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急,金融内行帮忙看看~

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楼主
发表于 2009-5-4 08:39:00 | 只看该作者

急,金融内行帮忙看看~

虽然是master选校,但是觉得Phd这边晃的内行要多一些,牛牛们千万帮忙~

今年申请到现在,结果要在两个学校里选一个:荷兰tilburgM.Phil in Finance, 挪威BIMsc in Financial Economics,都是两年,费用都很便宜,BI更少点。因为去这两个学校的人都不多,而且跨国很难比较,所以把它们各自课程书目贴上来,希望懂行的前辈们帮忙看看,是否能大致比较课程难度,偏应用或偏理论。小女本科实在没有太学好,并不致力于接着读phd,大家帮着参考一下。。。5.10就要答复,比较急。。。内行千万路过援助~ 感谢

(课程名后面是书目,第一本是compulsory reading,后面是recommended reading

 

TILBURG
                        

Quantitative Methods for Business

1. Simon, C.P. and Blume, L., Mathematics for Economists
2. Gert Nieuwenhuis, Statistics Methods for Business and Economics

(这两本都是compulsory reading) 

Econometric Theory

Abadir, K., and Magnus, J. R., Matrix Algebra

Manski, C., Analog Estimation Methods in Econometrics

Cameron, A. C., and Trivedi, P. K., Microeconometrics - methods and applications, only selected chapters

Empirical Research in Economics

Marno Verbeek, A Guide to Modern Econometrics

Tobias Klein, Lecture Notes in Microeconometrics

 Asset Pricing Theory

Cochrane, Asset Pricing

 Quantitative Finance

David G. Luenberger, Investment Science
 Stephen F. LeRoy, Jan Werner, Principles of Financial Economics

 Principles of Accounting

W. Scott, Financial accounting theory

 Multivariate Statistics

Lattin, Carrol and Green, Analysing Multivariate Data

 Corporate Finance Theory

Jean Tirole, The Theory of Corporate Finance

 Micro 1 (introduction)

Mas-Collel, Whinston and Green, Microeconomic Theory

 Microeconometrics

A. Colin Cameron and Pravin K. Trivedi, Microeconometrics: Methods and Applications

 Dynamic Capital Investment

A.K. Dixit, R.S. Pindyck, Investment under Uncertainty

P.M. Kort, J.M. Schumacher, Course Notes on Dynamic Optimization.

 Economic Analysis of Accounting

J.A. Christensen & J.S. Demski, Accounting Theory

 Industrial Organization for Business

Cabral, Luis M.B., Indtroduction to Industrial Organization

 

BI

Financial Management

Berk, Jonathan and Peter DeMarzo. 2007. Corporate finance

Corporate Responsibility

Kakabadse, Andrew and Mette Morsing, eds. 2006. Corporate social responsibility: Reconciling aspiration with application

Mathematics

Sydsæter, Knut ... et al. 2008. Further mathematics for economic analysis\ Selected parts from chapters 1, 2, 3, 5, 6 and 11
Sydsæter, Knut and Peter Hammond. 2008. Essential mathematics for economic analysis

 Multivariate Statistics with Econometrics

Kaplan, David. 2009. Structural equation modeling: Foundations and extensions. Approximately 130 pages

 Introduction to Financial Economics

Copeland, Thomas E., J. Fred Weston and Kuldeep Shastri. 2005. Financial theory and corporate policy

 Business Cycles

Birch Sørensen, Peter and Hans Jørgen Whitta-Jacobsen. 2005. Introducing advanced macroeconomics : growth and business cycles.

Birch Sørensen, Peter and Hans Jørgen Whitta-Jacobsen. 2005. Introducing advanced macroeconomics : growth and business cycles. Chapters 1, 14-20, 23-25.

 Investments

Bodie, Zvi, Alex Kane and Alan J. Marcus. 2008. Investments.

 Research Methodology

Pedhazur & Schmelkin. 1991. Measurement, design, and analysis: An integrated approach. Chapters 2,4,7,8,9,10,11,12,13 and 14
Saunders, Mark, Philip Lewis and Adrian Thornhill. 2007. Research methods for business students. Chapter 3: Critically reviewing the literature. Pp. 54-98. Will be included in the collection of articles
Kleven, T.A.. Validity and validation in qualitative and quantitative research. Nordic Educational Research.. Will be included in the collection of articles

 Microeconomics

Pepall, Lynne, Daniel J. Richards and George Norman. 2008. Industrial organization: Contemporary theory and empirical application.

 Introduction to Derivatives and Risk Management

Stulz, Rene M. 2002. Risk management & derivatives.

 Multinational Financial Management

Eun, Cheol S. and Bruce G. Resnick. 2007. International financial management.

 Applied Valuation

Benninga, Simon Z. and Oded H. Sarig. 1997. Corporate finance: a valuation approach
Koller, Tim, Marc Goedhart, David Wessels. 2005. Valuation: Measuring and managing the value of companies

 Financial Econometrics

Brooks, Chris. 2008. Introductory econometrics for finance.

