大牛们帮我看看这个ms的课程设置是不是适合读金融phd吧谢谢

zhanghj89

Required courses for Financial Statistics track

FSRM 16:958:582 Methods and Theory of Probability with Financial Applications
FSRM 16:958:583 Methods of Statistical Inference with Financial Applications
FSRM 16:958:563 Regression Analysis in Finance
FSRM 16:958:565 Financial Time Series Analysis
Finance 22:390:589:61 Foundations of Finance (special section for FSRM)
FSRM 16:958:535 Advanced Statistical Methods in Finance
FSRM 16:958:587 Advanced Simulation Methods for Finance
FSRM 16:958:588 Financial Data Mining


Elective Courses

Stat 16:960:542 Life Data Analysis
Stat 16:960:554 Applied Stochastic Processes
Stat 16:960:567 Applied Multivariate Analysis
CS 16:198:443 Advanced programming for financial applications (special section for FSRM)
CS 16:198:513 Design and Analysis of Data Structures and Algorithms I
CS 16:198:514 Design and Analysis of Data Structures and Algorithms II
CS 16:198:515 Programming Languages and Compilers I
CS 16:198:516 Programming Languages and Compilers II
CS 16:198:527 Computer Methods for Partial Differential Equations
Math 16:642:623 Computational Finance
Math 16:642:624 Credit Risk Modeling
Math 16:642:625 Portfolio Theory and Applications
ECE 16:332:503 Programming Methodology for Finance
Econ 16:220:501 Microeconomics I
Econ 16:220:502 Microeconomics II
Econ 16:220:504 Macroeconomics I
Econ 16:220:505 Macroeconomics II

Zingales

courses you have taken are not important at all, what matters are where are you graduating from and who write you a letter....

Zingales

相对于课程名称来说，课程的具体介绍会更重要一些。

比如一门课程都叫做高级微观但是一所学校采用varian的书一所采用wmg的书

难度是高下立判的

当然了这是从学术准备的角度说的


从把课程名称列在成绩单里申请phd之用的角度来说，我觉得是够了

-- by 会员 judydongxueni (2012/7/9 7:49:44)

你觉得哪个难？

Zingales

wmg啊

-- by 会员 judydongxueni (2012/7/9 8:02:26)

varian 那本书是跟很懂得人读的，讲的都是大线条，都是思想。。。


wmg属于高三教材，应试必备。。。

bcdasein

楼主是要去Rutgers啊，我看FSRM项目可能偏应用，基本还是统计课，要是能上点Phd level的asset pricing和corporate finance会不错的

datou871472301

鉴于大多数的人很难拿到牛腿，鉴于大多数的所谓牛校的MF并非学术导向
我觉得这个课程设置非常好了，用来申PHD，课程没有问题