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| Author | Topic: Math review the summer before? |
| Major Coleman |
posted 3/23/06 3:19 PM
Hello forum I will be starting a Finance PhD program this fall (not sure where yet). I would like to brush up on my math and stats before I arrive. From your experiences, how fluent do you have to be with these subjects before hand vs. learn/review when school starts? Some background on me. BA in Econ, MS in Applied Mathematics for finance, but honestly I feel the MS just introduced me to the math as opposed to mastering it. How firm of a grip do I need on analysis and stochastic calculus? As a PhD student do you take separate math classes for this or is it worked into the finance classes? I plan to meet some of you this summer at the conference and Thanks for your help!! Major |
| Maria Schutte |
posted 3/26/06 7:25 PM
Hi: I think you will get many answers to this question but in my opinion the more math you have you start the program, the better. If would be great if you take advanced calculus and linear algebra classes this summer. If you don't have that opportunity I would recommend you to study from the following book "Fundamental Methods of Mathematical Economics" by Apha Chiang, it should get you brushed up on the main mathematical tools required during your first year. Good luck! http://www.missouri.edu/~mgsm9d/Comps%20Survey%20Papers/ |
| Tara Perino |
posted 4/12/06 3:21 PM
Major, Please be sure to let us know when you have been admitted to a program so we can provide you with detailed information about the doctoral students association. You can email your updated information to me, tperino@kpmg.com Tara Perino Associate Director, The PhD Project http://www.phdproject.org |
| Pete |
posted 9/18/07 5:43 AM
I'll give you some advice. I'm in my first year and I wish I had taken real analysis, because it would have made my econ classes easier. you don't need to have a mastery of stochastic calculus, 'cuz you'll learn what you need for your classes. Get the Mas-Colell book and go through the first 6 chapters the summer before. They may be short, but they are rigorous! |
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