chinese food. You will miss it afterworth. 

yes, that is the point.


作者: ProfCPA    时间: 2007-6-5 22:07

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?


作者: wztt    时间: 2007-6-6 06:40
以下是引用ProfCPA在2007-6-5 8:00:00的发言:

本版一向潜水的人多,讨论的人少。我来挖个坑吧。

距离8月开学开始两三个月,除了腐败游玩探亲访友以外,未来的屁挨着地同志们有什么复习打算没?

俺们8月有个Math Camp,所以打算复习一下高数。。。想想上次学高数已经是大一时候的事情了,说实话还是很忐忑的。。。。

It seems different unis got different orientation programs.

I come to US in August for a teaching assistantship training program. Don't know too much about the math preparation.

I've got no idea about Chinese 'Advanced Math' since we did not do it in the undergra. But I am not that worried, don't know why...... 


作者: thegeek    时间: 2007-6-6 17:22
I'm also preparing for the PhD studies. Not sure whether there is going to be a maths camp (good idea for me to check that out), but I'm doing some light reading on stats (e.g. ANOVA).

Also, as stevewu mentioned, I'm doing some reading of relevant research papers (but I'm not restricting to those by faculty in my school). Speaking of which, what software is good for organize the readings? I have heard of Endnote, but haven't check out how it works. Currently I'm using a bibliography tool in www.gradjournal.com

作者: lesliejy    时间: 2007-6-7 03:40
以下是引用ProfCPA在2007-6-5 22:07:00的发言:

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

I personally like the books by Serge Lang.


作者: birdcc    时间: 2007-6-8 09:47

For linear algebra, i think we can check the appendix of those econometrics textbooks.All of them list related math subfields, though quite brief.

BTW, for the software... do we have to get familiar with those during the summer, such as MATLAB, SAS, RATS etc? I just learned a little..


作者: Viky9    时间: 2007-6-8 10:54

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.


作者: echo518    时间: 2007-6-8 16:30

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!

 


作者: echo518    时间: 2007-6-8 16:37

Math Books:

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


作者: lesliejy    时间: 2007-6-8 18:25
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]

作者: stevewu    时间: 2007-6-11 00:49
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.


作者: lantianyuyan    时间: 2007-6-11 17:46

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!!


作者: ccbyao    时间: 2007-6-12 22:10
标题: 请教大牛
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?
作者: lijing-hahaha    时间: 2022-2-7 14:59
Mark一下!               
作者: d.jiao    时间: 2022-2-7 15:12
Mark一下!               
作者: oliverwei    时间: 2022-4-4 21:53
mark
作者: zzwho    时间: 2022-4-4 22:13
ProfCPA 发表于 2007-6-5 08:00
本版一向潜水的人多,讨论的人少。我来挖个坑吧。距离8月开学开始两三个月,除了腐败游玩探亲访友以外,未 ...

看一下!               




欢迎光临 ChaseDream (https://forum.chasedream.com/) Powered by Discuz! X3.3