 Fixed Income Securities

Tuckman, Bruce. 2002. Fixed income securities: Tools for today's market.
Benninga, Simon. 2008. Financial modeling.
Cusatis, Patrick and Martin Thomas. 2005. Hedging instruments and risk management.
Sengupta, Chandan. 2004. Financial modeling: Using Excel and VBA.

 Portfolio Management

Litterman, Bob and the Quantitative Resources Group GSAM. 2003. Modern investment management: An equilibrium approach.
Bodie, Zvi, Alex Kane and Alan J. Marcus. 2008. Invesments.

Campbell, John Y. and Luis M. Viceira. 2002. Strategic asset allocation : portfolio choice for long-term investors.

Fabozzi, Frank J. and Gifford Fong. 1994. Advanced fixed income portfolio management: The state of the art.

 Derivatives

Hull, John C. 2008. Options, futures and other derivatives.

 Advanced Corporate Finance

Tirole, Jean. 2006. The theory of corporate finance.

Recommended literature-Books:
Hart, Oliver. 1995. Firms, contracts, and financial structure
Laffont, Jean-Jacques and David Martimort. 2002. The theory of incentives: The pricipal-agent model.

 Monetary Policy

Walsh, Carl E. 2003. Monetary theory and policy. Chapters 1, 5, 6, 8, 9, 10 and 11.
Articles:
Ireland, Peter N. 2005. The Monetary Transmission Mechanism. Manuscript, Boston
     College.
http://www2.bc.edu/~irelandp/mtm.pdf
Leitemo, Kai. 2004. A Game Between the fiscal and the monetary authorities under inflation targeting. European Journal of Political Economy. 20. pp. 709-724
Journals:
Clarida, Gali and Gertler. 1999. The Science of Monetary Policy: A new Keynesian perspective. Journal of Economic Literature. 37 (4). pp. 1661-1707

 

沙发
发表于 2009-5-4 09:57:00 | 只看该作者
Tilburg金融系名气还是大一些, 课本都是些常见的,没啥可说的。
挪威这个稍微偏应用一些/
不想读博士的话。。。。 其实都无所谓了
板凳
 楼主| 发表于 2009-5-4 10:33:00 | 只看该作者

前辈,您别说到一半不说了呀,怎么就"其实都无所谓了"。。。

master交流区有个前辈讲"Tilburg的书目应该偏PhD,就数我知道的,Cochrane的Asset Pricing, Tirole的Theory of Corp. Finance,MWG的Micro是PhD level的书,当然master也可以学。Dixit那本Investment under Uncertainty不知道算是master还是PhD level,但是里面涉及到Ito's lemma偏微分方程那些。Simon/Blume那本Math for Economists通常是美国这边econ/finance PhD开学前summer math camp的用书。BI那边,Investment, Tuckman的Fixed Income,John Hull的Options,都是美国master/MBA的常用书。不过,比起美国一般的非MFE的master/MBA in finance,BI的好像也是学得挺扎实的。"

这么多书好歹有个差别吧。。。


[此贴子已经被作者于2009-5-4 10:33:55编辑过]
地板
发表于 2009-5-4 12:18:00 | 只看该作者

不是内行,但是屯特大学的金融有听说是很好的。至少在欧洲排名也有前几的。

感觉肯定比挪威的那个好。

5#
发表于 2009-5-4 12:35:00 | 只看该作者
以下是引用百草园Tracy在2009-5-4 12:18:00的发言:

不是内行,但是屯特大学的金融有听说是很好的。至少在欧洲排名也有前几的。

感觉肯定比挪威的那个好。

lz说的那个是tilburg(蒂尔堡)大学~~
6#
 楼主| 发表于 2009-5-4 12:35:00 | 只看该作者
屯特? tilburg翻过来应该是蒂尔堡吧。。。大家说更好都是说tilburg做研究很有名,但是基于我不打算读博,哪家做研究更好是否对我有很大影响呢。。。
7#
发表于 2009-5-4 13:15:00 | 只看该作者

额。。。。。。原来搞错了,sorry。。。

不读博的话就看哪个比较好找工作吧,顺便看下哪个读的比较轻松,如果课程太深,太累了也挺痛苦的。

8#
发表于 2009-5-6 05:05:00 | 只看该作者

大致看了看,都不错。不过我想硕士阶段是不会把这些课都修的,还是挑自己喜欢的修。

另外,楼主要注意的是,你这两个学校都没有开任何编程的课程。 如果想在金融行业混点名堂,或者在欧洲找个好点的工作的话,还是建议你自学点编程基础,VBA,C++或者matlab等。

地理位置来讲,荷兰要比挪威好,挪威现在经济也不行,石油价格下跌搞的。

这两个学校课程重合的很多,从地理位置来说,我个人推荐去荷兰那个学校。

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