[求助] Finance PhD in US

donald123

Could someone tell me the mathematics requirement of Finance PhD in the US? I know that for theoretical field, the mathes requirement is extremely high. How about empirical field? Thank you very much for helping.

leighyao

I think you can get a sense of it by reading the curriculum design.

Actually, I will do this homework as well.

puccamummy

我想问一下，本身自己数学是绝对没问题的。

但是就不知道他们对中国大陆学生要求什么background

因为听说申请美国Finance PhD的都是一些本国的学生  或者是已经本科读数学 或者理科的学生

如果在中国本科读金融  研究生读经济学呢？

puccamummy

还有 国内成功申请到phD finance的案例有吗？

Highwaystar

大多数Finance PhD Program最基本的数学要求是：

Calculus (3 semesters)
Linear Algebra
Introductory Probability & Statistics
Diffierential Equations (Low level)

这些基本上大多数国内理工商科本科都是必修，所以问题不大。

当然，最好还要修过：

Real Analysis （Complex Variables)
Ordinary Differential Equation (Master's level +)
Partial Defferential Equation (Master's level +)
Introductory Topology
Numerical Analysis/ Optimal Control
Some higher level statistics classes (Statistical Inference, Category, Linear Model, Multivariate, etc...)

这些就要看专业了，因为比较偏重理论或者高阶计算。

Anyway, 我会列一个比较详细的单子和推荐的书目给大家参考。

先例？adii/ tavington/ 好多……叫他（她）们现身说法吧

zenger

以下是引用Highwaystar在2006-4-27 0:11:00的发言：

Anyway, 我会列一个比较详细的单子和推荐的书目给大家参考。

期待中。。。。。。

newbon

set-point topology is a nightnightmare. 想想都害怕，明白我兄弟说他拓扑学老师会傻笑的原因了。