Ming Huang in Standford, Jun Pan in MIT, Jun Liu in UCLA, they all have Physics background and now are Professors in Finance. I want to apply for Ph.D. in Finance. Anybody here is in the same boat as mine? Any comments or suggestions from Finance Majors? Thanks.
meihao, i am quite sure that you are familiar with PDE, stochastic process, probability theory. if you wanna be a quant, PhD in finance is not necessary because most ibanks recruit candidates with PhD in physics, maths or CS. (i assume you can get in physics program a bit easier than finance proram.) in other cases, you can try top tier schools (top 20) since i know the finance department also likes candidates with strong math/physics backgroud.
I am in UK now. I can only tell you something about MathFin market in UK. Normally banks need you to be educated to a PhD level with strong quantitative background. And you should have strong programming skills, the popular one is MathFin is C++, nevertheless, someone use Java, MATLAB, VBA etc. however, finance knowledge may not be a necessary since you can learn it within 3 months, I believe.
why not contact some school like NYU, CMU, Columbia which have decent mathematical finance or financial engineering or computational finance program in master level. (one year program if you do not have financial constraint!)
good luck.
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