商科PhD 第一年的统计和数学难不难啊？

alashanghai · 发表于 2011-6-13 19:24:46

我在本科时候学过微积分（B），线性代数（A），概率统计（A）。不过现在已经忘得差不多了。Master在美国读的，没有涉及到太多的数学。真是不知道第一学期的数学会有多难。谁了解哦？

cdergmat · 发表于 2011-6-13 21:27:54

看读什么专业了，如果读Finance,accounting对统计计量要求多点。如果读Operations management对分析和概论多一点。

galluplinc · 发表于 2011-6-14 00:52:57

OB对统计要求很高，不少人把统计做minor

yellowfish · 发表于 2011-7-22 21:57:20

说实话，那些课，真tm挺难的，楼主多花时间，好自为之吧

ximenglate · 发表于 2011-7-22 22:52:52

很难的啊，我同学去西北念商科，他说他导师让他选的都是数学课，什么随机数分统计确定型模型
怎么现在商科像数学系一样的。。。

炒汇 · 发表于 2011-7-23 01:57:02

西北的那个同学是做理论的吧，或者real option一类的。

hbsmeng · 发表于 2011-8-12 00:18:37

没有调查旧没有发言权PhD Program — FinanceThe MIT Sloan Finance Group offers a doctoral program in Finance for students interested in research careers in academic finance. The requirements of the program may be loosely divided into five categories: the Finance Seminar, coursework, the general examination, the research paper, and the dissertation. Students are expected to attend the weekly Finance seminars throughout their time at Sloan. During the first two years, students are engaged primarily in coursework, taking both required and elective courses in preparation for their general examination at the end of the second year. Students are required to complete a research paper by the end of their fifth semester at MIT, present it in front of the faculty committee and receive a passing grade. Students must form a Thesis Committee by the end of their seventh semester.
The following set of required courses is designed to furnish each student with a sound and well-rounded understanding of the theoretical and empirical foundations of finance, as well as the tools necessary to make original contributions in each of these areas. Courses marked with an asterisk (*) may be waived with the permission of a finance faculty advisor; courses marked with a plus (+) are half semester courses.

Math Background
18.100B — Analysis I*
14.102 — Mathematics for Economists*

First Year — Fall Semester	First Year — Spring Semester
14.121 — Microeconomics Theory 1	14.123 — Microeconomics Theory 3
14.122 — Microeconomics Theory 2	14.124 — Microeconomics Theory 4
14.381 — Statistical Methods in Economics*	14.382 — Econometrics I
15.416J — Introduction to Financial Economics	15.440J — Advanced Financial Economics I
Second Year — Fall Semester	Second Year — Spring Semester
One of:	15.441J — Advanced Financial Economics II
14.384 — Time-Series Analysis+	15.442J — Advanced Financial Economics III
14.385 — Nonlinear Econometric Analysis+
Other required courses
15.401 — Finance Theory I
15.402 — Finance Theory II
15.433 — Investments*
15.437 — Options and Futures*

Comment: 15.401, 15.402, 15.433 and 15.437 are MBA-level courses. They devote more attention to institutional features and practical examples and applications than Ph.D.-level courses. You should have mastered the material in these classes either by taking or serving as a teaching assistant or through self-study.
Beyond these required courses, students are expected to enroll in elective courses determined by their primary area of interest. There are two informal “tracks” in Financial Economics: Corporate Finance and Asset Pricing. Listed on the next page are suggested electives in each track. The typical student's interests will tend to fall naturally into one of the tracks after the first year, and the recommended electives are designed to deepen the student's grasp of material that will be central to the writing of his/her dissertation. There is no formal requirement to select one track or another, and students are free to take any of the electives. The particular set of electives chosen may differ from student to student even within the same track, and should be chosen by each student in consultation with his/her faculty advisor(s).
Recommended courses
Asset Pricing TrackMathematical backgroundThe following courses provide a rigorous and systematic background in stochastic modeling:

18.125 — Real and Functional Analysis

18.175 — Theory of Probability

18.177 — Stochastic Processes

Harvard Econ 2142 — Time Series Analysis (an alternative to 14.384)

14.128 — Dynamic Optimization w/ applications could be a useful complement to 15.440J, covering in more detail technical aspects of dynamic optimization.
The following courses will provide you with background in time-series econometrics. These are recommended if you are interested in pursuing research in empirical asset pricing.

A full-semester Harvard course Econ 2142 (Time Series Analysis) is an alternative to a half-semester course at MIT, 14.384 (Time Series Analysis).

Harvard Econ 2146 — Topics in Financial Econometrics.

Economics and FinanceAdvanced macro courses offered by the economics department provide useful background for those interested at the intersection of capital markets and macroeconomics.

14.451 — Dynamic Optimization Methods with Applications

15.452 — Economic Growth

14.453 — Economic Fluctuations

14.454 — Economic Crises

14.461, 14.462 — Advanced Macroeconomics I and II.

Corporate Finance TrackThe two courses listed below, 14.129 and 14.661, are strongly recommended. 14.129 will provide you with solid background in theory. You should try to take it before or simultaneously with 15.441 — Advanced Financial Economics II. 14.661 would be extremely valuable for those interested in empirical work in corporate finance.
Theory:

14.129 — Advanced Contract Theory

14.281 — Contract Economics

14.282 — Introduction to Organizational Economics

14.126 — Game Theory

Harvard Econ 2725 — Corporate Finance

Empirical/econometrics:

14.387 — Topics in Applied Econometrics

14.661 — Labor economics I

14.662 — Labor economics II

Courses of general interest, both tracks:

14.137 — Psychology for Economists

Harvard Econ 2728 — Behavioral Finance

Miscellaneous coursesFinally, MIT and Harvard offer many additional courses on topics related to Financial Economics. (Students are permitted to cross-register in the Harvard classes.) Again, the courses are not required, but may be recommended depending on the research interests of the student.

MIT	Harvard
14.773 — Political Economy: Institutions and Development	Econ 2723 — Asset Pricing I
15.539 — Doctoral Seminar in Accounting	Econ 2730 — Asset Pricing II

gsmpkuer · 发表于 2012-5-14 21:36:15

the question is really stupid, it depends on which major you are entered in, the level of math between business and economics(especially for theoretical economics guys) has big variance

angelabbbb · 发表于 2012-5-15 09:54:48

nice

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